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Trade: LRC/USDT/360/LINREG/SSF/1760

Strategy
LRC/USDT/360/LINREG/SSF/1760
Pair
LRC_USDT
Interval
6h
Score
607007
Daily Profit
0.502712
Profit Factor
2.313856
Profitability
50.505051
Streak
31.266157
Best Strategy
Training Data Length
1948.750000
Evaluation Time
2025-10-13 03:23
Expiration Time
2025-12-10 07:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 979660.4943 821928.674 157731.8203 1217077.5403 -187066.7921 1404144.3324
Total P&L (%) 979.6605 821.9287 157.7318 1217.0775 -187.0668 1404.1443
Avg Daily Profit (%) 0.5027 0.4218 0.0809 0.1324 0 0.1392
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122520 -108622 -72979 -846705 -1180262 -285014
Profit Factor 2.3139 2.8166 1.538 1.3092 0.9344 2.2924
Total Trades 99 50 49 99 50 49
Winning Trades 50 22 28 50 22 28
Losing Trades 49 28 21 49 28 21
Profitability (%) 50.5051 44 57.1429 50.5051 44 57.1429
Ratio Avg Win / Avg Loss 2.2676 3.5847 1.1535 1.283 1.1892 1.7193
Largest Winning Trade 555750 555750 51501 528859 528859 364726
Largest Losing Trade -53763 -44776 -53763 -457029 -457029 -136704
Avg Bars in Trades 76 89 63 76 89 63
Avg Bars in Winners 88 102 78 88 102 78
Avg Bars in Losers 63 78 43 63 78 43
Bars Traded 7550 4451 3100 7550 4451 3100
Profit Streak 31.2662 31.2662 41.7662 31.2662 31.2662 41.7662
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 607007 -166079 -81338 -13916 -760500 -413
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7795,
    "evaluation_days": 1948.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596304800000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760314996008,
    "expiration_time": 1765343160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 39,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            979660.4942971428,
            821928.6740237186,
            157731.8202734241,
            1217077.5402836853,
            -187066.7921462586,
            1404144.3324299438
        ],
        [
            979.660494,
            821.928674,
            157.73182,
            1217.07754,
            -187.066792,
            1404.144332
        ],
        [
            0.502712,
            0.421772,
            0.08094,
            0.132377,
            0,
            0.139202
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122520,
            -108622,
            -72979,
            -846705,
            -1180262,
            -285014
        ],
        [
            2.313856,
            2.816575,
            1.538009,
            1.30916,
            0.934368,
            2.292352
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            50.505051,
            44,
            57.142857,
            50.505051,
            44,
            57.142857
        ],
        [
            2.267579,
            3.584732,
            1.153507,
            1.282976,
            1.189195,
            1.719264
        ],
        [
            555750,
            555750,
            51501,
            528859,
            528859,
            364726
        ],
        [
            -53763,
            -44776,
            -53763,
            -457029,
            -457029,
            -136704
        ],
        [
            76,
            89,
            63,
            76,
            89,
            63
        ],
        [
            88,
            102,
            78,
            88,
            102,
            78
        ],
        [
            63,
            78,
            43,
            63,
            78,
            43
        ],
        [
            7550,
            4451,
            3100,
            7550,
            4451,
            3100
        ],
        [
            31.266157,
            31.266157,
            41.766157,
            31.266157,
            31.266157,
            41.766157
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            607007,
            -166079,
            -81338,
            -13916,
            -760500,
            -413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7795,
    "evaluation_days": 1948.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596304800000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760314996008,
    "expiration_time": 1765343160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 39,
            "offset": 0,
            "poles": 3
        }
    }
}

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)