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Trade: LRC/USDT/720/HILO/DEMA/5091

Strategy
LRC/USDT/720/HILO/DEMA/5091
Pair
LRC_USDT
Interval
12h
Score
314374
Daily Profit
0.407521
Profit Factor
1.755796
Profitability
33.862434
Streak
13.651972
Best Strategy
Training Data Length
1939.000000
Evaluation Time
2025-10-02 18:38
Expiration Time
2025-11-29 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 790183.0333 741583.4864 48599.5469 243664.5575 -43055.5864 286720.1439
Total P&L (%) 790.183 741.5835 48.5995 243.6646 -43.0556 286.7201
Avg Daily Profit (%) 0.4075 0.3825 0.0251 0.0637 -0.029 0.0698
Buy And Hold Return (%) 11.7088 11.7088 11.7088 11.7088 11.7088 11.7088
Max Trade Drawdown -140374 -117574 -80005 -1420912 -1372809 -593761
Profit Factor 1.7558 2.375 1.096 1.0345 0.9886 1.087
Total Trades 189 94 95 189 94 95
Winning Trades 64 22 42 64 22 42
Losing Trades 125 72 53 125 72 53
Profitability (%) 33.8624 23.4043 44.2105 33.8624 23.4043 44.2105
Ratio Avg Win / Avg Loss 3.4293 7.7727 1.3831 2.0204 3.2354 1.3718
Largest Winning Trade 437851 437851 43139 844618 844618 448640
Largest Losing Trade -47972 -31705 -47972 -415954 -272563 -415954
Avg Bars in Trades 20 18 21 20 18 21
Avg Bars in Winners 40 47 36 40 47 36
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 3847 1758 2089 3847 1758 2089
Profit Streak 13.652 0 14.152 13.652 0 14.152
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314374 -22752 -278066 -293819 -614873 -226223
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3878,
    "evaluation_days": 1939,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593000000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759419530389,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 26,
            "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": [
        [
            790183.0333468615,
            741583.4864418501,
            48599.5469050117,
            243664.5574670651,
            -43055.5864387584,
            286720.1439058236
        ],
        [
            790.183033,
            741.583486,
            48.599547,
            243.664557,
            -43.055586,
            286.720144
        ],
        [
            0.407521,
            0.382457,
            0.025064,
            0.063687,
            -0.029036,
            0.069778
        ],
        [
            11.708782,
            11.708782,
            11.708782,
            11.708782,
            11.708782,
            11.708782
        ],
        [
            -140374,
            -117574,
            -80005,
            -1420912,
            -1372809,
            -593761
        ],
        [
            1.755796,
            2.374997,
            1.096015,
            1.03445,
            0.988607,
            1.087047
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            64,
            22,
            42,
            64,
            22,
            42
        ],
        [
            125,
            72,
            53,
            125,
            72,
            53
        ],
        [
            33.862434,
            23.404255,
            44.210526,
            33.862434,
            23.404255,
            44.210526
        ],
        [
            3.429289,
            7.772719,
            1.383067,
            2.020409,
            3.235442,
            1.37175
        ],
        [
            437851,
            437851,
            43139,
            844618,
            844618,
            448640
        ],
        [
            -47972,
            -31705,
            -47972,
            -415954,
            -272563,
            -415954
        ],
        [
            20,
            18,
            21,
            20,
            18,
            21
        ],
        [
            40,
            47,
            36,
            40,
            47,
            36
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            3847,
            1758,
            2089,
            3847,
            1758,
            2089
        ],
        [
            13.651972,
            0,
            14.151972,
            13.651972,
            0,
            14.151972
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314374,
            -22752,
            -278066,
            -293819,
            -614873,
            -226223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3878,
    "evaluation_days": 1939,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593000000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759419530389,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 26,
            "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)