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Trade: LRC/USDT/720/KCL/VWMA/3241

Strategy
LRC/USDT/720/KCL/VWMA/3241
Pair
LRC_USDT
Interval
12h
Score
545249
Daily Profit
0.265761
Profit Factor
2.568581
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
1941.500000
Evaluation Time
2025-10-05 12:29
Expiration Time
2025-12-02 07:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 444347.6513 515975.929 -71628.2777 -84876.9029 -21814.8898 -63062.0131
Total P&L (%) 444.3477 515.9759 -71.6283 -84.8769 -21.8149 -63.062
Avg Daily Profit (%) 0.2289 0.2658 -0.0369 -0.0972 -0.0127 -0.0513
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170180 -138417 -127681 -726461 -682645 -258795
Profit Factor 1.786 2.5686 0.697 0.9406 0.9781 0.8548
Total Trades 80 40 40 80 40 40
Winning Trades 46 25 21 46 25 21
Losing Trades 34 15 19 34 15 19
Profitability (%) 57.5 62.5 52.5 57.5 62.5 52.5
Ratio Avg Win / Avg Loss 1.3201 1.5411 0.6306 0.6952 0.5868 0.7734
Largest Winning Trade 489906 489906 27338 368165 368165 116396
Largest Losing Trade -86866 -86866 -55946 -644189 -644189 -98930
Avg Bars in Trades 45 86 3 45 86 3
Avg Bars in Winners 18 30 3 18 30 3
Avg Bars in Losers 82 180 4 82 180 4
Bars Traded 3631 3472 159 3631 3472 159
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 -12383 545249 -580147 -603305 -579129 -580147
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3883,
    "evaluation_days": 1941.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596758400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759656570414,
    "expiration_time": 1764654768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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": [
        [
            444347.6512579661,
            515975.928980516,
            -71628.2777225501,
            -84876.9028980682,
            -21814.8897622631,
            -63062.013135805
        ],
        [
            444.347651,
            515.975929,
            -71.628278,
            -84.876903,
            -21.81489,
            -63.062013
        ],
        [
            0.228868,
            0.265761,
            -0.036893,
            -0.097246,
            -0.012674,
            -0.051284
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170180,
            -138417,
            -127681,
            -726461,
            -682645,
            -258795
        ],
        [
            1.785954,
            2.568581,
            0.697025,
            0.940599,
            0.978065,
            0.854825
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            57.5,
            62.5,
            52.5,
            57.5,
            62.5,
            52.5
        ],
        [
            1.320053,
            1.541149,
            0.630642,
            0.695226,
            0.586839,
            0.773413
        ],
        [
            489906,
            489906,
            27338,
            368165,
            368165,
            116396
        ],
        [
            -86866,
            -86866,
            -55946,
            -644189,
            -644189,
            -98930
        ],
        [
            45,
            86,
            3,
            45,
            86,
            3
        ],
        [
            18,
            30,
            3,
            18,
            30,
            3
        ],
        [
            82,
            180,
            4,
            82,
            180,
            4
        ],
        [
            3631,
            3472,
            159,
            3631,
            3472,
            159
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12383,
            545249,
            -580147,
            -603305,
            -579129,
            -580147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3883,
    "evaluation_days": 1941.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596758400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759656570414,
    "expiration_time": 1764654768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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)