← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LRC/USDT/360/SSF/VWMA/9186

Strategy
LRC/USDT/360/SSF/VWMA/9186
Pair
LRC_USDT
Interval
6h
Score
456071
Daily Profit
0.484085
Profit Factor
2.497575
Profitability
42.718447
Streak
0.000000
Best Strategy
Training Data Length
1941.250000
Evaluation Time
2025-10-05 11:52
Expiration Time
2025-12-02 13:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 939729.2137 790534.5498 149194.6638 1916794.0463 -352343.8849 2269137.9313
Total P&L (%) 939.7292 790.5346 149.1947 1916.794 -352.3439 2269.1379
Avg Daily Profit (%) 0.4841 0.4072 0.0769 0.1549 0 0.1632
Buy And Hold Return (%) 16.2312 16.2312 16.2312 16.2312 16.2312 16.2312
Max Trade Drawdown -114974 -126627 -34477 -1096126 -1707497 -917364
Profit Factor 2.4976 3.0022 1.6412 1.305 0.9123 2.0006
Total Trades 103 52 51 103 52 51
Winning Trades 44 18 26 44 18 26
Losing Trades 59 34 25 59 34 25
Profitability (%) 42.7184 34.6154 50.9804 42.7184 34.6154 50.9804
Ratio Avg Win / Avg Loss 3.349 5.6709 1.5781 1.7499 1.7232 1.9237
Largest Winning Trade 505957 505957 43405 970771 970771 681653
Largest Losing Trade -39596 -39596 -30630 -580172 -481801 -580172
Avg Bars in Trades 73 80 66 73 80 66
Avg Bars in Winners 101 116 90 101 116 90
Avg Bars in Losers 53 62 41 53 62 41
Bars Traded 7601 4208 3394 7601 4208 3394
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456071 -170494 -267153 227516 -764038 -168403
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7765,
    "evaluation_days": 1941.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759654370995,
    "expiration_time": 1764675720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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": [
        [
            939729.2136578842,
            790534.5498259123,
            149194.6638319719,
            1916794.0463426388,
            -352343.8849295671,
            2269137.9312722064
        ],
        [
            939.729214,
            790.53455,
            149.194664,
            1916.794046,
            -352.343885,
            2269.137931
        ],
        [
            0.484085,
            0.40723,
            0.076855,
            0.15487,
            0,
            0.163178
        ],
        [
            16.231175,
            16.231175,
            16.231175,
            16.231175,
            16.231175,
            16.231175
        ],
        [
            -114974,
            -126627,
            -34477,
            -1096126,
            -1707497,
            -917364
        ],
        [
            2.497575,
            3.002243,
            1.641211,
            1.304998,
            0.912283,
            2.000596
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            59,
            34,
            25,
            59,
            34,
            25
        ],
        [
            42.718447,
            34.615385,
            50.980392,
            42.718447,
            34.615385,
            50.980392
        ],
        [
            3.349021,
            5.670904,
            1.578088,
            1.749884,
            1.723201,
            1.92365
        ],
        [
            505957,
            505957,
            43405,
            970771,
            970771,
            681653
        ],
        [
            -39596,
            -39596,
            -30630,
            -580172,
            -481801,
            -580172
        ],
        [
            73,
            80,
            66,
            73,
            80,
            66
        ],
        [
            101,
            116,
            90,
            101,
            116,
            90
        ],
        [
            53,
            62,
            41,
            53,
            62,
            41
        ],
        [
            7601,
            4208,
            3394,
            7601,
            4208,
            3394
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456071,
            -170494,
            -267153,
            227516,
            -764038,
            -168403
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7765,
    "evaluation_days": 1941.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759654370995,
    "expiration_time": 1764675720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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)