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Trade: LRC/USDT/120/VWMA/SSF/7989

Strategy
LRC/USDT/120/VWMA/SSF/7989
Pair
LRC_USDT
Interval
2h
Score
406248
Daily Profit
0.279352
Profit Factor
1.466233
Profitability
48.241206
Streak
0.000000
Best Strategy
Training Data Length
1939.080000
Evaluation Time
2025-10-04 02:48
Expiration Time
2025-12-12 19:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 541685.162 514472.3854 27212.7766 -2689532.2335 -729392.0499 -1960140.1836
Total P&L (%) 541.6852 514.4724 27.2128 -2689.5322 -729.3921 -1960.1402
Avg Daily Profit (%) 0.2794 0.2653 0.014 0 0 0
Buy And Hold Return (%) 16.1734 16.1734 16.1734 16.1734 16.1734 16.1734
Max Trade Drawdown -219902 -127966 -282111 -3175463 -989770 -2459288
Profit Factor 1.4662 2.0312 1.041 0.6189 0.7662 0.5022
Total Trades 199 100 99 199 100 99
Winning Trades 96 40 56 97 56 41
Losing Trades 103 60 43 102 44 58
Profitability (%) 48.2412 40 56.5657 48.7437 56 41.4141
Ratio Avg Win / Avg Loss 1.5731 3.0469 0.7994 0.6508 0.602 0.7105
Largest Winning Trade 196721 196721 51432 373605 217850 373605
Largest Losing Trade -189368 -27173 -189368 -537853 -494897 -537853
Avg Bars in Trades 113 85 142 113 85 142
Avg Bars in Winners 142 103 170 101 82 127
Avg Bars in Losers 87 73 106 126 89 154
Bars Traded 22664 8520 14144 22664 8520 14144
Profit Streak 0 0 0 47.1586 47.1586 53.0753
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406248 298080 -359579 -579236 -579728 -583844
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23269,
    "evaluation_days": 1939.08,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593352800000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759535301726,
    "expiration_time": 1765560124800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "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": [
        [
            541685.1620355978,
            514472.385449786,
            27212.7765858117,
            -2689532.233520954,
            -729392.0498879005,
            -1960140.1836330534
        ],
        [
            541.685162,
            514.472385,
            27.212777,
            -2689.532234,
            -729.39205,
            -1960.140184
        ],
        [
            0.279352,
            0.265318,
            0.014034,
            0,
            0,
            0
        ],
        [
            16.173416,
            16.173416,
            16.173416,
            16.173416,
            16.173416,
            16.173416
        ],
        [
            -219902,
            -127966,
            -282111,
            -3175463,
            -989770,
            -2459288
        ],
        [
            1.466233,
            2.031235,
            1.041048,
            0.618925,
            0.766206,
            0.502242
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            96,
            40,
            56,
            97,
            56,
            41
        ],
        [
            103,
            60,
            43,
            102,
            44,
            58
        ],
        [
            48.241206,
            40,
            56.565657,
            48.743719,
            56,
            41.414141
        ],
        [
            1.573146,
            3.046853,
            0.799376,
            0.650828,
            0.602019,
            0.710488
        ],
        [
            196721,
            196721,
            51432,
            373605,
            217850,
            373605
        ],
        [
            -189368,
            -27173,
            -189368,
            -537853,
            -494897,
            -537853
        ],
        [
            113,
            85,
            142,
            113,
            85,
            142
        ],
        [
            142,
            103,
            170,
            101,
            82,
            127
        ],
        [
            87,
            73,
            106,
            126,
            89,
            154
        ],
        [
            22664,
            8520,
            14144,
            22664,
            8520,
            14144
        ],
        [
            0,
            0,
            0,
            47.158585,
            47.158585,
            53.075251
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406248,
            298080,
            -359579,
            -579236,
            -579728,
            -583844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23269,
    "evaluation_days": 1939.08,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593352800000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759535301726,
    "expiration_time": 1765560124800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "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)