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Trade: LRC/USDT/720/PWMA/VWMA/9728

Strategy
LRC/USDT/720/PWMA/VWMA/9728
Pair
LRC_USDT
Interval
12h
Score
351831
Daily Profit
0.172559
Profit Factor
1.828337
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1943.000000
Evaluation Time
2025-10-06 16:31
Expiration Time
2025-12-03 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 142567.4733 335281.4583 -192713.985 -99831.9106 -583.7239 -99248.1867
Total P&L (%) 142.5675 335.2815 -192.714 -99.8319 -0.5837 -99.2482
Avg Daily Profit (%) 0.0734 0.1726 -0.0992 -0.3283 -0.0003 -0.2514
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -294061 -227387 -154681 -12896 -7851 -10444
Profit Factor 1.174 1.8283 0.5352 0.1562 0.9568 0.0529
Total Trades 73 36 37 73 36 37
Winning Trades 40 17 23 40 17 23
Losing Trades 33 19 14 33 19 14
Profitability (%) 54.7945 47.2222 62.1622 54.7945 47.2222 62.1622
Ratio Avg Win / Avg Loss 0.9685 2.0434 0.3258 0.1289 1.0694 0.0322
Largest Winning Trade 507782 507782 32935 6038 6038 1347
Largest Losing Trade -91289 -58745 -91289 -91289 -3891 -91289
Avg Bars in Trades 51 72 30 51 72 30
Avg Bars in Winners 38 56 24 38 56 24
Avg Bars in Losers 66 85 40 66 85 40
Bars Traded 3738 2593 1145 3738 2593 1145
Profit Streak 17.0633 0 149.0633 17.0633 0 149.0633
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -200580 351831 -577783 -655585 -579915 -577505
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3886,
    "evaluation_days": 1943,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759757471927,
    "expiration_time": 1764788256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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": [
        [
            142567.4733077674,
            335281.4583238249,
            -192713.9850160578,
            -99831.9105750631,
            -583.723907687,
            -99248.1866673761
        ],
        [
            142.567473,
            335.281458,
            -192.713985,
            -99.831911,
            -0.583724,
            -99.248187
        ],
        [
            0.073375,
            0.172559,
            -0.099184,
            -0.328252,
            -0.000301,
            -0.251379
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -294061,
            -227387,
            -154681,
            -12896,
            -7851,
            -10444
        ],
        [
            1.173995,
            1.828337,
            0.535194,
            0.156248,
            0.956841,
            0.052921
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            54.794521,
            47.222222,
            62.162162,
            54.794521,
            47.222222,
            62.162162
        ],
        [
            0.968546,
            2.043436,
            0.32577,
            0.128905,
            1.069411,
            0.032213
        ],
        [
            507782,
            507782,
            32935,
            6038,
            6038,
            1347
        ],
        [
            -91289,
            -58745,
            -91289,
            -91289,
            -3891,
            -91289
        ],
        [
            51,
            72,
            30,
            51,
            72,
            30
        ],
        [
            38,
            56,
            24,
            38,
            56,
            24
        ],
        [
            66,
            85,
            40,
            66,
            85,
            40
        ],
        [
            3738,
            2593,
            1145,
            3738,
            2593,
            1145
        ],
        [
            17.063332,
            0,
            149.063332,
            17.063332,
            0,
            149.063332
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -200580,
            351831,
            -577783,
            -655585,
            -579915,
            -577505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3886,
    "evaluation_days": 1943,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759757471927,
    "expiration_time": 1764788256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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)