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Trade: LRC/USDT/240/MIDPRICE/DCM/2515

Strategy
LRC/USDT/240/MIDPRICE/DCM/2515
Pair
LRC_USDT
Interval
4h
Score
305114
Daily Profit
0.308624
Profit Factor
2.088192
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-27 10:57
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 595746.785 509237.5373 86509.2477 -682939.2354 419973.981 -1102913.2165
Total P&L (%) 595.7468 509.2375 86.5092 -682.9392 419.974 -1102.9132
Avg Daily Profit (%) 0.3086 0.2638 0.0448 0 0.0854 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153576 -86673 -117039 -5585956 -1879470 -4426330
Profit Factor 2.0882 3.3753 1.2597 0.9379 1.1145 0.8496
Total Trades 87 44 43 87 44 43
Winning Trades 33 12 21 36 17 19
Losing Trades 54 32 22 51 27 24
Profitability (%) 37.931 27.2727 48.8372 41.3793 38.6364 44.186
Ratio Avg Win / Avg Loss 3.417 9.0007 1.3197 1.3287 1.7701 1.0732
Largest Winning Trade 310723 310723 55082 1441504 1441504 1282193
Largest Losing Trade -116109 -13670 -116109 -4004097 -476118 -4004097
Avg Bars in Trades 130 94 167 130 94 167
Avg Bars in Winners 215 183 233 170 131 204
Avg Bars in Losers 78 60 104 102 70 137
Bars Traded 11333 4139 7193 11333 4139 7193
Profit Streak 0 0 0 58.9981 58.9981 80.8314
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305114 -4702 -133615 -580777 -175707 -580358
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": 1594224000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758959831861,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 34,
            "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": [
        [
            595746.7849868645,
            509237.5372726796,
            86509.2477141846,
            -682939.2354280243,
            419973.981048259,
            -1102913.2164762814
        ],
        [
            595.746785,
            509.237537,
            86.509248,
            -682.939235,
            419.973981,
            -1102.913216
        ],
        [
            0.308624,
            0.263809,
            0.044816,
            0,
            0.085442,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153576,
            -86673,
            -117039,
            -5585956,
            -1879470,
            -4426330
        ],
        [
            2.088192,
            3.375262,
            1.259731,
            0.937921,
            1.114523,
            0.849615
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            33,
            12,
            21,
            36,
            17,
            19
        ],
        [
            54,
            32,
            22,
            51,
            27,
            24
        ],
        [
            37.931034,
            27.272727,
            48.837209,
            41.37931,
            38.636364,
            44.186047
        ],
        [
            3.417041,
            9.0007,
            1.319718,
            1.328721,
            1.770124,
            1.073198
        ],
        [
            310723,
            310723,
            55082,
            1441504,
            1441504,
            1282193
        ],
        [
            -116109,
            -13670,
            -116109,
            -4004097,
            -476118,
            -4004097
        ],
        [
            130,
            94,
            167,
            130,
            94,
            167
        ],
        [
            215,
            183,
            233,
            170,
            131,
            204
        ],
        [
            78,
            60,
            104,
            102,
            70,
            137
        ],
        [
            11333,
            4139,
            7193,
            11333,
            4139,
            7193
        ],
        [
            0,
            0,
            0,
            58.998054,
            58.998054,
            80.831387
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305114,
            -4702,
            -133615,
            -580777,
            -175707,
            -580358
        ]
    ]
}
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": 1594224000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758959831861,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 34,
            "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)