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Trade: LRC/USDT/120/MIDPRICE/DEMA/5375

Strategy
LRC/USDT/120/MIDPRICE/DEMA/5375
Pair
LRC_USDT
Interval
2h
Score
431066
Daily Profit
0.288813
Profit Factor
1.633317
Profitability
46.753247
Streak
31.346615
Best Strategy
Training Data Length
1946.330000
Evaluation Time
2025-10-11 07:19
Expiration Time
2025-12-20 07:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 562125.3678 465592.2123 96533.1554 400117.6864 161646.9121 238470.7743
Total P&L (%) 562.1254 465.5922 96.5332 400.1177 161.6469 238.4708
Avg Daily Profit (%) 0.2888 0.2392 0.0496 0.0827 0.0494 0.0627
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130360 -75119 -154533 -443923 -278749 -296967
Profit Factor 1.6333 2.3482 1.178 1.1552 1.1473 1.161
Total Trades 154 77 77 154 77 77
Winning Trades 72 33 39 72 33 39
Losing Trades 82 44 38 82 44 38
Profitability (%) 46.7532 42.8571 50.6494 46.7532 42.8571 50.6494
Ratio Avg Win / Avg Loss 1.8602 3.1309 1.1478 1.3156 1.5298 1.1313
Largest Winning Trade 157158 157158 66615 217684 163948 217684
Largest Losing Trade -68675 -20188 -68675 -171037 -95325 -171037
Avg Bars in Trades 149 95 204 149 95 204
Avg Bars in Winners 211 122 286 211 122 286
Avg Bars in Losers 95 74 119 95 74 119
Bars Traded 23061 7333 15728 23061 7333 15728
Profit Streak 31.3466 0 37.2633 31.3466 0 37.2633
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431066 -32307 -192701 -132215 -228985 -193984
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23356,
    "evaluation_days": 1946.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593576000000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760156347539,
    "expiration_time": 1766209075200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 153,
            "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": [
        [
            562125.367764026,
            465592.2123240927,
            96533.1554399335,
            400117.6863642653,
            161646.9120509995,
            238470.7743132658
        ],
        [
            562.125368,
            465.592212,
            96.533155,
            400.117686,
            161.646912,
            238.470774
        ],
        [
            0.288813,
            0.239215,
            0.049598,
            0.082737,
            0.04943,
            0.062664
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130360,
            -75119,
            -154533,
            -443923,
            -278749,
            -296967
        ],
        [
            1.633317,
            2.348159,
            1.178028,
            1.155198,
            1.147333,
            1.161024
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            46.753247,
            42.857143,
            50.649351,
            46.753247,
            42.857143,
            50.649351
        ],
        [
            1.860167,
            3.130878,
            1.147822,
            1.315642,
            1.529777,
            1.131254
        ],
        [
            157158,
            157158,
            66615,
            217684,
            163948,
            217684
        ],
        [
            -68675,
            -20188,
            -68675,
            -171037,
            -95325,
            -171037
        ],
        [
            149,
            95,
            204,
            149,
            95,
            204
        ],
        [
            211,
            122,
            286,
            211,
            122,
            286
        ],
        [
            95,
            74,
            119,
            95,
            74,
            119
        ],
        [
            23061,
            7333,
            15728,
            23061,
            7333,
            15728
        ],
        [
            31.346615,
            0,
            37.263282,
            31.346615,
            0,
            37.263282
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431066,
            -32307,
            -192701,
            -132215,
            -228985,
            -193984
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23356,
    "evaluation_days": 1946.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593576000000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760156347539,
    "expiration_time": 1766209075200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 153,
            "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)