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Trade: LRC/USDT/720/MIDPRICE/TEMA/1964

Strategy
LRC/USDT/720/MIDPRICE/TEMA/1964
Pair
LRC_USDT
Interval
12h
Score
348948
Daily Profit
0.311790
Profit Factor
1.741050
Profitability
41.732283
Streak
0.000000
Best Strategy
Training Data Length
1935.500000
Evaluation Time
2025-09-29 07:07
Expiration Time
2025-11-26 03:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 603470.2788 510882.3851 92587.8938 631645.3654 170603.3676 461041.9978
Total P&L (%) 603.4703 510.8824 92.5879 631.6454 170.6034 461.042
Avg Daily Profit (%) 0.3118 0.264 0.0478 0.1029 0.0514 0.0891
Buy And Hold Return (%) 11.2724 11.2724 11.2724 11.2724 11.2724 11.2724
Max Trade Drawdown -115340 -61269 -129946 -539902 -279956 -426367
Profit Factor 1.7411 2.43 1.2026 1.1978 1.1071 1.2881
Total Trades 127 64 63 127 64 63
Winning Trades 53 23 30 53 23 30
Losing Trades 74 41 33 74 41 33
Profitability (%) 41.7323 35.9375 47.619 41.7323 35.9375 47.619
Ratio Avg Win / Avg Loss 2.4309 4.3317 1.3228 1.6724 1.9735 1.4169
Largest Winning Trade 134607 134607 67392 288120 288120 274343
Largest Losing Trade -58030 -30944 -58030 -229640 -120031 -229640
Avg Bars in Trades 29 21 38 29 21 38
Avg Bars in Winners 48 34 59 48 34 59
Avg Bars in Losers 16 14 18 16 14 18
Bars Traded 3785 1375 2410 3785 1375 2410
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348948 -131434 -277141 -59659 -370487 -221541
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3871,
    "evaluation_days": 1935.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593475200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118860153,
    "expiration_time": 1764120816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 31,
            "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": [
        [
            603470.2788477672,
            510882.3850513126,
            92587.8937964549,
            631645.3653743585,
            170603.367573037,
            461041.9978013212
        ],
        [
            603.470279,
            510.882385,
            92.587894,
            631.645365,
            170.603368,
            461.041998
        ],
        [
            0.31179,
            0.263954,
            0.047837,
            0.102875,
            0.051446,
            0.089145
        ],
        [
            11.272439,
            11.272439,
            11.272439,
            11.272439,
            11.272439,
            11.272439
        ],
        [
            -115340,
            -61269,
            -129946,
            -539902,
            -279956,
            -426367
        ],
        [
            1.74105,
            2.429957,
            1.202567,
            1.1978,
            1.107081,
            1.288127
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            74,
            41,
            33,
            74,
            41,
            33
        ],
        [
            41.732283,
            35.9375,
            47.619048,
            41.732283,
            35.9375,
            47.619048
        ],
        [
            2.4309,
            4.331663,
            1.322823,
            1.6724,
            1.973492,
            1.41694
        ],
        [
            134607,
            134607,
            67392,
            288120,
            288120,
            274343
        ],
        [
            -58030,
            -30944,
            -58030,
            -229640,
            -120031,
            -229640
        ],
        [
            29,
            21,
            38,
            29,
            21,
            38
        ],
        [
            48,
            34,
            59,
            48,
            34,
            59
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            3785,
            1375,
            2410,
            3785,
            1375,
            2410
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            348948,
            -131434,
            -277141,
            -59659,
            -370487,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3871,
    "evaluation_days": 1935.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593475200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118860153,
    "expiration_time": 1764120816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 31,
            "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)