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Trade: LRC/USDT/360/LINREG/SSF/3338

Strategy
LRC/USDT/360/LINREG/SSF/3338
Pair
LRC_USDT
Interval
6h
Score
582057
Daily Profit
0.532750
Profit Factor
3.865315
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1937.000000
Evaluation Time
2025-10-01 10:05
Expiration Time
2025-11-28 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1197469.646 1031937.0459 165532.6001 2172815.8133 -2803377.5453 4976193.3586
Total P&L (%) 1197.4696 1031.937 165.5326 2172.8158 -2803.3775 4976.1934
Avg Daily Profit (%) 0.6182 0.5328 0.0855 0.1614 0 0.2029
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87229 -88458 -53476 -4466354 -4990700 -1396973
Profit Factor 2.9999 3.8653 1.6937 1.1295 0.7727 2.1196
Total Trades 69 35 34 69 35 34
Winning Trades 35 16 19 35 16 19
Losing Trades 34 19 15 34 19 15
Profitability (%) 50.7246 45.7143 55.8824 50.7246 45.7143 55.8824
Ratio Avg Win / Avg Loss 2.9142 4.5901 1.3371 1.0972 0.9175 1.6734
Largest Winning Trade 802284 802284 51435 2347899 2347899 1444616
Largest Losing Trade -52686 -36194 -52686 -2439241 -2439241 -1396973
Avg Bars in Trades 107 129 86 107 129 86
Avg Bars in Winners 126 138 117 126 138 117
Avg Bars in Losers 88 121 46 88 121 46
Bars Traded 7447 4520 2927 7447 4520 2927
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 -88563 582057 -76018 -176257 -582454 462215
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7748,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596844800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759302341621,
    "expiration_time": 1764297504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1197469.6459714577,
            1031937.0459066867,
            165532.6000647714,
            2172815.813291754,
            -2803377.545316683,
            4976193.358608438
        ],
        [
            1197.469646,
            1031.937046,
            165.5326,
            2172.815813,
            -2803.377545,
            4976.193359
        ],
        [
            0.618208,
            0.53275,
            0.085458,
            0.16139,
            0,
            0.202949
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87229,
            -88458,
            -53476,
            -4466354,
            -4990700,
            -1396973
        ],
        [
            2.999889,
            3.865315,
            1.693708,
            1.129516,
            0.772671,
            2.119618
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            50.724638,
            45.714286,
            55.882353,
            50.724638,
            45.714286,
            55.882353
        ],
        [
            2.914178,
            4.590061,
            1.337138,
            1.097245,
            0.917547,
            1.673383
        ],
        [
            802284,
            802284,
            51435,
            2347899,
            2347899,
            1444616
        ],
        [
            -52686,
            -36194,
            -52686,
            -2439241,
            -2439241,
            -1396973
        ],
        [
            107,
            129,
            86,
            107,
            129,
            86
        ],
        [
            126,
            138,
            117,
            126,
            138,
            117
        ],
        [
            88,
            121,
            46,
            88,
            121,
            46
        ],
        [
            7447,
            4520,
            2927,
            7447,
            4520,
            2927
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88563,
            582057,
            -76018,
            -176257,
            -582454,
            462215
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7748,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596844800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759302341621,
    "expiration_time": 1764297504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "offset": 0,
            "poles": 2
        }
    }
}

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)