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Trade: LRC/USDT/360/MIDPRICE/MIDPRICE/9233

Strategy
LRC/USDT/360/MIDPRICE/MIDPRICE/9233
Pair
LRC_USDT
Interval
6h
Score
571412
Daily Profit
0.351027
Profit Factor
4.131491
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1944.000000
Evaluation Time
2025-10-08 07:09
Expiration Time
2025-12-05 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 828378.4052 682396.2262 145982.179 194362.9342 123187.4606 71175.4736
Total P&L (%) 828.3784 682.3962 145.9822 194.3629 123.1875 71.1755
Avg Daily Profit (%) 0.4261 0.351 0.0751 0.0556 0.0413 0.0277
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181751 -62388 -127507 -139879 -81073 -137960
Profit Factor 2.7613 4.1315 1.5784 1.3818 1.5671 1.2439
Total Trades 66 33 33 66 33 33
Winning Trades 37 16 21 37 16 21
Losing Trades 29 17 12 29 17 12
Profitability (%) 56.0606 48.4848 63.6364 56.0606 48.4848 63.6364
Ratio Avg Win / Avg Loss 2.1643 4.3897 0.9019 1.083 1.665 0.7108
Largest Winning Trade 408432 408432 55485 100024 100024 75451
Largest Losing Trade -96238 -62388 -96238 -136077 -56444 -136077
Avg Bars in Trades 113 113 113 113 113 113
Avg Bars in Winners 134 140 129 134 140 129
Avg Bars in Losers 87 87 86 87 87 86
Bars Traded 7490 3734 3756 7490 3734 3756
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 -112474 571412 -90819 -245866 -135517 -156117
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7776,
    "evaluation_days": 1944,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593885600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759896541790,
    "expiration_time": 1764920448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 27,
            "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": [
        [
            828378.4051682813,
            682396.2261792974,
            145982.1789889838,
            194362.9341567956,
            123187.4605719105,
            71175.4735848851
        ],
        [
            828.378405,
            682.396226,
            145.982179,
            194.362934,
            123.187461,
            71.175474
        ],
        [
            0.426121,
            0.351027,
            0.075094,
            0.055553,
            0.041307,
            0.027654
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181751,
            -62388,
            -127507,
            -139879,
            -81073,
            -137960
        ],
        [
            2.761302,
            4.131491,
            1.578359,
            1.381766,
            1.567058,
            1.243856
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            56.060606,
            48.484848,
            63.636364,
            56.060606,
            48.484848,
            63.636364
        ],
        [
            2.164264,
            4.38971,
            0.901919,
            1.083006,
            1.664999,
            0.710775
        ],
        [
            408432,
            408432,
            55485,
            100024,
            100024,
            75451
        ],
        [
            -96238,
            -62388,
            -96238,
            -136077,
            -56444,
            -136077
        ],
        [
            113,
            113,
            113,
            113,
            113,
            113
        ],
        [
            134,
            140,
            129,
            134,
            140,
            129
        ],
        [
            87,
            87,
            86,
            87,
            87,
            86
        ],
        [
            7490,
            3734,
            3756,
            7490,
            3734,
            3756
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112474,
            571412,
            -90819,
            -245866,
            -135517,
            -156117
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7776,
    "evaluation_days": 1944,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593885600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759896541790,
    "expiration_time": 1764920448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 27,
            "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)