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Trade: LRC/USDT/120/T3/MIDPRICE/2933

Strategy
LRC/USDT/120/T3/MIDPRICE/2933
Pair
LRC_USDT
Interval
2h
Score
354697
Daily Profit
0.315525
Profit Factor
1.849358
Profitability
43.809524
Streak
0.000000
Best Strategy
Training Data Length
1938.080000
Evaluation Time
2025-10-03 01:23
Expiration Time
2025-12-11 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 467582.0462 611513.376 -143931.3298 -95272.388 4729.4469 -100001.8349
Total P&L (%) 467.582 611.5134 -143.9313 -95.2724 4.7294 -100.0018
Avg Daily Profit (%) 0.2413 0.3155 -0.0743 -0.1573 0.0024 0
Buy And Hold Return (%) 16.8627 16.8627 16.8627 16.8627 16.8627 16.8627
Max Trade Drawdown -237094 -140704 -236228 -72023 -22846 -80375
Profit Factor 1.3667 1.8494 0.7407 0.5917 1.0531 0.307
Total Trades 211 105 106 211 105 106
Winning Trades 97 46 51 97 46 51
Losing Trades 114 59 55 114 59 55
Profitability (%) 45.9716 43.8095 48.1132 45.9716 43.8095 48.1132
Ratio Avg Win / Avg Loss 1.6063 2.372 0.7987 0.6954 1.3508 0.3311
Largest Winning Trade 555706 555706 35142 18285 18285 4387
Largest Losing Trade -66939 -48402 -66939 -32089 -17003 -32089
Avg Bars in Trades 109 154 63 109 154 63
Avg Bars in Winners 115 149 84 115 149 84
Avg Bars in Losers 103 158 44 103 158 44
Bars Traded 23031 16258 6773 23031 16258 6773
Profit Streak 12.433 0 50.5163 12.433 0 50.5163
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350321 354697 -581219 -580623 -520166 -580941
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23257,
    "evaluation_days": 1938.08,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593374400000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759443811832,
    "expiration_time": 1765470614400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.73502
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 198,
            "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": [
        [
            467582.0461541788,
            611513.3759513268,
            -143931.3297971483,
            -95272.3879623245,
            4729.4469430141,
            -100001.8349053386
        ],
        [
            467.582046,
            611.513376,
            -143.93133,
            -95.272388,
            4.729447,
            -100.001835
        ],
        [
            0.24126,
            0.315525,
            -0.074265,
            -0.157339,
            0.002384,
            0
        ],
        [
            16.862745,
            16.862745,
            16.862745,
            16.862745,
            16.862745,
            16.862745
        ],
        [
            -237094,
            -140704,
            -236228,
            -72023,
            -22846,
            -80375
        ],
        [
            1.366743,
            1.849358,
            0.740658,
            0.591664,
            1.053135,
            0.307036
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            114,
            59,
            55,
            114,
            59,
            55
        ],
        [
            45.971564,
            43.809524,
            48.113208,
            45.971564,
            43.809524,
            48.113208
        ],
        [
            1.606275,
            2.372003,
            0.798749,
            0.695357,
            1.35076,
            0.331117
        ],
        [
            555706,
            555706,
            35142,
            18285,
            18285,
            4387
        ],
        [
            -66939,
            -48402,
            -66939,
            -32089,
            -17003,
            -32089
        ],
        [
            109,
            154,
            63,
            109,
            154,
            63
        ],
        [
            115,
            149,
            84,
            115,
            149,
            84
        ],
        [
            103,
            158,
            44,
            103,
            158,
            44
        ],
        [
            23031,
            16258,
            6773,
            23031,
            16258,
            6773
        ],
        [
            12.433007,
            0,
            50.516341,
            12.433007,
            0,
            50.516341
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350321,
            354697,
            -581219,
            -580623,
            -520166,
            -580941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23257,
    "evaluation_days": 1938.08,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593374400000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759443811832,
    "expiration_time": 1765470614400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.73502
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 198,
            "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)