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Trade: LRC/USDT/360/VWAP/KCB/2267

Strategy
LRC/USDT/360/VWAP/KCB/2267
Pair
LRC_USDT
Interval
6h
Score
526071
Daily Profit
0.166680
Profit Factor
2.524883
Profitability
63.095238
Streak
12.227542
Best Strategy
Training Data Length
1930.500000
Evaluation Time
2025-09-28 08:27
Expiration Time
2025-11-21 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -341936.8844 22630.3881 -364567.2725 76726.9813 -2313812.3598 2390539.3411
Total P&L (%) -341.9369 22.6304 -364.5673 76.727 -2313.8124 2390.5393
Avg Daily Profit (%) -0.1771 0.0117 -0.1888 0.0295 0 0.1667
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -587134 -198540 -500186 -2116225 -2452775 -847246
Profit Factor 0.6976 1.0615 0.522 1.0155 0.3162 2.5249
Total Trades 168 84 84 168 84 84
Winning Trades 139 68 71 101 48 53
Losing Trades 29 16 13 67 36 31
Profitability (%) 82.7381 80.9524 84.5238 60.119 57.1429 63.0952
Ratio Avg Win / Avg Loss 0.1455 0.2498 0.0956 0.6736 0.2372 1.4768
Largest Winning Trade 21325 21325 17233 2718830 519244 2718830
Largest Losing Trade -357582 -50210 -357582 -935091 -935091 -325356
Avg Bars in Trades 43 55 30 43 55 30
Avg Bars in Winners 13 12 13 20 20 19
Avg Bars in Losers 187 238 124 77 101 49
Bars Traded 7257 4673 2584 7257 4673 2584
Profit Streak 7.7275 0 12.2275 7.7275 0 12.2275
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574788 -332915 -574988 -355752 -580181 526071
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596888000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759037259615,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -341936.8844267828,
            22630.3880869614,
            -364567.2725137442,
            76726.9813053776,
            -2313812.3598395265,
            2390539.341144903
        ],
        [
            -341.936884,
            22.630388,
            -364.567273,
            76.726981,
            -2313.81236,
            2390.539341
        ],
        [
            -0.177123,
            0.011723,
            -0.188846,
            0.029501,
            0,
            0.16668
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -587134,
            -198540,
            -500186,
            -2116225,
            -2452775,
            -847246
        ],
        [
            0.69756,
            1.061509,
            0.52199,
            1.015495,
            0.316228,
            2.524883
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            139,
            68,
            71,
            101,
            48,
            53
        ],
        [
            29,
            16,
            13,
            67,
            36,
            31
        ],
        [
            82.738095,
            80.952381,
            84.52381,
            60.119048,
            57.142857,
            63.095238
        ],
        [
            0.145534,
            0.249767,
            0.095576,
            0.673645,
            0.237171,
            1.476818
        ],
        [
            21325,
            21325,
            17233,
            2718830,
            519244,
            2718830
        ],
        [
            -357582,
            -50210,
            -357582,
            -935091,
            -935091,
            -325356
        ],
        [
            43,
            55,
            30,
            43,
            55,
            30
        ],
        [
            13,
            12,
            13,
            20,
            20,
            19
        ],
        [
            187,
            238,
            124,
            77,
            101,
            49
        ],
        [
            7257,
            4673,
            2584,
            7257,
            4673,
            2584
        ],
        [
            7.727542,
            0,
            12.227542,
            7.727542,
            0,
            12.227542
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574788,
            -332915,
            -574988,
            -355752,
            -580181,
            526071
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596888000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759037259615,
    "expiration_time": 1763719056000,
    "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": 230,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)