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Trade: LRC/USDT/720/SSF/HILO/8895

Strategy
LRC/USDT/720/SSF/HILO/8895
Pair
LRC_USDT
Interval
12h
Score
309840
Daily Profit
0.216729
Profit Factor
1.670269
Profitability
41.333333
Streak
27.584310
Best Strategy
Training Data Length
1938.000000
Evaluation Time
2025-10-01 17:01
Expiration Time
2025-11-28 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236573.2917 420021.3906 -183448.0989 -101094.9761 -4544.2408 -96550.7353
Total P&L (%) 236.5733 420.0214 -183.4481 -101.095 -4.5442 -96.5507
Avg Daily Profit (%) 0.1221 0.2167 -0.0947 0 -0.0024 -0.1736
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -260879 -122584 -245834 -55229 -14011 -43707
Profit Factor 1.1519 1.6703 0.803 0.3585 0.8694 0.2138
Total Trades 300 150 150 300 150 150
Winning Trades 146 62 84 147 83 64
Losing Trades 154 88 66 153 67 86
Profitability (%) 48.6667 41.3333 56 49 55.3333 42.6667
Ratio Avg Win / Avg Loss 1.215 2.3707 0.6309 0.3731 0.7018 0.2873
Largest Winning Trade 428574 428574 57970 5455 5455 3330
Largest Losing Trade -109810 -38934 -109810 -60863 -8157 -60863
Avg Bars in Trades 12 8 16 12 8 16
Avg Bars in Winners 14 10 18 10 7 14
Avg Bars in Losers 10 7 15 14 9 18
Bars Traded 3800 1262 2538 3800 1262 2538
Profit Streak 27.5843 27.5843 28.0843 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81170 309840 -578951 -579320 -579578 -582843
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3876,
    "evaluation_days": 1938,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592827200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327284402,
    "expiration_time": 1764343296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "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": [
        [
            236573.2916727199,
            420021.390568518,
            -183448.0988957982,
            -101094.9760554885,
            -4544.2408024915,
            -96550.735252997
        ],
        [
            236.573292,
            420.021391,
            -183.448099,
            -101.094976,
            -4.544241,
            -96.550735
        ],
        [
            0.122071,
            0.216729,
            -0.094658,
            0,
            -0.0024,
            -0.173585
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -260879,
            -122584,
            -245834,
            -55229,
            -14011,
            -43707
        ],
        [
            1.151874,
            1.670269,
            0.802966,
            0.358501,
            0.869355,
            0.213812
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            146,
            62,
            84,
            147,
            83,
            64
        ],
        [
            154,
            88,
            66,
            153,
            67,
            86
        ],
        [
            48.666667,
            41.333333,
            56,
            49,
            55.333333,
            42.666667
        ],
        [
            1.21499,
            2.370704,
            0.630902,
            0.373134,
            0.701769,
            0.287309
        ],
        [
            428574,
            428574,
            57970,
            5455,
            5455,
            3330
        ],
        [
            -109810,
            -38934,
            -109810,
            -60863,
            -8157,
            -60863
        ],
        [
            12,
            8,
            16,
            12,
            8,
            16
        ],
        [
            14,
            10,
            18,
            10,
            7,
            14
        ],
        [
            10,
            7,
            15,
            14,
            9,
            18
        ],
        [
            3800,
            1262,
            2538,
            3800,
            1262,
            2538
        ],
        [
            27.58431,
            27.58431,
            28.08431,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81170,
            309840,
            -578951,
            -579320,
            -579578,
            -582843
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3876,
    "evaluation_days": 1938,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592827200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327284402,
    "expiration_time": 1764343296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "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)