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Trade: LRC/USDT/240/DCM/HILO/1903

Strategy
LRC/USDT/240/DCM/HILO/1903
Pair
LRC_USDT
Interval
4h
Score
503134
Daily Profit
0.349552
Profit Factor
1.675325
Profitability
51.898734
Streak
0.000000
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-26 22:11
Expiration Time
2025-11-21 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 674751.5882 512844.3343 161907.2538 1583535.2659 226751.5401 1356783.7258
Total P&L (%) 674.7516 512.8443 161.9073 1583.5353 226.7515 1356.7837
Avg Daily Profit (%) 0.3496 0.2657 0.0839 0.1464 0.0614 0.1389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133185 -75757 -145829 -897304 -868961 -684891
Profit Factor 1.6753 2.142 1.2943 1.2725 1.0759 1.4805
Total Trades 237 119 118 237 119 118
Winning Trades 123 53 70 123 53 70
Losing Trades 114 66 48 114 66 48
Profitability (%) 51.8987 44.5378 59.322 51.8987 44.5378 59.322
Ratio Avg Win / Avg Loss 1.5527 2.6674 0.8875 1.1794 1.3398 1.0152
Largest Winning Trade 103329 103329 61724 497636 387020 497636
Largest Losing Trade -66780 -22591 -66780 -496307 -265382 -496307
Avg Bars in Trades 47 30 64 47 30 64
Avg Bars in Winners 58 34 77 58 34 77
Avg Bars in Losers 36 28 46 36 28 46
Bars Traded 11334 3683 7651 11334 3683 7651
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503134 371200 -81622 150494 -250404 -5073
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593936000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913901628,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            674751.5881548914,
            512844.3343370223,
            161907.2538178695,
            1583535.2659236165,
            226751.5401004468,
            1356783.725823169
        ],
        [
            674.751588,
            512.844334,
            161.907254,
            1583.535266,
            226.75154,
            1356.783726
        ],
        [
            0.349552,
            0.265677,
            0.083875,
            0.146376,
            0.061357,
            0.138871
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133185,
            -75757,
            -145829,
            -897304,
            -868961,
            -684891
        ],
        [
            1.675325,
            2.141996,
            1.294338,
            1.272482,
            1.075893,
            1.480492
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            123,
            53,
            70,
            123,
            53,
            70
        ],
        [
            114,
            66,
            48,
            114,
            66,
            48
        ],
        [
            51.898734,
            44.537815,
            59.322034,
            51.898734,
            44.537815,
            59.322034
        ],
        [
            1.552741,
            2.667392,
            0.887546,
            1.179374,
            1.339791,
            1.015195
        ],
        [
            103329,
            103329,
            61724,
            497636,
            387020,
            497636
        ],
        [
            -66780,
            -22591,
            -66780,
            -496307,
            -265382,
            -496307
        ],
        [
            47,
            30,
            64,
            47,
            30,
            64
        ],
        [
            58,
            34,
            77,
            58,
            34,
            77
        ],
        [
            36,
            28,
            46,
            36,
            28,
            46
        ],
        [
            11334,
            3683,
            7651,
            11334,
            3683,
            7651
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503134,
            371200,
            -81622,
            150494,
            -250404,
            -5073
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593936000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913901628,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)