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Trade: LRC/USDT/480/SSF/ALMA/3975

Strategy
LRC/USDT/480/SSF/ALMA/3975
Pair
LRC_USDT
Interval
8h
Score
420174
Daily Profit
0.239207
Profit Factor
2.824670
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1936.000000
Evaluation Time
2025-09-30 11:18
Expiration Time
2025-11-27 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 488826.9323 463104.4729 25722.4594 -380795.3058 153595.1324 -534390.4383
Total P&L (%) 488.8269 463.1045 25.7225 -380.7953 153.5951 -534.3904
Avg Daily Profit (%) 0.2525 0.2392 0.0133 0 0.0481 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149450 -78818 -147990 -1016688 -413064 -724779
Profit Factor 1.8254 2.8247 1.076 0.8444 1.1458 0.6168
Total Trades 69 35 34 69 35 34
Winning Trades 32 16 16 37 19 18
Losing Trades 37 19 18 32 16 16
Profitability (%) 46.3768 45.7143 47.0588 53.6232 54.2857 52.9412
Ratio Avg Win / Avg Loss 2.1106 3.3543 1.2105 0.7303 0.9649 0.5483
Largest Winning Trade 404802 404802 60059 287134 287134 232461
Largest Losing Trade -132038 -33662 -132038 -299666 -299666 -224440
Avg Bars in Trades 81 64 98 81 64 98
Avg Bars in Winners 104 81 126 65 54 77
Avg Bars in Losers 61 51 73 99 77 122
Bars Traded 5615 2271 3344 5615 2271 3344
Profit Streak 0 0 30.3465 23.0132 27.6799 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96153 420174 -315663 -685761 -189402 -580413
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5808,
    "evaluation_days": 1936,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592985600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220339451,
    "expiration_time": 1764208512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 37,
            "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": [
        [
            488826.9322811663,
            463104.4729169736,
            25722.4593641927,
            -380795.3058016543,
            153595.1324485967,
            -534390.438250251
        ],
        [
            488.826932,
            463.104473,
            25.722459,
            -380.795306,
            153.595132,
            -534.390438
        ],
        [
            0.252493,
            0.239207,
            0.013286,
            0,
            0.048078,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149450,
            -78818,
            -147990,
            -1016688,
            -413064,
            -724779
        ],
        [
            1.825396,
            2.82467,
            1.076005,
            0.844441,
            1.145825,
            0.616824
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            32,
            16,
            16,
            37,
            19,
            18
        ],
        [
            37,
            19,
            18,
            32,
            16,
            16
        ],
        [
            46.376812,
            45.714286,
            47.058824,
            53.623188,
            54.285714,
            52.941176
        ],
        [
            2.110615,
            3.354295,
            1.210506,
            0.730328,
            0.964905,
            0.548288
        ],
        [
            404802,
            404802,
            60059,
            287134,
            287134,
            232461
        ],
        [
            -132038,
            -33662,
            -132038,
            -299666,
            -299666,
            -224440
        ],
        [
            81,
            64,
            98,
            81,
            64,
            98
        ],
        [
            104,
            81,
            126,
            65,
            54,
            77
        ],
        [
            61,
            51,
            73,
            99,
            77,
            122
        ],
        [
            5615,
            2271,
            3344,
            5615,
            2271,
            3344
        ],
        [
            0,
            0,
            30.346521,
            23.013188,
            27.679855,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96153,
            420174,
            -315663,
            -685761,
            -189402,
            -580413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5808,
    "evaluation_days": 1936,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592985600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220339451,
    "expiration_time": 1764208512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 37,
            "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)