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Trade: LRC/USDT/120/MIDPOINT/ZLMA/9082

Strategy
LRC/USDT/120/MIDPOINT/ZLMA/9082
Pair
LRC_USDT
Interval
2h
Score
347414
Daily Profit
0.151580
Profit Factor
1.427654
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1939.170000
Evaluation Time
2025-10-04 04:50
Expiration Time
2025-12-12 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 210911.2146 293939.8409 -83028.6263 -15424.2678 27668.2593 -43092.5271
Total P&L (%) 210.9112 293.9398 -83.0286 -15.4243 27.6683 -43.0925
Avg Daily Profit (%) 0.1088 0.1516 -0.0428 -0.0086 0.0126 -0.0291
Buy And Hold Return (%) 18.2523 18.2523 18.2523 18.2523 18.2523 18.2523
Max Trade Drawdown -318957 -128082 -384205 -481103 -122668 -418983
Profit Factor 1.1254 1.4277 0.9165 0.9894 1.0518 0.9532
Total Trades 461 231 230 461 231 230
Winning Trades 267 132 135 265 128 137
Losing Trades 194 99 95 196 103 93
Profitability (%) 57.9176 57.1429 58.6957 57.4837 55.4113 59.5652
Ratio Avg Win / Avg Loss 0.8177 1.0707 0.6449 0.7318 0.8464 0.6471
Largest Winning Trade 49202 49202 32668 265372 50419 265372
Largest Losing Trade -162465 -32593 -162465 -318934 -40677 -318934
Avg Bars in Trades 49 41 57 49 41 57
Avg Bars in Winners 39 27 51 42 30 53
Avg Bars in Losers 62 60 65 59 55 63
Bars Traded 22863 9624 13239 22863 9624 13239
Profit Streak 0 0 26.9935 0 0 26.9935
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128579 347414 -578461 -577398 -349952 -578348
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23270,
    "evaluation_days": 1939.17,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593568800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759542635543,
    "expiration_time": 1765567584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "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": [
        [
            210911.2145762846,
            293939.8408776169,
            -83028.6263013317,
            -15424.2677997977,
            27668.2592797551,
            -43092.5270795529
        ],
        [
            210.911215,
            293.939841,
            -83.028626,
            -15.424268,
            27.668259,
            -43.092527
        ],
        [
            0.108764,
            0.15158,
            -0.042817,
            -0.008639,
            0.012597,
            -0.029067
        ],
        [
            18.252272,
            18.252272,
            18.252272,
            18.252272,
            18.252272,
            18.252272
        ],
        [
            -318957,
            -128082,
            -384205,
            -481103,
            -122668,
            -418983
        ],
        [
            1.125424,
            1.427654,
            0.916492,
            0.989398,
            1.05183,
            0.953213
        ],
        [
            461,
            231,
            230,
            461,
            231,
            230
        ],
        [
            267,
            132,
            135,
            265,
            128,
            137
        ],
        [
            194,
            99,
            95,
            196,
            103,
            93
        ],
        [
            57.91757,
            57.142857,
            58.695652,
            57.483731,
            55.411255,
            59.565217
        ],
        [
            0.817724,
            1.070741,
            0.644939,
            0.731781,
            0.846394,
            0.647072
        ],
        [
            49202,
            49202,
            32668,
            265372,
            50419,
            265372
        ],
        [
            -162465,
            -32593,
            -162465,
            -318934,
            -40677,
            -318934
        ],
        [
            49,
            41,
            57,
            49,
            41,
            57
        ],
        [
            39,
            27,
            51,
            42,
            30,
            53
        ],
        [
            62,
            60,
            65,
            59,
            55,
            63
        ],
        [
            22863,
            9624,
            13239,
            22863,
            9624,
            13239
        ],
        [
            0,
            0,
            26.993467,
            0,
            0,
            26.993467
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128579,
            347414,
            -578461,
            -577398,
            -349952,
            -578348
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23270,
    "evaluation_days": 1939.17,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593568800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759542635543,
    "expiration_time": 1765567584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "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)