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Trade: LRC/USDT/360/SSF/BBM/5398

Strategy
LRC/USDT/360/SSF/BBM/5398
Pair
LRC_USDT
Interval
6h
Score
525207
Daily Profit
0.475896
Profit Factor
2.199742
Profitability
47.959184
Streak
29.257854
Best Strategy
Training Data Length
1930.500000
Evaluation Time
2025-09-26 09:11
Expiration Time
2025-11-21 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 918716.7226 804850.1549 113866.5677 141428.8493 4043.4669 137385.3824
Total P&L (%) 918.7167 804.8502 113.8666 141.4288 4.0435 137.3854
Avg Daily Profit (%) 0.4759 0.4169 0.059 0.0457 0.0021 0.0448
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195738 -136897 -110756 -444852 -337858 -187394
Profit Factor 2.1997 2.7395 1.3757 1.1033 1.0045 1.2868
Total Trades 98 49 49 98 49 49
Winning Trades 47 19 28 47 19 28
Losing Trades 51 30 21 51 30 21
Profitability (%) 47.9592 38.7755 57.1429 47.9592 38.7755 57.1429
Ratio Avg Win / Avg Loss 2.387 4.3255 1.0318 1.1972 1.5861 0.9651
Largest Winning Trade 532177 532177 44163 187598 187598 125253
Largest Losing Trade -91205 -49236 -91205 -239536 -239536 -150170
Avg Bars in Trades 76 88 65 76 88 65
Avg Bars in Winners 92 110 80 92 110 80
Avg Bars in Losers 62 74 45 62 74 45
Bars Traded 7529 4330 3200 7529 4330 3200
Profit Streak 29.2579 35.2579 0 29.2579 35.2579 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 525207 410136 -112593 -238836 -573994 -133724

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594101600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758867078609,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 3.81391
        }
    }
}
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": [
        [
            918716.7225915428,
            804850.1549332319,
            113866.5676583105,
            141428.8492775768,
            4043.4668573949,
            137385.3824201819
        ],
        [
            918.716723,
            804.850155,
            113.866568,
            141.428849,
            4.043467,
            137.385382
        ],
        [
            0.475896,
            0.416913,
            0.058983,
            0.045667,
            0.002053,
            0.044792
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195738,
            -136897,
            -110756,
            -444852,
            -337858,
            -187394
        ],
        [
            2.199742,
            2.73947,
            1.375719,
            1.103273,
            1.004541,
            1.28683
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            47,
            19,
            28,
            47,
            19,
            28
        ],
        [
            51,
            30,
            21,
            51,
            30,
            21
        ],
        [
            47.959184,
            38.77551,
            57.142857,
            47.959184,
            38.77551,
            57.142857
        ],
        [
            2.386954,
            4.325478,
            1.031789,
            1.197168,
            1.586117,
            0.965122
        ],
        [
            532177,
            532177,
            44163,
            187598,
            187598,
            125253
        ],
        [
            -91205,
            -49236,
            -91205,
            -239536,
            -239536,
            -150170
        ],
        [
            76,
            88,
            65,
            76,
            88,
            65
        ],
        [
            92,
            110,
            80,
            92,
            110,
            80
        ],
        [
            62,
            74,
            45,
            62,
            74,
            45
        ],
        [
            7529,
            4330,
            3200,
            7529,
            4330,
            3200
        ],
        [
            29.257854,
            35.257854,
            0,
            29.257854,
            35.257854,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            525207,
            410136,
            -112593,
            -238836,
            -573994,
            -133724
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594101600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758867078609,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 3.81391
        }
    }
}

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)