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Trade: LRC/USDT/240/VWMA/KCU/6422

Strategy
LRC/USDT/240/VWMA/KCU/6422
Pair
LRC_USDT
Interval
4h
Score
619970
Daily Profit
0.183314
Profit Factor
4.175877
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
1947.670000
Evaluation Time
2025-10-12 00:45
Expiration Time
2025-12-09 08:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 204502.0711 289985.3149 -85483.2438 -336178.2876 3441310.5737 -3777488.8613
Total P&L (%) 204.5021 289.9853 -85.4832 -336.1783 3441.3106 -3777.4889
Avg Daily Profit (%) 0.105 0.1489 -0.0439 0 0.1833 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -313684 -132370 -213588 -3581741 -229285 -3948370
Profit Factor 1.3041 1.7402 0.6954 0.9362 4.1759 0.0974
Total Trades 67 33 34 67 33 34
Winning Trades 33 15 18 41 22 19
Losing Trades 34 18 16 26 11 15
Profitability (%) 49.2537 45.4545 52.9412 61.194 66.6667 55.8824
Ratio Avg Win / Avg Loss 1.3436 2.0882 0.6181 0.5937 2.0879 0.0769
Largest Winning Trade 168601 168601 41550 1012765 1012765 76781
Largest Losing Trade -213588 -67099 -213588 -3581741 -229285 -3581741
Avg Bars in Trades 163 276 53 163 276 53
Avg Bars in Winners 198 362 62 151 240 47
Avg Bars in Losers 129 204 43 182 346 61
Bars Traded 10933 9115 1818 10933 9115 1818
Profit Streak 0 102.2403 0 17.9069 0 120.9069
Trades During Streak 0 1 0 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -173989 280007 -580413 -699761 619970 -578680
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11686,
    "evaluation_days": 1947.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1595246400000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760219159324,
    "expiration_time": 1765261152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 176,
            "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": [
        [
            204502.071134874,
            289985.3149050077,
            -85483.2437701337,
            -336178.2876486329,
            3441310.573664863,
            -3777488.861313496
        ],
        [
            204.502071,
            289.985315,
            -85.483244,
            -336.178288,
            3441.310574,
            -3777.488861
        ],
        [
            0.104998,
            0.148888,
            -0.04389,
            0,
            0.183314,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -313684,
            -132370,
            -213588,
            -3581741,
            -229285,
            -3948370
        ],
        [
            1.304125,
            1.740162,
            0.695401,
            0.936192,
            4.175877,
            0.09737
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            33,
            15,
            18,
            41,
            22,
            19
        ],
        [
            34,
            18,
            16,
            26,
            11,
            15
        ],
        [
            49.253731,
            45.454545,
            52.941176,
            61.19403,
            66.666667,
            55.882353
        ],
        [
            1.343644,
            2.088195,
            0.618134,
            0.593682,
            2.087938,
            0.076871
        ],
        [
            168601,
            168601,
            41550,
            1012765,
            1012765,
            76781
        ],
        [
            -213588,
            -67099,
            -213588,
            -3581741,
            -229285,
            -3581741
        ],
        [
            163,
            276,
            53,
            163,
            276,
            53
        ],
        [
            198,
            362,
            62,
            151,
            240,
            47
        ],
        [
            129,
            204,
            43,
            182,
            346,
            61
        ],
        [
            10933,
            9115,
            1818,
            10933,
            9115,
            1818
        ],
        [
            0,
            102.24027,
            0,
            17.906937,
            0,
            120.906937
        ],
        [
            0,
            1,
            0,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173989,
            280007,
            -580413,
            -699761,
            619970,
            -578680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11686,
    "evaluation_days": 1947.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1595246400000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760219159324,
    "expiration_time": 1765261152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 176,
            "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)