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Trade: LRC/USDT/720/SSF/HILO/8037

Strategy
LRC/USDT/720/SSF/HILO/8037
Pair
LRC_USDT
Interval
12h
Score
346022
Daily Profit
0.204213
Profit Factor
2.488060
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1948.000000
Evaluation Time
2025-10-12 03:30
Expiration Time
2025-12-09 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357831.8377 397807.1406 -39975.3028 33356.4167 6404.5124 26951.9043
Total P&L (%) 357.8318 397.8071 -39.9753 33.3564 6.4045 26.9519
Avg Daily Profit (%) 0.1837 0.2042 -0.0205 0.0148 0.0032 0.0123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272587 -42343 -210986 -115413 -77154 -40574
Profit Factor 1.5207 2.4881 0.9048 1.0815 1.0339 1.1222
Total Trades 70 35 35 70 35 35
Winning Trades 33 15 18 37 17 20
Losing Trades 37 20 17 33 18 15
Profitability (%) 47.1429 42.8571 51.4286 52.8571 48.5714 57.1429
Ratio Avg Win / Avg Loss 1.705 3.3174 0.8545 0.9645 1.0947 0.8417
Largest Winning Trade 324402 324402 58079 82601 51864 82601
Largest Losing Trade -164292 -37904 -164292 -110529 -39247 -110529
Avg Bars in Trades 53 38 68 53 38 68
Avg Bars in Winners 72 50 90 70 50 87
Avg Bars in Losers 36 28 45 34 26 43
Bars Traded 3737 1331 2406 3737 1331 2406
Profit Streak 0 0 39.0214 0 0 39.0214
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89863 346022 -580055 -406639 -538144 -266159
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3896,
    "evaluation_days": 1948,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592827200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760229048365,
    "expiration_time": 1765233216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 155,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            357831.8377324545,
            397807.1405741175,
            -39975.302841663,
            33356.4166790656,
            6404.512408753,
            26951.9042703125
        ],
        [
            357.831838,
            397.807141,
            -39.975303,
            33.356417,
            6.404512,
            26.951904
        ],
        [
            0.183692,
            0.204213,
            -0.020521,
            0.014778,
            0.003187,
            0.012251
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272587,
            -42343,
            -210986,
            -115413,
            -77154,
            -40574
        ],
        [
            1.520713,
            2.48806,
            0.90479,
            1.081454,
            1.033893,
            1.122205
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            33,
            15,
            18,
            37,
            17,
            20
        ],
        [
            37,
            20,
            17,
            33,
            18,
            15
        ],
        [
            47.142857,
            42.857143,
            51.428571,
            52.857143,
            48.571429,
            57.142857
        ],
        [
            1.705042,
            3.317413,
            0.854523,
            0.96454,
            1.09471,
            0.841654
        ],
        [
            324402,
            324402,
            58079,
            82601,
            51864,
            82601
        ],
        [
            -164292,
            -37904,
            -164292,
            -110529,
            -39247,
            -110529
        ],
        [
            53,
            38,
            68,
            53,
            38,
            68
        ],
        [
            72,
            50,
            90,
            70,
            50,
            87
        ],
        [
            36,
            28,
            45,
            34,
            26,
            43
        ],
        [
            3737,
            1331,
            2406,
            3737,
            1331,
            2406
        ],
        [
            0,
            0,
            39.021393,
            0,
            0,
            39.021393
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89863,
            346022,
            -580055,
            -406639,
            -538144,
            -266159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3896,
    "evaluation_days": 1948,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592827200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760229048365,
    "expiration_time": 1765233216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 155,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)