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Trade: LRC/USDT/720/SMA/SSF/1059

Strategy
LRC/USDT/720/SMA/SSF/1059
Pair
LRC_USDT
Interval
12h
Score
540068
Daily Profit
0.462523
Profit Factor
1.877859
Profitability
46.798030
Streak
20.406819
Best Strategy
Training Data Length
1936.500000
Evaluation Time
2025-09-30 12:45
Expiration Time
2025-11-27 04:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 895674.8489 758334.3696 137340.4794 1888890.0283 395581.1689 1493308.8594
Total P&L (%) 895.6748 758.3344 137.3405 1888.89 395.5812 1493.3089
Avg Daily Profit (%) 0.4625 0.3916 0.0709 0.1545 0.0827 0.1431
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123850 -132060 -60967 -1492266 -853816 -1112090
Profit Factor 1.8779 2.4696 1.2723 1.2253 1.0947 1.355
Total Trades 203 102 101 203 102 101
Winning Trades 95 37 58 95 37 58
Losing Trades 108 65 43 108 65 43
Profitability (%) 46.798 36.2745 57.4257 46.798 36.2745 57.4257
Ratio Avg Win / Avg Loss 2.1348 4.3385 0.9433 1.393 1.9232 1.0045
Largest Winning Trade 383033 383033 51217 970544 970544 505783
Largest Losing Trade -44497 -44497 -40498 -748375 -343124 -748375
Avg Bars in Trades 18 16 21 18 16 21
Avg Bars in Winners 26 25 26 26 25 26
Avg Bars in Losers 12 11 13 12 11 13
Bars Traded 3821 1693 2128 3821 1693 2128
Profit Streak 20.4068 20.4068 28.4068 20.4068 20.4068 28.4068
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 540068 345369 -98499 303569 -202560 9861
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3873,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592784000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759225549163,
    "expiration_time": 1764209808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 35,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            895674.8489496157,
            758334.369552289,
            137340.4793973268,
            1888890.0282831092,
            395581.1688948904,
            1493308.8593882176
        ],
        [
            895.674849,
            758.33437,
            137.340479,
            1888.890028,
            395.581169,
            1493.308859
        ],
        [
            0.462523,
            0.391601,
            0.070922,
            0.15453,
            0.082686,
            0.143061
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123850,
            -132060,
            -60967,
            -1492266,
            -853816,
            -1112090
        ],
        [
            1.877859,
            2.469605,
            1.272349,
            1.225328,
            1.094729,
            1.354966
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            95,
            37,
            58,
            95,
            37,
            58
        ],
        [
            108,
            65,
            43,
            108,
            65,
            43
        ],
        [
            46.79803,
            36.27451,
            57.425743,
            46.79803,
            36.27451,
            57.425743
        ],
        [
            2.13483,
            4.338495,
            0.943293,
            1.393004,
            1.923172,
            1.004543
        ],
        [
            383033,
            383033,
            51217,
            970544,
            970544,
            505783
        ],
        [
            -44497,
            -44497,
            -40498,
            -748375,
            -343124,
            -748375
        ],
        [
            18,
            16,
            21,
            18,
            16,
            21
        ],
        [
            26,
            25,
            26,
            26,
            25,
            26
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            3821,
            1693,
            2128,
            3821,
            1693,
            2128
        ],
        [
            20.406819,
            20.406819,
            28.406819,
            20.406819,
            20.406819,
            28.406819
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540068,
            345369,
            -98499,
            303569,
            -202560,
            9861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3873,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592784000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759225549163,
    "expiration_time": 1764209808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 35,
            "offset": 0,
            "poles": 2
        }
    }
}

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)