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Trade: LRC/USDT/120/SSF/ZLMA/1714

Strategy
LRC/USDT/120/SSF/ZLMA/1714
Pair
LRC_USDT
Interval
2h
Score
300634
Daily Profit
0.281546
Profit Factor
1.497977
Profitability
37.931034
Streak
34.073369
Best Strategy
Training Data Length
1939.580000
Evaluation Time
2025-10-04 14:45
Expiration Time
2025-12-13 07:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 546080.314 536851.954 9228.3599 33780.8712 177685.6539 -143904.7828
Total P&L (%) 546.0803 536.852 9.2284 33.7809 177.6857 -143.9048
Avg Daily Profit (%) 0.2815 0.2768 0.0048 0.015 0.0527 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126869 -102097 -121459 -206157 -161843 -228062
Profit Factor 1.498 2.0851 1.0153 1.0241 1.2968 0.8202
Total Trades 174 87 87 174 87 87
Winning Trades 66 23 43 66 23 43
Losing Trades 108 64 44 108 64 44
Profitability (%) 37.931 26.4368 49.4253 37.931 26.4368 49.4253
Ratio Avg Win / Avg Loss 2.4512 5.8021 1.0389 1.6759 3.6084 0.8393
Largest Winning Trade 310817 310817 48901 202183 202183 63685
Largest Losing Trade -58979 -26608 -58979 -94551 -30240 -94551
Avg Bars in Trades 132 118 146 132 118 146
Avg Bars in Winners 234 246 227 234 246 227
Avg Bars in Losers 70 73 66 70 73 66
Bars Traded 23080 10343 12737 23080 10343 12737
Profit Streak 34.0734 36.1567 34.0734 34.0734 36.1567 34.0734
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300634 -10601 -555904 -371220 -144663 -580781
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23275,
    "evaluation_days": 1939.58,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592978400000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759578339052,
    "expiration_time": 1765604880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 144,
            "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": [
        [
            546080.3139659665,
            536851.9540167857,
            9228.3599491805,
            33780.8711655794,
            177685.653934622,
            -143904.7827690425
        ],
        [
            546.080314,
            536.851954,
            9.22836,
            33.780871,
            177.685654,
            -143.904783
        ],
        [
            0.281546,
            0.276788,
            0.004758,
            0.015006,
            0.052671,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126869,
            -102097,
            -121459,
            -206157,
            -161843,
            -228062
        ],
        [
            1.497977,
            2.085137,
            1.015333,
            1.024143,
            1.296762,
            0.820222
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            66,
            23,
            43,
            66,
            23,
            43
        ],
        [
            108,
            64,
            44,
            108,
            64,
            44
        ],
        [
            37.931034,
            26.436782,
            49.425287,
            37.931034,
            26.436782,
            49.425287
        ],
        [
            2.451236,
            5.802119,
            1.038945,
            1.67587,
            3.608382,
            0.839297
        ],
        [
            310817,
            310817,
            48901,
            202183,
            202183,
            63685
        ],
        [
            -58979,
            -26608,
            -58979,
            -94551,
            -30240,
            -94551
        ],
        [
            132,
            118,
            146,
            132,
            118,
            146
        ],
        [
            234,
            246,
            227,
            234,
            246,
            227
        ],
        [
            70,
            73,
            66,
            70,
            73,
            66
        ],
        [
            23080,
            10343,
            12737,
            23080,
            10343,
            12737
        ],
        [
            34.073369,
            36.156702,
            34.073369,
            34.073369,
            36.156702,
            34.073369
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300634,
            -10601,
            -555904,
            -371220,
            -144663,
            -580781
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23275,
    "evaluation_days": 1939.58,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592978400000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759578339052,
    "expiration_time": 1765604880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 144,
            "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)