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Trade: LRC/USDT/360/ALMA/HILO/2002

Strategy
LRC/USDT/360/ALMA/HILO/2002
Pair
LRC_USDT
Interval
6h
Score
434442
Daily Profit
0.231317
Profit Factor
3.010443
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1936.500000
Evaluation Time
2025-09-30 17:40
Expiration Time
2025-11-27 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519723.4856 447945.767 71777.7186 -228127.0469 77480.3917 -305607.4386
Total P&L (%) 519.7235 447.9458 71.7777 -228.127 77.4804 -305.6074
Avg Daily Profit (%) 0.2684 0.2313 0.0371 0 0.0296 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117989 -75977 -131091 -401949 -130329 -377526
Profit Factor 1.9973 3.0104 1.2406 0.7262 1.2768 0.4474
Total Trades 74 37 37 74 37 37
Winning Trades 37 17 20 42 22 20
Losing Trades 37 20 17 32 15 17
Profitability (%) 50 45.9459 54.0541 56.7568 59.4595 54.0541
Ratio Avg Win / Avg Loss 1.9973 3.5417 1.0545 0.5533 0.8705 0.3803
Largest Winning Trade 414516 414516 55014 47790 40614 47790
Largest Losing Trade -110223 -27375 -110223 -160055 -105458 -160055
Avg Bars in Trades 98 71 124 98 71 124
Avg Bars in Winners 141 95 180 48 42 55
Avg Bars in Losers 55 51 59 162 114 205
Bars Traded 7256 2640 4616 7256 2640 4616
Profit Streak 0 0 0 74.8613 151.6113 74.8613
Trades During Streak 0 0 0 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -56360 434442 -143133 -646931 -152411 -579281
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7746,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1595592000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243220038,
    "expiration_time": 1764253008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            519723.4856289106,
            447945.7670079374,
            71777.7186209731,
            -228127.0469324922,
            77480.391686792,
            -305607.4386192843
        ],
        [
            519.723486,
            447.945767,
            71.777719,
            -228.127047,
            77.480392,
            -305.607439
        ],
        [
            0.268383,
            0.231317,
            0.037066,
            0,
            0.029629,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117989,
            -75977,
            -131091,
            -401949,
            -130329,
            -377526
        ],
        [
            1.997291,
            3.010443,
            1.240602,
            0.72615,
            1.276758,
            0.447445
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            37,
            17,
            20,
            42,
            22,
            20
        ],
        [
            37,
            20,
            17,
            32,
            15,
            17
        ],
        [
            50,
            45.945946,
            54.054054,
            56.756757,
            59.459459,
            54.054054
        ],
        [
            1.997291,
            3.541698,
            1.054511,
            0.553257,
            0.870517,
            0.380329
        ],
        [
            414516,
            414516,
            55014,
            47790,
            40614,
            47790
        ],
        [
            -110223,
            -27375,
            -110223,
            -160055,
            -105458,
            -160055
        ],
        [
            98,
            71,
            124,
            98,
            71,
            124
        ],
        [
            141,
            95,
            180,
            48,
            42,
            55
        ],
        [
            55,
            51,
            59,
            162,
            114,
            205
        ],
        [
            7256,
            2640,
            4616,
            7256,
            2640,
            4616
        ],
        [
            0,
            0,
            0,
            74.861343,
            151.611343,
            74.861343
        ],
        [
            0,
            0,
            0,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -56360,
            434442,
            -143133,
            -646931,
            -152411,
            -579281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7746,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1595592000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243220038,
    "expiration_time": 1764253008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)