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Trade: LRC/USDT/120/KCB/VWMA/1607

Strategy
LRC/USDT/120/KCB/VWMA/1607
Pair
LRC_USDT
Interval
2h
Score
587715
Daily Profit
0.549368
Profit Factor
2.476578
Profitability
49.367089
Streak
0.000000
Best Strategy
Training Data Length
1945.580000
Evaluation Time
2025-10-10 14:38
Expiration Time
2025-12-19 12:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1068839.979 903131.3532 165708.6258 2909027.4255 -1183630.2809 4092657.7064
Total P&L (%) 1068.84 903.1314 165.7086 2909.0274 -1183.6303 4092.6577
Avg Daily Profit (%) 0.5494 0.4642 0.0852 0.1751 0 0.1922
Buy And Hold Return (%) 10.7788 10.7788 10.7788 10.7788 10.7788 10.7788
Max Trade Drawdown -96913 -107729 -81824 -2577750 -3535857 -1245484
Profit Factor 2.4766 3.255 1.5124 1.213 0.8532 1.7316
Total Trades 158 79 79 158 79 79
Winning Trades 78 33 45 78 33 45
Losing Trades 80 46 34 80 46 34
Profitability (%) 49.3671 41.7722 56.962 49.3671 41.7722 56.962
Ratio Avg Win / Avg Loss 2.5401 4.5373 1.1427 1.2441 1.1893 1.3083
Largest Winning Trade 701646 701646 51987 1985632 1985632 1276960
Largest Losing Trade -33772 -32007 -33772 -1240497 -823057 -1240497
Avg Bars in Trades 145 168 123 145 168 123
Avg Bars in Winners 170 212 140 170 212 140
Avg Bars in Losers 121 137 100 121 137 100
Bars Traded 23064 13339 9725 23064 13339 9725
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 587715 -13639 -103639 286530 -609269 -15635
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23347,
    "evaluation_days": 1945.58,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593244800000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760096331961,
    "expiration_time": 1766141942400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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": [
        [
            1068839.9789566402,
            903131.3531581596,
            165708.6257984816,
            2909027.4254913125,
            -1183630.2808882918,
            4092657.706379607
        ],
        [
            1068.839979,
            903.131353,
            165.708626,
            2909.027425,
            -1183.630281,
            4092.657706
        ],
        [
            0.549368,
            0.464196,
            0.085172,
            0.175124,
            0,
            0.192205
        ],
        [
            10.778816,
            10.778816,
            10.778816,
            10.778816,
            10.778816,
            10.778816
        ],
        [
            -96913,
            -107729,
            -81824,
            -2577750,
            -3535857,
            -1245484
        ],
        [
            2.476578,
            3.255045,
            1.512444,
            1.213026,
            0.85317,
            1.731553
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            78,
            33,
            45,
            78,
            33,
            45
        ],
        [
            80,
            46,
            34,
            80,
            46,
            34
        ],
        [
            49.367089,
            41.772152,
            56.962025,
            49.367089,
            41.772152,
            56.962025
        ],
        [
            2.54008,
            4.537336,
            1.142736,
            1.24413,
            1.189267,
            1.308285
        ],
        [
            701646,
            701646,
            51987,
            1985632,
            1985632,
            1276960
        ],
        [
            -33772,
            -32007,
            -33772,
            -1240497,
            -823057,
            -1240497
        ],
        [
            145,
            168,
            123,
            145,
            168,
            123
        ],
        [
            170,
            212,
            140,
            170,
            212,
            140
        ],
        [
            121,
            137,
            100,
            121,
            137,
            100
        ],
        [
            23064,
            13339,
            9725,
            23064,
            13339,
            9725
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            587715,
            -13639,
            -103639,
            286530,
            -609269,
            -15635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23347,
    "evaluation_days": 1945.58,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593244800000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760096331961,
    "expiration_time": 1766141942400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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)