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Trade: LRC/USDT/360/VWMA/ALMA/6555

Strategy
LRC/USDT/360/VWMA/ALMA/6555
Pair
LRC_USDT
Interval
6h
Score
309406
Daily Profit
0.185561
Profit Factor
1.373044
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
1946.250000
Evaluation Time
2025-10-10 15:28
Expiration Time
2025-12-07 17:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361147.3125 370824.0528 -9676.7403 -172880.7751 42275.4709 -215156.246
Total P&L (%) 361.1473 370.8241 -9.6767 -172.8808 42.2755 -215.1562
Avg Daily Profit (%) 0.1856 0.1905 -0.005 0 0.0181 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173907 -101442 -267029 -307005 -117919 -237750
Profit Factor 1.373 1.9094 0.9827 0.7219 1.1831 0.4495
Total Trades 148 74 74 148 74 74
Winning Trades 76 33 43 69 42 27
Losing Trades 72 41 31 79 32 47
Profitability (%) 51.3514 44.5946 58.1081 46.6216 56.7568 36.4865
Ratio Avg Win / Avg Loss 1.3008 2.3723 0.7085 0.8265 0.9014 0.7824
Largest Winning Trade 134663 134663 49334 46787 46787 24265
Largest Losing Trade -157774 -31251 -157774 -113000 -65999 -113000
Avg Bars in Trades 50 34 67 50 34 67
Avg Bars in Winners 61 40 77 44 34 59
Avg Bars in Losers 40 28 55 56 33 72
Bars Traded 7542 2524 5018 7542 2524 5018
Profit Streak 0 0 0 43.2696 47.7696 43.2696
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309406 -55394 -643907 -580278 -253734 -649938
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7785,
    "evaluation_days": 1946.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594490400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760099293233,
    "expiration_time": 1765120680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 28,
            "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": [
        [
            361147.3125320828,
            370824.0527875408,
            -9676.740255458,
            -172880.7751178425,
            42275.470863024,
            -215156.2459808665
        ],
        [
            361.147313,
            370.824053,
            -9.67674,
            -172.880775,
            42.275471,
            -215.156246
        ],
        [
            0.185561,
            0.190533,
            -0.004972,
            0,
            0.018118,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173907,
            -101442,
            -267029,
            -307005,
            -117919,
            -237750
        ],
        [
            1.373044,
            1.909392,
            0.982731,
            0.721907,
            1.183131,
            0.449471
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            76,
            33,
            43,
            69,
            42,
            27
        ],
        [
            72,
            41,
            31,
            79,
            32,
            47
        ],
        [
            51.351351,
            44.594595,
            58.108108,
            46.621622,
            56.756757,
            36.486486
        ],
        [
            1.300778,
            2.372274,
            0.70848,
            0.826531,
            0.901433,
            0.782412
        ],
        [
            134663,
            134663,
            49334,
            46787,
            46787,
            24265
        ],
        [
            -157774,
            -31251,
            -157774,
            -113000,
            -65999,
            -113000
        ],
        [
            50,
            34,
            67,
            50,
            34,
            67
        ],
        [
            61,
            40,
            77,
            44,
            34,
            59
        ],
        [
            40,
            28,
            55,
            56,
            33,
            72
        ],
        [
            7542,
            2524,
            5018,
            7542,
            2524,
            5018
        ],
        [
            0,
            0,
            0,
            43.269598,
            47.769598,
            43.269598
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309406,
            -55394,
            -643907,
            -580278,
            -253734,
            -649938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7785,
    "evaluation_days": 1946.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594490400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760099293233,
    "expiration_time": 1765120680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 28,
            "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)