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Trade: LRC/USDT/360/KCU/VWAP/7206

Strategy
LRC/USDT/360/KCU/VWAP/7206
Pair
LRC_USDT
Interval
6h
Score
323974
Daily Profit
0.208588
Profit Factor
3.687174
Profitability
35.000000
Streak
0.000000
Best Strategy
Training Data Length
1936.250000
Evaluation Time
2025-09-30 15:07
Expiration Time
2025-11-27 10:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439143.0316 403877.5647 35265.4669 186309.2314 78498.1625 107811.069
Total P&L (%) 439.143 403.8776 35.2655 186.3092 78.4982 107.8111
Avg Daily Profit (%) 0.2268 0.2086 0.0182 0.0543 0.0299 0.0378
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74922 -35438 -98970 -257494 -108516 -182457
Profit Factor 1.9249 3.6872 1.1087 1.2197 1.2535 1.2002
Total Trades 80 40 40 80 40 40
Winning Trades 23 14 9 23 14 9
Losing Trades 57 26 31 57 26 31
Profitability (%) 28.75 35 22.5 28.75 35 22.5
Ratio Avg Win / Avg Loss 4.7704 6.8476 3.8188 3.0226 2.328 4.134
Largest Winning Trade 339209 339209 67339 205608 122449 205608
Largest Losing Trade -31560 -21020 -31560 -95239 -46511 -95239
Avg Bars in Trades 91 26 155 91 26 155
Avg Bars in Winners 255 63 554 255 63 554
Avg Bars in Losers 24 6 40 24 6 40
Bars Traded 7299 1069 6230 7299 1069 6230
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 -25559 323974 -311847 -156710 -157517 -182647
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7745,
    "evaluation_days": 1936.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759234046662,
    "expiration_time": 1764230760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            439143.0315567933,
            403877.5646918448,
            35265.4668649486,
            186309.2314378313,
            78498.16248288,
            107811.0689549514
        ],
        [
            439.143032,
            403.877565,
            35.265467,
            186.309231,
            78.498162,
            107.811069
        ],
        [
            0.226801,
            0.208588,
            0.018213,
            0.054342,
            0.029929,
            0.037784
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74922,
            -35438,
            -98970,
            -257494,
            -108516,
            -182457
        ],
        [
            1.924878,
            3.687174,
            1.108672,
            1.219657,
            1.253514,
            1.200191
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            28.75,
            35,
            22.5,
            28.75,
            35,
            22.5
        ],
        [
            4.77035,
            6.847608,
            3.818758,
            3.022628,
            2.327954,
            4.13399
        ],
        [
            339209,
            339209,
            67339,
            205608,
            122449,
            205608
        ],
        [
            -31560,
            -21020,
            -31560,
            -95239,
            -46511,
            -95239
        ],
        [
            91,
            26,
            155,
            91,
            26,
            155
        ],
        [
            255,
            63,
            554,
            255,
            63,
            554
        ],
        [
            24,
            6,
            40,
            24,
            6,
            40
        ],
        [
            7299,
            1069,
            6230,
            7299,
            1069,
            6230
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25559,
            323974,
            -311847,
            -156710,
            -157517,
            -182647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7745,
    "evaluation_days": 1936.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759234046662,
    "expiration_time": 1764230760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)