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Trade: LRC/USDT/120/KCB/VWMA/5009

Strategy
LRC/USDT/120/KCB/VWMA/5009
Pair
LRC_USDT
Interval
2h
Score
534702
Daily Profit
0.458522
Profit Factor
1.811388
Profitability
49.790795
Streak
0.000000
Best Strategy
Training Data Length
1938.080000
Evaluation Time
2025-10-03 02:55
Expiration Time
2025-12-11 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 888652.0176 795513.5455 93138.4721 529964.2281 17078.1695 512886.0586
Total P&L (%) 888.652 795.5135 93.1385 529.9642 17.0782 512.8861
Avg Daily Profit (%) 0.4585 0.4105 0.0481 0.095 0.0081 0.0936
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143233 -136090 -76558 -769076 -657536 -313120
Profit Factor 1.8114 2.2892 1.1948 1.1533 1.0083 1.3659
Total Trades 239 120 119 239 120 119
Winning Trades 119 54 65 119 54 65
Losing Trades 120 66 54 120 66 54
Profitability (%) 49.7908 45 54.6218 49.7908 45 54.6218
Ratio Avg Win / Avg Loss 1.8266 2.7979 0.9926 1.163 1.2324 1.1347
Largest Winning Trade 503629 503629 43570 476015 476015 230669
Largest Losing Trade -57092 -38508 -57092 -310577 -145185 -310577
Avg Bars in Trades 96 117 74 96 117 74
Avg Bars in Winners 112 136 91 112 136 91
Avg Bars in Losers 80 102 54 80 102 54
Bars Traded 23016 14103 8913 23016 14103 8913
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 534702 432544 -136308 -116422 -404360 -66755
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23257,
    "evaluation_days": 1938.08,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592877600000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759449337336,
    "expiration_time": 1765470614400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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": [
        [
            888652.0175821029,
            795513.545488813,
            93138.4720932901,
            529964.228113269,
            17078.1694681124,
            512886.0586451564
        ],
        [
            888.652018,
            795.513545,
            93.138472,
            529.964228,
            17.078169,
            512.886059
        ],
        [
            0.458522,
            0.410465,
            0.048057,
            0.09501,
            0.008136,
            0.09359
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143233,
            -136090,
            -76558,
            -769076,
            -657536,
            -313120
        ],
        [
            1.811388,
            2.289231,
            1.194777,
            1.153314,
            1.008311,
            1.365875
        ],
        [
            239,
            120,
            119,
            239,
            120,
            119
        ],
        [
            119,
            54,
            65,
            119,
            54,
            65
        ],
        [
            120,
            66,
            54,
            120,
            66,
            54
        ],
        [
            49.790795,
            45,
            54.621849,
            49.790795,
            45,
            54.621849
        ],
        [
            1.82661,
            2.797949,
            0.992584,
            1.163006,
            1.23238,
            1.134727
        ],
        [
            503629,
            503629,
            43570,
            476015,
            476015,
            230669
        ],
        [
            -57092,
            -38508,
            -57092,
            -310577,
            -145185,
            -310577
        ],
        [
            96,
            117,
            74,
            96,
            117,
            74
        ],
        [
            112,
            136,
            91,
            112,
            136,
            91
        ],
        [
            80,
            102,
            54,
            80,
            102,
            54
        ],
        [
            23016,
            14103,
            8913,
            23016,
            14103,
            8913
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            534702,
            432544,
            -136308,
            -116422,
            -404360,
            -66755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23257,
    "evaluation_days": 1938.08,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592877600000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759449337336,
    "expiration_time": 1765470614400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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)