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Trade: LRC/USDT/360/SSF/HILO/1983

Strategy
LRC/USDT/360/SSF/HILO/1983
Pair
LRC_USDT
Interval
6h
Score
532909
Daily Profit
0.478057
Profit Factor
2.305940
Profitability
47.826087
Streak
0.000000
Best Strategy
Training Data Length
1930.500000
Evaluation Time
2025-09-28 01:33
Expiration Time
2025-11-21 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 922888.7021 741699.8222 181188.8799 4051282.9927 510898.5829 3540384.4098
Total P&L (%) 922.8887 741.6998 181.1889 4051.283 510.8986 3540.3844
Avg Daily Profit (%) 0.4781 0.3842 0.0939 0.1932 0.0938 0.1864
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135273 -92120 -59182 -1488731 -1053394 -864157
Profit Factor 2.3059 3.0433 1.5272 1.4463 1.0972 1.926
Total Trades 161 81 80 161 81 80
Winning Trades 77 30 47 77 30 47
Losing Trades 84 51 33 84 51 33
Profitability (%) 47.8261 37.037 58.75 47.8261 37.037 58.75
Ratio Avg Win / Avg Loss 2.5156 5.1736 1.0723 1.5778 1.8653 1.3523
Largest Winning Trade 385492 385492 52592 1143890 1143890 809926
Largest Losing Trade -50214 -27991 -50214 -669545 -528468 -669545
Avg Bars in Trades 47 37 56 47 37 56
Avg Bars in Winners 71 63 77 71 63 77
Avg Bars in Losers 24 22 27 24 22 27
Bars Traded 7591 3059 4532 7591 3059 4532
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 532909 -1573 -84238 362396 -196802 -7578
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1592395200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759012433703,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            922888.7020887122,
            741699.8221898077,
            181188.8798989044,
            4051282.9926634114,
            510898.5828998878,
            3540384.409763527
        ],
        [
            922.888702,
            741.699822,
            181.18888,
            4051.282993,
            510.898583,
            3540.38441
        ],
        [
            0.478057,
            0.384201,
            0.093856,
            0.193194,
            0.09379,
            0.186378
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135273,
            -92120,
            -59182,
            -1488731,
            -1053394,
            -864157
        ],
        [
            2.30594,
            3.043305,
            1.527179,
            1.446281,
            1.097227,
            1.926038
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            77,
            30,
            47,
            77,
            30,
            47
        ],
        [
            84,
            51,
            33,
            84,
            51,
            33
        ],
        [
            47.826087,
            37.037037,
            58.75,
            47.826087,
            37.037037,
            58.75
        ],
        [
            2.515571,
            5.173619,
            1.072275,
            1.577761,
            1.865285,
            1.352325
        ],
        [
            385492,
            385492,
            52592,
            1143890,
            1143890,
            809926
        ],
        [
            -50214,
            -27991,
            -50214,
            -669545,
            -528468,
            -669545
        ],
        [
            47,
            37,
            56,
            47,
            37,
            56
        ],
        [
            71,
            63,
            77,
            71,
            63,
            77
        ],
        [
            24,
            22,
            27,
            24,
            22,
            27
        ],
        [
            7591,
            3059,
            4532,
            7591,
            3059,
            4532
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532909,
            -1573,
            -84238,
            362396,
            -196802,
            -7578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1592395200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759012433703,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 2
        }
    },
    "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)