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Trade: LRC/USDT/720/OHLC4/SSF/7144

Strategy
LRC/USDT/720/OHLC4/SSF/7144
Pair
LRC_USDT
Interval
12h
Score
304694
Daily Profit
0.301778
Profit Factor
1.476092
Profitability
37.132353
Streak
14.781101
Best Strategy
Training Data Length
1940.500000
Evaluation Time
2025-10-04 09:44
Expiration Time
2025-12-01 07:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 585600.6567 573405.9682 12194.6885 47567.0437 246220.9947 -198653.951
Total P&L (%) 585.6007 573.406 12.1947 47.567 246.221 -198.654
Avg Daily Profit (%) 0.3018 0.2955 0.0063 0.0201 0.064 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159532 -106917 -152681 -293759 -181066 -351805
Profit Factor 1.4761 1.9659 1.0192 1.0256 1.2909 0.8044
Total Trades 272 136 136 272 136 136
Winning Trades 101 39 62 101 39 62
Losing Trades 171 97 74 171 97 74
Profitability (%) 37.1324 28.6765 45.5882 37.1324 28.6765 45.5882
Ratio Avg Win / Avg Loss 2.4991 4.8896 1.2164 1.7363 3.2108 0.96
Largest Winning Trade 309092 309092 50660 202524 202524 68434
Largest Losing Trade -48624 -27365 -48624 -107436 -31389 -107436
Avg Bars in Trades 14 13 15 14 13 15
Avg Bars in Winners 23 23 23 23 23 23
Avg Bars in Losers 8 8 7 8 8 7
Bars Traded 3833 1770 2063 3833 1770 2063
Profit Streak 14.7811 0 34.2811 14.7811 0 34.2811
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304694 -938 -482012 -361642 -119833 -581416
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3881,
    "evaluation_days": 1940.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592697600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759560287146,
    "expiration_time": 1764565776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 18
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 8,
            "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": [
        [
            585600.6566810913,
            573405.9681579563,
            12194.688523135,
            47567.0437169449,
            246220.9946918922,
            -198653.950974947
        ],
        [
            585.600657,
            573.405968,
            12.194689,
            47.567044,
            246.220995,
            -198.653951
        ],
        [
            0.301778,
            0.295494,
            0.006284,
            0.020054,
            0.06402,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159532,
            -106917,
            -152681,
            -293759,
            -181066,
            -351805
        ],
        [
            1.476092,
            1.96591,
            1.019163,
            1.025551,
            1.290931,
            0.804352
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            101,
            39,
            62,
            101,
            39,
            62
        ],
        [
            171,
            97,
            74,
            171,
            97,
            74
        ],
        [
            37.132353,
            28.676471,
            45.588235,
            37.132353,
            28.676471,
            45.588235
        ],
        [
            2.499126,
            4.889571,
            1.21642,
            1.736328,
            3.210777,
            0.960033
        ],
        [
            309092,
            309092,
            50660,
            202524,
            202524,
            68434
        ],
        [
            -48624,
            -27365,
            -48624,
            -107436,
            -31389,
            -107436
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            3833,
            1770,
            2063,
            3833,
            1770,
            2063
        ],
        [
            14.781101,
            0,
            34.281101,
            14.781101,
            0,
            34.281101
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304694,
            -938,
            -482012,
            -361642,
            -119833,
            -581416
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3881,
    "evaluation_days": 1940.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592697600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759560287146,
    "expiration_time": 1764565776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 18
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 8,
            "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)