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Trade: LRC/USDT/240/MIDPRICE/LINREG/5540

Strategy
LRC/USDT/240/MIDPRICE/LINREG/5540
Pair
LRC_USDT
Interval
4h
Score
332438
Daily Profit
0.289897
Profit Factor
1.290740
Profitability
37.157757
Streak
0.000000
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-27 22:45
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 559597.618 577439.0981 -17841.4801 -5401.086 130254.2077 -135655.2938
Total P&L (%) 559.5976 577.4391 -17.8415 -5.4011 130.2542 -135.6553
Avg Daily Profit (%) 0.2899 0.2991 -0.0092 -0.0029 0.0432 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153006 -117486 -111478 -592530 -598200 -287964
Profit Factor 1.2907 1.6085 0.9817 0.9988 1.0563 0.9426
Total Trades 767 384 383 767 384 383
Winning Trades 285 134 151 285 134 151
Losing Trades 482 250 232 482 250 232
Profitability (%) 37.1578 34.8958 39.4256 37.1578 34.8958 39.4256
Ratio Avg Win / Avg Loss 2.1829 3.001 1.5083 1.6893 1.9707 1.4482
Largest Winning Trade 458308 458308 49747 520810 520810 145232
Largest Losing Trade -22633 -22633 -21433 -109563 -109563 -85966
Avg Bars in Trades 14 12 17 14 12 17
Avg Bars in Winners 24 18 29 24 18 29
Avg Bars in Losers 9 8 10 9 8 10
Bars Traded 11464 4672 6792 11464 4672 6792
Profit Streak 0 0 22.3236 0 0 22.3236
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332438 280282 -579345 -578710 -296802 -580456
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": 1592784000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002357950,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 2,
            "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": [
        [
            559597.6179980526,
            577439.0980867437,
            -17841.4800886911,
            -5401.0860077923,
            130254.2077460037,
            -135655.293753796
        ],
        [
            559.597618,
            577.439098,
            -17.84148,
            -5.401086,
            130.254208,
            -135.655294
        ],
        [
            0.289897,
            0.29914,
            -0.009243,
            -0.002876,
            0.043215,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153006,
            -117486,
            -111478,
            -592530,
            -598200,
            -287964
        ],
        [
            1.29074,
            1.608528,
            0.981716,
            0.998845,
            1.056313,
            0.942561
        ],
        [
            767,
            384,
            383,
            767,
            384,
            383
        ],
        [
            285,
            134,
            151,
            285,
            134,
            151
        ],
        [
            482,
            250,
            232,
            482,
            250,
            232
        ],
        [
            37.157757,
            34.895833,
            39.425587,
            37.157757,
            34.895833,
            39.425587
        ],
        [
            2.182936,
            3.000985,
            1.508333,
            1.689274,
            1.970732,
            1.448174
        ],
        [
            458308,
            458308,
            49747,
            520810,
            520810,
            145232
        ],
        [
            -22633,
            -22633,
            -21433,
            -109563,
            -109563,
            -85966
        ],
        [
            14,
            12,
            17,
            14,
            12,
            17
        ],
        [
            24,
            18,
            29,
            24,
            18,
            29
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            11464,
            4672,
            6792,
            11464,
            4672,
            6792
        ],
        [
            0,
            0,
            22.323587,
            0,
            0,
            22.323587
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332438,
            280282,
            -579345,
            -578710,
            -296802,
            -580456
        ]
    ]
}
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": 1592784000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002357950,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 2,
            "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)