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Trade: LRC/USDT/240/SSF/ZLMA/4514

Strategy
LRC/USDT/240/SSF/ZLMA/4514
Pair
LRC_USDT
Interval
4h
Score
309526
Daily Profit
0.344602
Profit Factor
1.622655
Profitability
37.912088
Streak
0.000000
Best Strategy
Training Data Length
1944.670000
Evaluation Time
2025-10-09 01:30
Expiration Time
2025-12-06 06:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 670136.6803 623378.1512 46758.5291 210419.2321 187073.8871 23345.345
Total P&L (%) 670.1367 623.3782 46.7585 210.4192 187.0739 23.3453
Avg Daily Profit (%) 0.3446 0.3206 0.024 0.0583 0.0542 0.0108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121353 -97720 -105779 -263679 -252349 -265474
Profit Factor 1.6227 2.2139 1.0831 1.1002 1.1796 1.022
Total Trades 182 91 91 182 91 91
Winning Trades 69 25 44 69 25 44
Losing Trades 113 66 47 113 66 47
Profitability (%) 37.9121 27.4725 48.3516 37.9121 27.4725 48.3516
Ratio Avg Win / Avg Loss 2.6574 5.8447 1.1569 1.8017 3.1141 1.0917
Largest Winning Trade 353214 353214 52679 224525 224525 82781
Largest Losing Trade -43211 -20333 -43211 -80377 -71007 -80377
Avg Bars in Trades 63 58 68 63 58 68
Avg Bars in Winners 111 120 106 111 120 106
Avg Bars in Losers 34 35 32 34 35 32
Bars Traded 11571 5366 6205 11571 5366 6205
Profit Streak 0 0 38.938 0 0 38.938
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309526 -5947 -291898 -228117 -161595 -379768
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11668,
    "evaluation_days": 1944.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592611200000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759962642960,
    "expiration_time": 1764994176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 47,
            "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": [
        [
            670136.6803228986,
            623378.1512159992,
            46758.5291068993,
            210419.2321105412,
            187073.8871249778,
            23345.3449855635
        ],
        [
            670.13668,
            623.378151,
            46.758529,
            210.419232,
            187.073887,
            23.345345
        ],
        [
            0.344602,
            0.320557,
            0.024044,
            0.058266,
            0.054243,
            0.01079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121353,
            -97720,
            -105779,
            -263679,
            -252349,
            -265474
        ],
        [
            1.622655,
            2.213883,
            1.083094,
            1.10015,
            1.179574,
            1.022039
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            69,
            25,
            44,
            69,
            25,
            44
        ],
        [
            113,
            66,
            47,
            113,
            66,
            47
        ],
        [
            37.912088,
            27.472527,
            48.351648,
            37.912088,
            27.472527,
            48.351648
        ],
        [
            2.657392,
            5.844651,
            1.156942,
            1.801696,
            3.114075,
            1.091724
        ],
        [
            353214,
            353214,
            52679,
            224525,
            224525,
            82781
        ],
        [
            -43211,
            -20333,
            -43211,
            -80377,
            -71007,
            -80377
        ],
        [
            63,
            58,
            68,
            63,
            58,
            68
        ],
        [
            111,
            120,
            106,
            111,
            120,
            106
        ],
        [
            34,
            35,
            32,
            34,
            35,
            32
        ],
        [
            11571,
            5366,
            6205,
            11571,
            5366,
            6205
        ],
        [
            0,
            0,
            38.937997,
            0,
            0,
            38.937997
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309526,
            -5947,
            -291898,
            -228117,
            -161595,
            -379768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11668,
    "evaluation_days": 1944.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592611200000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759962642960,
    "expiration_time": 1764994176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 47,
            "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)