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Trade: LRC/USDT/360/VWMA/HILO/5585

Strategy
LRC/USDT/360/VWMA/HILO/5585
Pair
LRC_USDT
Interval
6h
Score
600292
Daily Profit
0.327810
Profit Factor
4.661537
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1945.500000
Evaluation Time
2025-10-09 19:29
Expiration Time
2025-12-06 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 811882.2551 637754.9474 174127.3078 -1838752.5023 -349294.9894 -1489457.5129
Total P&L (%) 811.8823 637.7549 174.1273 -1838.7525 -349.295 -1489.4575
Avg Daily Profit (%) 0.4173 0.3278 0.0895 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120216 -82768 -131579 -1948215 -540841 -1505070
Profit Factor 2.8778 4.6615 1.6744 0.478 0.7397 0.3169
Total Trades 72 36 36 72 36 36
Winning Trades 36 18 18 35 17 18
Losing Trades 36 18 18 37 19 18
Profitability (%) 50 50 50 48.6111 47.2222 50
Ratio Avg Win / Avg Loss 2.8778 4.6615 1.6744 0.5053 0.8268 0.3169
Largest Winning Trade 494691 494691 61053 181780 168456 181780
Largest Losing Trade -115541 -27820 -115541 -404424 -311838 -404424
Avg Bars in Trades 101 70 131 101 70 131
Avg Bars in Winners 150 92 208 52 45 58
Avg Bars in Losers 51 49 54 146 93 203
Bars Traded 7273 2551 4722 7273 2551 4722
Profit Streak 0 0 85.437 41.437 54.437 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68388 600292 -69741 -664545 -581298 -580780
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7782,
    "evaluation_days": 1945.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594900800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760027354615,
    "expiration_time": 1765053936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "offset": 112
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            811882.2551379795,
            637754.9473857523,
            174127.3077522272,
            -1838752.5023452295,
            -349294.9894350874,
            -1489457.512910142
        ],
        [
            811.882255,
            637.754947,
            174.127308,
            -1838.752502,
            -349.294989,
            -1489.457513
        ],
        [
            0.417313,
            0.32781,
            0.089503,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120216,
            -82768,
            -131579,
            -1948215,
            -540841,
            -1505070
        ],
        [
            2.877757,
            4.661537,
            1.674412,
            0.477985,
            0.739735,
            0.31687
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            36,
            18,
            18,
            35,
            17,
            18
        ],
        [
            36,
            18,
            18,
            37,
            19,
            18
        ],
        [
            50,
            50,
            50,
            48.611111,
            47.222222,
            50
        ],
        [
            2.877757,
            4.661537,
            1.674412,
            0.505299,
            0.826762,
            0.31687
        ],
        [
            494691,
            494691,
            61053,
            181780,
            168456,
            181780
        ],
        [
            -115541,
            -27820,
            -115541,
            -404424,
            -311838,
            -404424
        ],
        [
            101,
            70,
            131,
            101,
            70,
            131
        ],
        [
            150,
            92,
            208,
            52,
            45,
            58
        ],
        [
            51,
            49,
            54,
            146,
            93,
            203
        ],
        [
            7273,
            2551,
            4722,
            7273,
            2551,
            4722
        ],
        [
            0,
            0,
            85.436975,
            41.436975,
            54.436975,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68388,
            600292,
            -69741,
            -664545,
            -581298,
            -580780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7782,
    "evaluation_days": 1945.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594900800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760027354615,
    "expiration_time": 1765053936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "offset": 112
        }
    },
    "second_band": {
        "type": "hilo",
        "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)