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Trade: LRC/USDT/360/MIDPRICE/ZLMA/5656

Strategy
LRC/USDT/360/MIDPRICE/ZLMA/5656
Pair
LRC_USDT
Interval
6h
Score
320509
Daily Profit
0.178457
Profit Factor
1.340810
Profitability
56.302521
Streak
0.000000
Best Strategy
Training Data Length
1940.750000
Evaluation Time
2025-10-05 02:00
Expiration Time
2025-12-02 01:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346340.3626 416554.2664 -70213.9038 718719.1809 -32005.1177 750724.2987
Total P&L (%) 346.3404 416.5543 -70.2139 718.7192 -32.0051 750.7243
Avg Daily Profit (%) 0.1785 0.2146 -0.0362 0.1084 -0.0199 0.1104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226504 -58836 -321209 -1053721 -865943 -440183
Profit Factor 1.3408 2.2615 0.8977 1.2034 0.9834 1.4666
Total Trades 119 60 59 119 60 59
Winning Trades 67 34 33 61 31 30
Losing Trades 52 26 26 58 29 29
Profitability (%) 56.3025 56.6667 55.9322 51.2605 51.6667 50.8475
Ratio Avg Win / Avg Loss 1.0406 1.7294 0.7072 1.1442 0.9199 1.4177
Largest Winning Trade 123779 123779 68771 546466 331109 546466
Largest Losing Trade -193488 -24585 -193488 -305015 -305015 -205725
Avg Bars in Trades 63 34 93 63 34 93
Avg Bars in Winners 67 27 109 71 28 116
Avg Bars in Losers 58 42 73 54 40 69
Bars Traded 7560 2046 5514 7560 2046 5514
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 320509 -156265 -756689 -47887 -749742 -220691
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7763,
    "evaluation_days": 1940.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594404000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759618827227,
    "expiration_time": 1764631224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "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": [
        [
            346340.3626086427,
            416554.2664314133,
            -70213.9038227706,
            718719.1809424544,
            -32005.1177403028,
            750724.2986827573
        ],
        [
            346.340363,
            416.554266,
            -70.213904,
            718.719181,
            -32.005118,
            750.724299
        ],
        [
            0.178457,
            0.214636,
            -0.036179,
            0.108397,
            -0.019874,
            0.110375
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226504,
            -58836,
            -321209,
            -1053721,
            -865943,
            -440183
        ],
        [
            1.34081,
            2.26152,
            0.897651,
            1.203422,
            0.983368,
            1.466637
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            67,
            34,
            33,
            61,
            31,
            30
        ],
        [
            52,
            26,
            26,
            58,
            29,
            29
        ],
        [
            56.302521,
            56.666667,
            55.932203,
            51.260504,
            51.666667,
            50.847458
        ],
        [
            1.040629,
            1.729398,
            0.707241,
            1.144237,
            0.919925,
            1.417749
        ],
        [
            123779,
            123779,
            68771,
            546466,
            331109,
            546466
        ],
        [
            -193488,
            -24585,
            -193488,
            -305015,
            -305015,
            -205725
        ],
        [
            63,
            34,
            93,
            63,
            34,
            93
        ],
        [
            67,
            27,
            109,
            71,
            28,
            116
        ],
        [
            58,
            42,
            73,
            54,
            40,
            69
        ],
        [
            7560,
            2046,
            5514,
            7560,
            2046,
            5514
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320509,
            -156265,
            -756689,
            -47887,
            -749742,
            -220691
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7763,
    "evaluation_days": 1940.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594404000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759618827227,
    "expiration_time": 1764631224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "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)