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Trade: LRC/USDT/240/SSF/T3/1363

Strategy
LRC/USDT/240/SSF/T3/1363
Pair
LRC_USDT
Interval
4h
Score
344328
Daily Profit
0.396419
Profit Factor
1.731643
Profitability
38.624339
Streak
0.000000
Best Strategy
Training Data Length
1937.000000
Evaluation Time
2025-10-01 09:46
Expiration Time
2025-11-28 08:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 767863.166 698350.8894 69512.2766 466628.1056 105972.4725 360655.6331
Total P&L (%) 767.8632 698.3509 69.5123 466.6281 105.9725 360.6556
Avg Daily Profit (%) 0.3964 0.3605 0.0359 0.0896 0.0373 0.0789
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107142 -84094 -81494 -1237009 -859402 -502052
Profit Factor 1.7316 2.3846 1.1275 1.0721 1.0333 1.1097
Total Trades 189 95 94 189 95 94
Winning Trades 73 28 45 73 28 45
Losing Trades 116 67 49 116 67 49
Profitability (%) 38.6243 29.4737 47.8723 38.6243 29.4737 47.8723
Ratio Avg Win / Avg Loss 2.7517 5.706 1.2277 1.7037 2.4726 1.2083
Largest Winning Trade 382884 382884 53253 745556 745556 308031
Largest Losing Trade -47291 -36585 -47291 -388173 -262762 -388173
Avg Bars in Trades 60 57 63 60 57 63
Avg Bars in Winners 99 103 96 99 103 96
Avg Bars in Losers 35 37 33 35 37 33
Bars Traded 11392 5423 5969 11392 5423 5969
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 344328 127948 -226380 -216865 -336226 -188636
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11622,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592179200000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759301204539,
    "expiration_time": 1764311904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 17,
            "offset": 0,
            "a": 0.73438
        }
    }
}
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": [
        [
            767863.1660364101,
            698350.8893978293,
            69512.276638581,
            466628.1056262631,
            105972.4724911099,
            360655.6331351544
        ],
        [
            767.863166,
            698.350889,
            69.512277,
            466.628106,
            105.972472,
            360.655633
        ],
        [
            0.396419,
            0.360532,
            0.035887,
            0.089587,
            0.037311,
            0.078889
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107142,
            -84094,
            -81494,
            -1237009,
            -859402,
            -502052
        ],
        [
            1.731643,
            2.384591,
            1.127515,
            1.072129,
            1.033315,
            1.109675
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            73,
            28,
            45,
            73,
            28,
            45
        ],
        [
            116,
            67,
            49,
            116,
            67,
            49
        ],
        [
            38.624339,
            29.473684,
            47.87234,
            38.624339,
            29.473684,
            47.87234
        ],
        [
            2.751652,
            5.705986,
            1.227738,
            1.703657,
            2.472574,
            1.208313
        ],
        [
            382884,
            382884,
            53253,
            745556,
            745556,
            308031
        ],
        [
            -47291,
            -36585,
            -47291,
            -388173,
            -262762,
            -388173
        ],
        [
            60,
            57,
            63,
            60,
            57,
            63
        ],
        [
            99,
            103,
            96,
            99,
            103,
            96
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            11392,
            5423,
            5969,
            11392,
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        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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        ],
        [
            0.8,
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            1.45
        ],
        [
            344328,
            127948,
            -226380,
            -216865,
            -336226,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11622,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592179200000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759301204539,
    "expiration_time": 1764311904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 17,
            "offset": 0,
            "a": 0.73438
        }
    }
}

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)