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Trade: LRC/USDT/240/MIDPRICE/HILO/4696

Strategy
LRC/USDT/240/MIDPRICE/HILO/4696
Pair
LRC_USDT
Interval
4h
Score
527708
Daily Profit
0.387073
Profit Factor
1.725089
Profitability
53.386454
Streak
0.000000
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-28 00:38
Expiration Time
2025-11-21 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 747178.6487 556377.4325 190801.2163 2971474.2828 206133.1219 2765341.1609
Total P&L (%) 747.1786 556.3774 190.8012 2971.4743 206.1331 2765.3412
Avg Daily Profit (%) 0.3871 0.2882 0.0988 0.1776 0.058 0.174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119516 -73026 -136609 -2215525 -1592499 -1481269
Profit Factor 1.7251 2.2752 1.3211 1.2351 1.0328 1.4352
Total Trades 251 126 125 251 126 125
Winning Trades 134 57 77 134 57 77
Losing Trades 117 69 48 117 69 48
Profitability (%) 53.3865 45.2381 61.6 53.3865 45.2381 61.6
Ratio Avg Win / Avg Loss 1.5062 2.7542 0.8236 1.0784 1.2502 0.8947
Largest Winning Trade 107068 107068 61724 1053811 1053811 903680
Largest Losing Trade -66780 -21659 -66780 -928096 -622416 -928096
Avg Bars in Trades 45 29 61 45 29 61
Avg Bars in Winners 57 36 73 57 36 73
Avg Bars in Losers 31 23 41 31 23 41
Bars Traded 11333 3675 7658 11333 3675 7658
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 527708 407855 -61186 334274 -301755 300245
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593748800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009097899,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "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": [
        [
            747178.6487294013,
            556377.4324621799,
            190801.2162672218,
            2971474.2827697014,
            206133.1218923928,
            2765341.1608773093
        ],
        [
            747.178649,
            556.377432,
            190.801216,
            2971.474283,
            206.133122,
            2765.341161
        ],
        [
            0.387073,
            0.288229,
            0.098844,
            0.177575,
            0.057978,
            0.17397
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119516,
            -73026,
            -136609,
            -2215525,
            -1592499,
            -1481269
        ],
        [
            1.725089,
            2.275193,
            1.321129,
            1.235077,
            1.032789,
            1.435222
        ],
        [
            251,
            126,
            125,
            251,
            126,
            125
        ],
        [
            134,
            57,
            77,
            134,
            57,
            77
        ],
        [
            117,
            69,
            48,
            117,
            69,
            48
        ],
        [
            53.386454,
            45.238095,
            61.6,
            53.386454,
            45.238095,
            61.6
        ],
        [
            1.506234,
            2.754181,
            0.823561,
            1.078388,
            1.250219,
            0.894684
        ],
        [
            107068,
            107068,
            61724,
            1053811,
            1053811,
            903680
        ],
        [
            -66780,
            -21659,
            -66780,
            -928096,
            -622416,
            -928096
        ],
        [
            45,
            29,
            61,
            45,
            29,
            61
        ],
        [
            57,
            36,
            73,
            57,
            36,
            73
        ],
        [
            31,
            23,
            41,
            31,
            23,
            41
        ],
        [
            11333,
            3675,
            7658,
            11333,
            3675,
            7658
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527708,
            407855,
            -61186,
            334274,
            -301755,
            300245
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593748800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009097899,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "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)