← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: LRC/USDT/480/SSF/VWMA/5264

Strategy
LRC/USDT/480/SSF/VWMA/5264
Pair
LRC_USDT
Interval
8h
Score
309491
Daily Profit
0.275073
Profit Factor
1.372252
Profitability
39.759036
Streak
7.089513
Best Strategy
Training Data Length
1935.000000
Evaluation Time
2025-09-29 05:08
Expiration Time
2025-11-26 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 532266.5048 644193.3086 -111926.8039 -91851.504 116673.1792 -208524.6832
Total P&L (%) 532.2665 644.1933 -111.9268 -91.8515 116.6732 -208.5247
Avg Daily Profit (%) 0.2751 0.3329 -0.0578 -0.1295 0.04 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -299604 -171299 -229564 -236459 -142506 -202479
Profit Factor 1.3723 1.7573 0.8068 0.8622 1.3237 0.3191
Total Trades 249 124 125 249 124 125
Winning Trades 99 41 58 99 41 58
Losing Trades 150 83 67 150 83 67
Profitability (%) 39.759 33.0645 46.4 39.759 33.0645 46.4
Ratio Avg Win / Avg Loss 2.0792 3.5574 0.9319 1.3064 2.6798 0.3686
Largest Winning Trade 526972 526972 29436 126777 126777 19436
Largest Losing Trade -64546 -58645 -64546 -46023 -45923 -46023
Avg Bars in Trades 23 30 15 23 30 15
Avg Bars in Winners 30 45 20 30 45 20
Avg Bars in Losers 18 23 11 18 23 11
Bars Traded 5759 3827 1932 5759 3827 1932
Profit Streak 7.0895 0 10.7562 7.0895 0 10.7562
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309491 205006 -581476 -580830 -144986 -581476
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5805,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592870400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111733947,
    "expiration_time": 1764119520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 55,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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": [
        [
            532266.5047534809,
            644193.3086200327,
            -111926.8038665515,
            -91851.5040259559,
            116673.1792134383,
            -208524.6832393941
        ],
        [
            532.266505,
            644.193309,
            -111.926804,
            -91.851504,
            116.673179,
            -208.524683
        ],
        [
            0.275073,
            0.332916,
            -0.057843,
            -0.129494,
            0.039968,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -299604,
            -171299,
            -229564,
            -236459,
            -142506,
            -202479
        ],
        [
            1.372252,
            1.75728,
            0.806753,
            0.862215,
            1.323743,
            0.319081
        ],
        [
            249,
            124,
            125,
            249,
            124,
            125
        ],
        [
            99,
            41,
            58,
            99,
            41,
            58
        ],
        [
            150,
            83,
            67,
            150,
            83,
            67
        ],
        [
            39.759036,
            33.064516,
            46.4,
            39.759036,
            33.064516,
            46.4
        ],
        [
            2.079169,
            3.557421,
            0.931938,
            1.306386,
            2.679772,
            0.368594
        ],
        [
            526972,
            526972,
            29436,
            126777,
            126777,
            19436
        ],
        [
            -64546,
            -58645,
            -64546,
            -46023,
            -45923,
            -46023
        ],
        [
            23,
            30,
            15,
            23,
            30,
            15
        ],
        [
            30,
            45,
            20,
            30,
            45,
            20
        ],
        [
            18,
            23,
            11,
            18,
            23,
            11
        ],
        [
            5759,
            3827,
            1932,
            5759,
            3827,
            1932
        ],
        [
            7.089513,
            0,
            10.75618,
            7.089513,
            0,
            10.75618
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309491,
            205006,
            -581476,
            -580830,
            -144986,
            -581476
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5805,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592870400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111733947,
    "expiration_time": 1764119520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 55,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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)