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Trade: LRC/USDT/480/SSF/HMA/9883

Strategy
LRC/USDT/480/SSF/HMA/9883
Pair
LRC_USDT
Interval
8h
Score
548024
Daily Profit
0.148624
Profit Factor
7.275453
Profitability
52.777778
Streak
103.768085
Best Strategy
Training Data Length
1936.670000
Evaluation Time
2025-09-30 21:26
Expiration Time
2025-11-27 20:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -672918.6817 4558.257 -677476.9387 -97706.1331 1674689.5054 -1772395.6386
Total P&L (%) -672.9187 4.5583 -677.4769 -97.7061 1674.6895 -1772.3956
Avg Daily Profit (%) -0.3475 0.0024 -0.3498 -0.1947 0.1486 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -934446 -206966 -754309 -2175933 -77552 -3325274
Profit Factor 0.5292 1.0131 0.3732 0.9737 7.2755 0.4865
Total Trades 72 36 36 72 36 36
Winning Trades 38 16 22 36 19 17
Losing Trades 34 20 14 36 17 19
Profitability (%) 52.7778 44.4444 61.1111 50 52.7778 47.2222
Ratio Avg Win / Avg Loss 0.4735 1.2664 0.2375 0.9737 6.5096 0.5437
Largest Winning Trade 94089 94089 55480 1497935 565152 1497935
Largest Losing Trade -694366 -38779 -694366 -2044148 -77552 -2044148
Avg Bars in Trades 76 58 94 76 58 94
Avg Bars in Winners 67 42 86 62 53 73
Avg Bars in Losers 86 71 108 90 65 113
Bars Traded 5528 2121 3407 5528 2121 3407
Profit Streak 58.4348 103.7681 58.4348 58.4348 103.7681 58.4348
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -662939 -563181 -578779 -663576 548024 -581299
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5810,
    "evaluation_days": 1936.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1598630400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759256762516,
    "expiration_time": 1764267840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 220,
            "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": [
        [
            -672918.6816987556,
            4558.2569798742,
            -677476.9386786296,
            -97706.1331083286,
            1674689.5054480212,
            -1772395.6385563489
        ],
        [
            -672.918682,
            4.558257,
            -677.476939,
            -97.706133,
            1674.689505,
            -1772.395639
        ],
        [
            -0.347462,
            0.002354,
            -0.349815,
            -0.194729,
            0.148624,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -934446,
            -206966,
            -754309,
            -2175933,
            -77552,
            -3325274
        ],
        [
            0.529177,
            1.013084,
            0.373201,
            0.973724,
            7.275453,
            0.486508
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            38,
            16,
            22,
            36,
            19,
            17
        ],
        [
            34,
            20,
            14,
            36,
            17,
            19
        ],
        [
            52.777778,
            44.444444,
            61.111111,
            50,
            52.777778,
            47.222222
        ],
        [
            0.473474,
            1.266355,
            0.237492,
            0.973724,
            6.509616,
            0.543744
        ],
        [
            94089,
            94089,
            55480,
            1497935,
            565152,
            1497935
        ],
        [
            -694366,
            -38779,
            -694366,
            -2044148,
            -77552,
            -2044148
        ],
        [
            76,
            58,
            94,
            76,
            58,
            94
        ],
        [
            67,
            42,
            86,
            62,
            53,
            73
        ],
        [
            86,
            71,
            108,
            90,
            65,
            113
        ],
        [
            5528,
            2121,
            3407,
            5528,
            2121,
            3407
        ],
        [
            58.434751,
            103.768085,
            58.434751,
            58.434751,
            103.768085,
            58.434751
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -662939,
            -563181,
            -578779,
            -663576,
            548024,
            -581299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5810,
    "evaluation_days": 1936.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1598630400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759256762516,
    "expiration_time": 1764267840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 220,
            "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)