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Trade: LRC/USDT/720/DEMA/SSF/1380

Strategy
LRC/USDT/720/DEMA/SSF/1380
Pair
LRC_USDT
Interval
12h
Score
621266
Daily Profit
0.555692
Profit Factor
3.113879
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1939.500000
Evaluation Time
2025-10-03 04:51
Expiration Time
2025-11-30 06:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1077765.3327 837304.5162 240460.8165 9226601.5167 -2921455.1586 12148056.6753
Total P&L (%) 1077.7653 837.3045 240.4608 9226.6015 -2921.4552 12148.0567
Avg Daily Profit (%) 0.5557 0.4317 0.124 0.2341 0 0.2482
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114981 -89734 -51271 -12228702 -10826311 -4313792
Profit Factor 3.1139 3.6858 2.2138 1.2932 0.8665 2.2683
Total Trades 86 43 43 86 43 43
Winning Trades 43 15 28 43 15 28
Losing Trades 43 28 15 43 28 15
Profitability (%) 50 34.8837 65.1163 50 34.8837 65.1163
Ratio Avg Win / Avg Loss 3.1139 6.8802 1.186 1.2932 1.6175 1.2152
Largest Winning Trade 409779 409779 61326 4581804 4533147 4581804
Largest Losing Trade -52508 -31703 -52508 -4079790 -4079790 -1783185
Avg Bars in Trades 42 47 37 42 47 37
Avg Bars in Winners 58 73 51 58 73 51
Avg Bars in Losers 26 34 12 26 34 12
Bars Traded 3670 2055 1615 3670 2055 1615
Profit Streak 0 0 32.5776 0 0 32.5776
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 621266 396783 -21845 309655 -583827 511479
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3879,
    "evaluation_days": 1939.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456304949,
    "expiration_time": 1764476784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1077765.3326743655,
            837304.5161974806,
            240460.8164768851,
            9226601.516690439,
            -2921455.158611597,
            12148056.675302034
        ],
        [
            1077.765333,
            837.304516,
            240.460816,
            9226.601517,
            -2921.455159,
            12148.056675
        ],
        [
            0.555692,
            0.431712,
            0.123981,
            0.23412,
            0,
            0.248204
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114981,
            -89734,
            -51271,
            -12228702,
            -10826311,
            -4313792
        ],
        [
            3.113879,
            3.685838,
            2.213811,
            1.293223,
            0.866526,
            2.268285
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            43,
            15,
            28,
            43,
            15,
            28
        ],
        [
            43,
            28,
            15,
            43,
            28,
            15
        ],
        [
            50,
            34.883721,
            65.116279,
            50,
            34.883721,
            65.116279
        ],
        [
            3.113879,
            6.880232,
            1.18597,
            1.293223,
            1.617516,
            1.215153
        ],
        [
            409779,
            409779,
            61326,
            4581804,
            4533147,
            4581804
        ],
        [
            -52508,
            -31703,
            -52508,
            -4079790,
            -4079790,
            -1783185
        ],
        [
            42,
            47,
            37,
            42,
            47,
            37
        ],
        [
            58,
            73,
            51,
            58,
            73,
            51
        ],
        [
            26,
            34,
            12,
            26,
            34,
            12
        ],
        [
            3670,
            2055,
            1615,
            3670,
            2055,
            1615
        ],
        [
            0,
            0,
            32.577603,
            0,
            0,
            32.577604
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            621266,
            396783,
            -21845,
            309655,
            -583827,
            511479
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3879,
    "evaluation_days": 1939.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456304949,
    "expiration_time": 1764476784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}

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)