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Trade: LRC/USDT/120/ALMA/SSF/1684

Strategy
LRC/USDT/120/ALMA/SSF/1684
Pair
LRC_USDT
Interval
2h
Score
394031
Daily Profit
0.267657
Profit Factor
1.436285
Profitability
49.235474
Streak
0.000000
Best Strategy
Training Data Length
1946.330000
Evaluation Time
2025-10-11 07:26
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 520947.9407 480805.6957 40142.245 -661159.2249 788241.2275 -1449400.4524
Total P&L (%) 520.9479 480.8057 40.1422 -661.1592 788.2412 -1449.4005
Avg Daily Profit (%) 0.2677 0.247 0.0206 0 0.1123 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166580 -108851 -150084 -2593865 -967999 -2557627
Profit Factor 1.4363 1.8396 1.0646 0.9266 1.2199 0.7327
Total Trades 327 163 164 327 163 164
Winning Trades 161 68 93 165 94 71
Losing Trades 166 95 71 162 69 93
Profitability (%) 49.2355 41.7178 56.7073 50.4587 57.6687 43.2927
Ratio Avg Win / Avg Loss 1.4809 2.57 0.8128 0.9098 0.8955 0.9598
Largest Winning Trade 200243 200243 34902 296385 291805 296385
Largest Losing Trade -136960 -25351 -136960 -545506 -545506 -450244
Avg Bars in Trades 70 64 77 70 64 77
Avg Bars in Winners 87 90 85 56 53 60
Avg Bars in Losers 54 44 66 85 79 90
Bars Traded 23096 10450 12646 23096 10450 12646
Profit Streak 0 0 0 14.0187 18.2687 14.0187
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394031 309286 -317476 -577932 -42901 -582486
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": 1593720000000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760156814007,
    "expiration_time": 1766209075200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 14,
            "offset": 104,
            "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": [
        [
            520947.9406864321,
            480805.6956871592,
            40142.2449992727,
            -661159.2249188173,
            788241.2274649512,
            -1449400.4523837669
        ],
        [
            520.947941,
            480.805696,
            40.142245,
            -661.159225,
            788.241227,
            -1449.400452
        ],
        [
            0.267657,
            0.247032,
            0.020625,
            0,
            0.112278,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166580,
            -108851,
            -150084,
            -2593865,
            -967999,
            -2557627
        ],
        [
            1.436285,
            1.839603,
            1.0646,
            0.926599,
            1.21992,
            0.732742
        ],
        [
            327,
            163,
            164,
            327,
            163,
            164
        ],
        [
            161,
            68,
            93,
            165,
            94,
            71
        ],
        [
            166,
            95,
            71,
            162,
            69,
            93
        ],
        [
            49.235474,
            41.717791,
            56.707317,
            50.458716,
            57.668712,
            43.292683
        ],
        [
            1.48089,
            2.570033,
            0.812759,
            0.909751,
            0.895473,
            0.959789
        ],
        [
            200243,
            200243,
            34902,
            296385,
            291805,
            296385
        ],
        [
            -136960,
            -25351,
            -136960,
            -545506,
            -545506,
            -450244
        ],
        [
            70,
            64,
            77,
            70,
            64,
            77
        ],
        [
            87,
            90,
            85,
            56,
            53,
            60
        ],
        [
            54,
            44,
            66,
            85,
            79,
            90
        ],
        [
            23096,
            10450,
            12646,
            23096,
            10450,
            12646
        ],
        [
            0,
            0,
            0,
            14.018681,
            18.268681,
            14.018681
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394031,
            309286,
            -317476,
            -577932,
            -42901,
            -582486
        ]
    ]
}
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": 1593720000000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760156814007,
    "expiration_time": 1766209075200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 14,
            "offset": 104,
            "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)