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Trade: LRC/USDT/720/MIDPRICE/RMA/9557

Strategy
LRC/USDT/720/MIDPRICE/RMA/9557
Pair
LRC_USDT
Interval
12h
Score
484148
Daily Profit
0.152671
Profit Factor
2.253041
Profitability
51.428571
Streak
261.793375
Best Strategy
Training Data Length
1931.000000
Evaluation Time
2025-09-27 22:02
Expiration Time
2025-11-21 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -241884.2191 80678.0833 -322562.3024 5620.6295 -1797006.6917 1802627.3212
Total P&L (%) -241.8842 80.6781 -322.5623 5.6206 -1797.0067 1802.6273
Avg Daily Profit (%) -0.1253 0.0418 -0.167 0.0028 0 0.1527
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -556274 -196227 -389026 -1427247 -1982549 -655140
Profit Factor 0.7557 1.2301 0.4956 1.0014 0.3144 2.253
Total Trades 71 36 35 71 36 35
Winning Trades 39 18 21 33 15 18
Losing Trades 32 18 14 38 21 17
Profitability (%) 54.9296 50 60 46.4789 41.6667 51.4286
Ratio Avg Win / Avg Loss 0.6201 1.2301 0.3304 1.1531 0.4402 2.1279
Largest Winning Trade 84473 84473 57191 2075874 282599 2075874
Largest Losing Trade -359323 -47948 -359323 -594690 -594690 -489360
Avg Bars in Trades 48 51 46 48 51 46
Avg Bars in Winners 29 31 27 39 37 41
Avg Bars in Losers 72 70 75 56 60 51
Bars Traded 3472 1839 1633 3472 1839 1633
Profit Streak 203.2934 203.2934 261.7934 203.2934 203.2934 261.7934
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -669752 -136468 -578140 -665072 -583044 484148
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593820800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999747632,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 39,
            "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": [
        [
            -241884.2191108655,
            80678.0832883566,
            -322562.302399222,
            5620.6294716972,
            -1797006.6917304196,
            1802627.3212021173
        ],
        [
            -241.884219,
            80.678083,
            -322.562302,
            5.620629,
            -1797.006692,
            1802.627321
        ],
        [
            -0.125264,
            0.04178,
            -0.167044,
            0.002832,
            0,
            0.152671
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -556274,
            -196227,
            -389026,
            -1427247,
            -1982549,
            -655140
        ],
        [
            0.755709,
            1.230102,
            0.495624,
            1.001385,
            0.314402,
            2.253041
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            39,
            18,
            21,
            33,
            15,
            18
        ],
        [
            32,
            18,
            14,
            38,
            21,
            17
        ],
        [
            54.929577,
            50,
            60,
            46.478873,
            41.666667,
            51.428571
        ],
        [
            0.620069,
            1.230102,
            0.330416,
            1.153109,
            0.440162,
            2.127872
        ],
        [
            84473,
            84473,
            57191,
            2075874,
            282599,
            2075874
        ],
        [
            -359323,
            -47948,
            -359323,
            -594690,
            -594690,
            -489360
        ],
        [
            48,
            51,
            46,
            48,
            51,
            46
        ],
        [
            29,
            31,
            27,
            39,
            37,
            41
        ],
        [
            72,
            70,
            75,
            56,
            60,
            51
        ],
        [
            3472,
            1839,
            1633,
            3472,
            1839,
            1633
        ],
        [
            203.293375,
            203.293375,
            261.793375,
            203.293375,
            203.293375,
            261.793375
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -669752,
            -136468,
            -578140,
            -665072,
            -583044,
            484148
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593820800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999747632,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 39,
            "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)