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Trade: LRC/USDT/120/RMA/VWMA/9335

Strategy
LRC/USDT/120/RMA/VWMA/9335
Pair
LRC_USDT
Interval
2h
Score
559115
Daily Profit
0.455699
Profit Factor
2.224999
Profitability
46.820809
Streak
90.344468
Best Strategy
Training Data Length
1945.670000
Evaluation Time
2025-10-10 17:16
Expiration Time
2025-12-19 15:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 886639.2885 737380.9531 149258.3354 2225554.3046 592727.1985 1632827.1061
Total P&L (%) 886.6393 737.381 149.2583 2225.5543 592.7272 1632.8271
Avg Daily Profit (%) 0.4557 0.379 0.0767 0.1619 0.0995 0.1467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101515 -120187 -63376 -1273070 -1400284 -417381
Profit Factor 2.225 2.7072 1.5114 1.4772 1.203 1.9362
Total Trades 173 86 87 173 86 87
Winning Trades 81 36 45 81 36 45
Losing Trades 92 50 42 92 50 42
Profitability (%) 46.8208 41.8605 51.7241 46.8208 41.8605 51.7241
Ratio Avg Win / Avg Loss 2.5272 3.76 1.4106 1.6778 1.6708 1.8071
Largest Winning Trade 446856 446856 50409 1040252 1040252 515626
Largest Losing Trade -28969 -28969 -24046 -343882 -302379 -343882
Avg Bars in Trades 134 135 132 134 135 132
Avg Bars in Winners 183 198 171 183 198 171
Avg Bars in Losers 90 90 90 90 90 90
Bars Traded 23207 11677 11529 23207 11677 11529
Profit Streak 90.3445 90.6778 90.3445 90.3445 90.6778 90.3445
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 559115 439302 -88284 398253 -61617 279309
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23348,
    "evaluation_days": 1945.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592632800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760105762040,
    "expiration_time": 1766149401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "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": [
        [
            886639.2885110013,
            737380.9530872119,
            149258.3354237892,
            2225554.304617687,
            592727.198523138,
            1632827.1060945494
        ],
        [
            886.639289,
            737.380953,
            149.258335,
            2225.554305,
            592.727199,
            1632.827106
        ],
        [
            0.455699,
            0.378986,
            0.076713,
            0.161851,
            0.099525,
            0.146707
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101515,
            -120187,
            -63376,
            -1273070,
            -1400284,
            -417381
        ],
        [
            2.224999,
            2.70722,
            1.511389,
            1.477156,
            1.202984,
            1.93618
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            81,
            36,
            45,
            81,
            36,
            45
        ],
        [
            92,
            50,
            42,
            92,
            50,
            42
        ],
        [
            46.820809,
            41.860465,
            51.724138,
            46.820809,
            41.860465,
            51.724138
        ],
        [
            2.52716,
            3.760028,
            1.41063,
            1.677757,
            1.670811,
            1.807101
        ],
        [
            446856,
            446856,
            50409,
            1040252,
            1040252,
            515626
        ],
        [
            -28969,
            -28969,
            -24046,
            -343882,
            -302379,
            -343882
        ],
        [
            134,
            135,
            132,
            134,
            135,
            132
        ],
        [
            183,
            198,
            171,
            183,
            198,
            171
        ],
        [
            90,
            90,
            90,
            90,
            90,
            90
        ],
        [
            23207,
            11677,
            11529,
            23207,
            11677,
            11529
        ],
        [
            90.344468,
            90.677801,
            90.344468,
            90.344468,
            90.677801,
            90.344468
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            559115,
            439302,
            -88284,
            398253,
            -61617,
            279309
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23348,
    "evaluation_days": 1945.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592632800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760105762040,
    "expiration_time": 1766149401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "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)