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Trade: LRC/USDT/720/VWAP/BBL/5923

Strategy
LRC/USDT/720/VWAP/BBL/5923
Pair
LRC_USDT
Interval
12h
Score
527621
Daily Profit
0.297029
Profit Factor
1.968204
Profitability
70.992366
Streak
16.365281
Best Strategy
Training Data Length
1946.000000
Evaluation Time
2025-10-09 23:46
Expiration Time
2025-12-06 23:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -409819.7706 124498.4641 -534318.2347 32005651.8879 9101688.7466 22903963.1413
Total P&L (%) -409.8198 124.4985 -534.3182 32005.6519 9101.6887 22903.9631
Avg Daily Profit (%) -0.2106 0.064 -0.2746 0.297 0.2326 0.2798
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -812315 -51443 -824469 -10100946 -5658705 -7775530
Profit Factor 0.665 1.7752 0.4972 1.9682 1.6782 2.1664
Total Trades 131 66 65 131 66 65
Winning Trades 103 48 55 93 42 51
Losing Trades 28 18 10 38 24 14
Profitability (%) 78.626 72.7273 84.6154 70.9924 63.6364 78.4615
Ratio Avg Win / Avg Loss 0.1808 0.6657 0.0904 0.8042 0.959 0.5947
Largest Winning Trade 48832 22293 48832 3739425 2385016 3739425
Largest Losing Trade -752567 -36763 -752567 -5517168 -2277866 -5517168
Avg Bars in Trades 27 7 48 27 7 48
Avg Bars in Winners 17 4 29 20 3 34
Avg Bars in Losers 64 17 150 45 14 98
Bars Traded 3636 509 3127 3636 509 3127
Profit Streak 16.3653 112.8653 16.3653 16.3653 112.8653 16.3653
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574682 -226518 -707545 527621 -112063 -117351
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3892,
    "evaluation_days": 1946,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042760292,
    "expiration_time": 1765055232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 1.47547
        }
    }
}
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": [
        [
            -409819.7706019239,
            124498.4640987497,
            -534318.2347006733,
            32005651.88790994,
            9101688.74656754,
            22903963.1413424
        ],
        [
            -409.819771,
            124.498464,
            -534.318235,
            32005.651888,
            9101.688747,
            22903.963141
        ],
        [
            -0.210596,
            0.063977,
            -0.274573,
            0.297029,
            0.232643,
            0.279849
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -812315,
            -51443,
            -824469,
            -10100946,
            -5658705,
            -7775530
        ],
        [
            0.66496,
            1.775155,
            0.497153,
            1.968204,
            1.678202,
            2.166403
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            103,
            48,
            55,
            93,
            42,
            51
        ],
        [
            28,
            18,
            10,
            38,
            24,
            14
        ],
        [
            78.625954,
            72.727273,
            84.615385,
            70.992366,
            63.636364,
            78.461538
        ],
        [
            0.180766,
            0.665683,
            0.090391,
            0.804212,
            0.958973,
            0.594699
        ],
        [
            48832,
            22293,
            48832,
            3739425,
            2385016,
            3739425
        ],
        [
            -752567,
            -36763,
            -752567,
            -5517168,
            -2277866,
            -5517168
        ],
        [
            27,
            7,
            48,
            27,
            7,
            48
        ],
        [
            17,
            4,
            29,
            20,
            3,
            34
        ],
        [
            64,
            17,
            150,
            45,
            14,
            98
        ],
        [
            3636,
            509,
            3127,
            3636,
            509,
            3127
        ],
        [
            16.365281,
            112.865281,
            16.365281,
            16.365281,
            112.865281,
            16.365281
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574682,
            -226518,
            -707545,
            527621,
            -112063,
            -117351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3892,
    "evaluation_days": 1946,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042760292,
    "expiration_time": 1765055232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 1.47547
        }
    }
}

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)