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Trade: LRC/USDT/720/SSF/BBM/8243

Strategy
LRC/USDT/720/SSF/BBM/8243
Pair
LRC_USDT
Interval
12h
Score
347645
Daily Profit
0.290615
Profit Factor
3.826162
Profitability
34.482759
Streak
0.000000
Best Strategy
Training Data Length
1944.000000
Evaluation Time
2025-10-08 01:52
Expiration Time
2025-12-04 21:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671628.6066 564954.684 106673.9227 668444.2636 -53964.7617 722409.0253
Total P&L (%) 671.6286 564.9547 106.6739 668.4443 -53.9648 722.409
Avg Daily Profit (%) 0.3455 0.2906 0.0549 0.105 -0.0399 0.1084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104853 -64346 -98714 -579547 -578805 -335533
Profit Factor 2.5308 3.8262 1.4466 1.3558 0.9472 1.844
Total Trades 58 29 29 58 29 29
Winning Trades 23 10 13 23 10 13
Losing Trades 35 19 16 35 19 16
Profitability (%) 39.6552 34.4828 44.8276 39.6552 34.4828 44.8276
Ratio Avg Win / Avg Loss 3.8512 7.2697 1.7805 2.0632 1.7998 2.2696
Largest Winning Trade 436765 436765 63599 333205 237156 333205
Largest Losing Trade -58207 -42960 -58207 -240250 -210212 -240250
Avg Bars in Trades 64 50 78 64 50 78
Avg Bars in Winners 116 92 134 116 92 134
Avg Bars in Losers 30 28 32 30 28 32
Bars Traded 3742 1468 2274 3742 1468 2274
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 -169694 347645 -119617 -234718 -584089 -46361
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3888,
    "evaluation_days": 1944,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592395200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759877547907,
    "expiration_time": 1764877248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 1.53082
        }
    }
}
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": [
        [
            671628.6066483789,
            564954.6839771386,
            106673.9226712402,
            668444.2636081307,
            -53964.7616534303,
            722409.0252615612
        ],
        [
            671.628607,
            564.954684,
            106.673923,
            668.444264,
            -53.964762,
            722.409025
        ],
        [
            0.345488,
            0.290615,
            0.054873,
            0.104952,
            -0.039898,
            0.108447
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104853,
            -64346,
            -98714,
            -579547,
            -578805,
            -335533
        ],
        [
            2.530775,
            3.826162,
            1.446617,
            1.3558,
            0.947238,
            1.844022
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            39.655172,
            34.482759,
            44.827586,
            39.655172,
            34.482759,
            44.827586
        ],
        [
            3.85118,
            7.269708,
            1.780451,
            2.063175,
            1.799752,
            2.269565
        ],
        [
            436765,
            436765,
            63599,
            333205,
            237156,
            333205
        ],
        [
            -58207,
            -42960,
            -58207,
            -240250,
            -210212,
            -240250
        ],
        [
            64,
            50,
            78,
            64,
            50,
            78
        ],
        [
            116,
            92,
            134,
            116,
            92,
            134
        ],
        [
            30,
            28,
            32,
            30,
            28,
            32
        ],
        [
            3742,
            1468,
            2274,
            3742,
            1468,
            2274
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169694,
            347645,
            -119617,
            -234718,
            -584089,
            -46361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3888,
    "evaluation_days": 1944,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592395200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759877547907,
    "expiration_time": 1764877248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 1.53082
        }
    }
}

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)