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Trade: LRC/USDT/360/VWAP/KCB/3335

Strategy
LRC/USDT/360/VWAP/KCB/3335
Pair
LRC_USDT
Interval
6h
Score
550733
Daily Profit
0.156146
Profit Factor
2.384522
Profitability
68.965517
Streak
21.495994
Best Strategy
Training Data Length
1943.250000
Evaluation Time
2025-10-07 14:54
Expiration Time
2025-12-04 15:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -323808.3065 23181.7858 -346990.0922 84618.1912 -1889108.1802 1973726.3714
Total P&L (%) -323.8083 23.1818 -346.9901 84.6182 -1889.1082 1973.7264
Avg Daily Profit (%) -0.1666 0.0119 -0.1786 0.0316 0 0.1561
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -563290 -188071 -490097 -1733576 -2040635 -794690
Profit Factor 0.7084 1.0626 0.5314 1.0196 0.3457 2.3845
Total Trades 174 87 87 174 87 87
Winning Trades 145 70 75 111 51 60
Losing Trades 29 17 12 63 36 27
Profitability (%) 83.3333 80.4598 86.2069 63.7931 58.6207 68.9655
Ratio Avg Win / Avg Loss 0.1417 0.2581 0.085 0.5787 0.244 1.073
Largest Winning Trade 21325 21325 17233 2244382 461947 2244382
Largest Losing Trade -343673 -50210 -343673 -721632 -721632 -343941
Avg Bars in Trades 41 54 29 41 54 29
Avg Bars in Winners 14 14 13 20 23 19
Avg Bars in Losers 180 215 130 78 97 53
Bars Traded 7301 4705 2596 7301 4705 2596
Profit Streak 5.496 0 21.496 5.496 0 21.496
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574669 -331059 -574540 -347936 -579982 550733
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7773,
    "evaluation_days": 1943.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1597039200000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759838053849,
    "expiration_time": 1764853704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 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": [
        [
            -323808.3064575339,
            23181.7857665869,
            -346990.0922241209,
            84618.1912106577,
            -1889108.1802189052,
            1973726.3714295637
        ],
        [
            -323.808306,
            23.181786,
            -346.990092,
            84.618191,
            -1889.10818,
            1973.726371
        ],
        [
            -0.166632,
            0.011929,
            -0.178562,
            0.031556,
            0,
            0.156146
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -563290,
            -188071,
            -490097,
            -1733576,
            -2040635,
            -794690
        ],
        [
            0.708396,
            1.062648,
            0.531352,
            1.019621,
            0.345675,
            2.384522
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            145,
            70,
            75,
            111,
            51,
            60
        ],
        [
            29,
            17,
            12,
            63,
            36,
            27
        ],
        [
            83.333333,
            80.45977,
            86.206897,
            63.793103,
            58.62069,
            68.965517
        ],
        [
            0.141679,
            0.258072,
            0.085016,
            0.578704,
            0.244006,
            1.073035
        ],
        [
            21325,
            21325,
            17233,
            2244382,
            461947,
            2244382
        ],
        [
            -343673,
            -50210,
            -343673,
            -721632,
            -721632,
            -343941
        ],
        [
            41,
            54,
            29,
            41,
            54,
            29
        ],
        [
            14,
            14,
            13,
            20,
            23,
            19
        ],
        [
            180,
            215,
            130,
            78,
            97,
            53
        ],
        [
            7301,
            4705,
            2596,
            7301,
            4705,
            2596
        ],
        [
            5.495994,
            0,
            21.495994,
            5.495994,
            0,
            21.495994
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574669,
            -331059,
            -574540,
            -347936,
            -579982,
            550733
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7773,
    "evaluation_days": 1943.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1597039200000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759838053849,
    "expiration_time": 1764853704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 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)