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Trade: LRC/USDT/240/SSF/SMA/4862

Strategy
LRC/USDT/240/SSF/SMA/4862
Pair
LRC_USDT
Interval
4h
Score
446463
Daily Profit
0.496379
Profit Factor
2.454584
Profitability
40.594059
Streak
25.688812
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-25 19:31
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 958175.3567 826687.709 131487.6477 1323805.4738 -1352878.195 2676683.6688
Total P&L (%) 958.1754 826.6877 131.4876 1323.8055 -1352.8782 2676.6837
Avg Daily Profit (%) 0.4964 0.4283 0.0681 0.1377 0 0.1723
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121061 -131050 -49227 -2475378 -3309218 -766569
Profit Factor 2.4546 3.1597 1.4765 1.1423 0.7812 1.8586
Total Trades 101 51 50 101 51 50
Winning Trades 41 15 26 41 15 26
Losing Trades 60 36 24 60 36 24
Profitability (%) 40.5941 29.4118 52 40.5941 29.4118 52
Ratio Avg Win / Avg Loss 3.5921 7.5832 1.3629 1.6717 1.8749 1.7156
Largest Winning Trade 566294 566294 41003 1706462 1706462 908103
Largest Losing Trade -49227 -27587 -49227 -856346 -856346 -389919
Avg Bars in Trades 112 98 127 112 98 127
Avg Bars in Winners 190 196 187 190 196 187
Avg Bars in Losers 59 57 62 59 57 62
Bars Traded 11357 4998 6359 11357 4998 6359
Profit Streak 25.6888 27.1888 0 25.6888 27.1888 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446463 -174135 -280617 -74506 -768162 -168467

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": 1592352000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817913349,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 29,
            "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": [
        [
            958175.3566866044,
            826687.7089977816,
            131487.6476888226,
            1323805.4738263604,
            -1352878.1949872407,
            2676683.6688136007
        ],
        [
            958.175357,
            826.687709,
            131.487648,
            1323.805474,
            -1352.878195,
            2676.683669
        ],
        [
            0.496379,
            0.428262,
            0.068117,
            0.137684,
            0,
            0.172339
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121061,
            -131050,
            -49227,
            -2475378,
            -3309218,
            -766569
        ],
        [
            2.454584,
            3.159658,
            1.476505,
            1.142334,
            0.781203,
            1.858612
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            41,
            15,
            26,
            41,
            15,
            26
        ],
        [
            60,
            36,
            24,
            60,
            36,
            24
        ],
        [
            40.594059,
            29.411765,
            52,
            40.594059,
            29.411765,
            52
        ],
        [
            3.592074,
            7.58318,
            1.362927,
            1.671708,
            1.874886,
            1.715642
        ],
        [
            566294,
            566294,
            41003,
            1706462,
            1706462,
            908103
        ],
        [
            -49227,
            -27587,
            -49227,
            -856346,
            -856346,
            -389919
        ],
        [
            112,
            98,
            127,
            112,
            98,
            127
        ],
        [
            190,
            196,
            187,
            190,
            196,
            187
        ],
        [
            59,
            57,
            62,
            59,
            57,
            62
        ],
        [
            11357,
            4998,
            6359,
            11357,
            4998,
            6359
        ],
        [
            25.688812,
            27.188812,
            0,
            25.688812,
            27.188812,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446463,
            -174135,
            -280617,
            -74506,
            -768162,
            -168467
        ]
    ]
}
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": 1592352000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817913349,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 29,
            "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)