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Trade: LRC/USDT/120/VWMA/DEMA/8507

Strategy
LRC/USDT/120/VWMA/DEMA/8507
Pair
LRC_USDT
Interval
2h
Score
315322
Daily Profit
0.332162
Profit Factor
1.774473
Profitability
39.310345
Streak
0.000000
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-26 12:41
Expiration Time
2025-12-03 03:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 640989.6397 506555.7905 134433.8492 1359741.0325 677095.7209 682645.3115
Total P&L (%) 640.9896 506.5558 134.4338 1359.741 677.0957 682.6453
Avg Daily Profit (%) 0.3322 0.2625 0.0697 0.139 0.1063 0.1067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95530 -106010 -141754 -774289 -485469 -530699
Profit Factor 1.7745 2.5227 1.2716 1.3217 1.3622 1.2895
Total Trades 145 73 72 145 73 72
Winning Trades 57 22 35 57 22 35
Losing Trades 88 51 37 88 51 37
Profitability (%) 39.3103 30.137 48.6111 39.3103 30.137 48.6111
Ratio Avg Win / Avg Loss 2.7395 5.8481 1.3443 2.0405 3.1578 1.3632
Largest Winning Trade 108613 108613 53662 543106 543106 414811
Largest Losing Trade -54237 -16688 -54237 -406950 -183451 -406950
Avg Bars in Trades 154 102 207 154 102 207
Avg Bars in Winners 279 204 326 279 204 326
Avg Bars in Losers 73 58 94 73 58 94
Bars Traded 22405 7472 14933 22405 7472 14933
Profit Streak 0 0 75.9039 0 0 75.9039
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315322 -66301 -179451 -9478 -128753 -129574

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592956800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758879695392,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 136,
            "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": [
        [
            640989.6397370822,
            506555.7905218656,
            134433.8492152166,
            1359741.0324708126,
            677095.7209474319,
            682645.3115233802
        ],
        [
            640.98964,
            506.555791,
            134.433849,
            1359.741032,
            677.095721,
            682.645312
        ],
        [
            0.332162,
            0.262498,
            0.069664,
            0.139018,
            0.106308,
            0.106677
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95530,
            -106010,
            -141754,
            -774289,
            -485469,
            -530699
        ],
        [
            1.774473,
            2.522697,
            1.271596,
            1.321666,
            1.362178,
            1.289543
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            57,
            22,
            35,
            57,
            22,
            35
        ],
        [
            88,
            51,
            37,
            88,
            51,
            37
        ],
        [
            39.310345,
            30.136986,
            48.611111,
            39.310345,
            30.136986,
            48.611111
        ],
        [
            2.739537,
            5.848071,
            1.344259,
            2.040467,
            3.157776,
            1.363231
        ],
        [
            108613,
            108613,
            53662,
            543106,
            543106,
            414811
        ],
        [
            -54237,
            -16688,
            -54237,
            -406950,
            -183451,
            -406950
        ],
        [
            154,
            102,
            207,
            154,
            102,
            207
        ],
        [
            279,
            204,
            326,
            279,
            204,
            326
        ],
        [
            73,
            58,
            94,
            73,
            58,
            94
        ],
        [
            22405,
            7472,
            14933,
            22405,
            7472,
            14933
        ],
        [
            0,
            0,
            75.903882,
            0,
            0,
            75.903882
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315322,
            -66301,
            -179451,
            -9478,
            -128753,
            -129574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592956800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758879695392,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 136,
            "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)