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Trade: LRC/USDT/120/VWMA/MIDPOINT/4981

Strategy
LRC/USDT/120/VWMA/MIDPOINT/4981
Pair
LRC_USDT
Interval
2h
Score
341911
Daily Profit
0.297982
Profit Factor
1.649646
Profitability
41.317365
Streak
0.000000
Best Strategy
Training Data Length
1936.170000
Evaluation Time
2025-10-01 05:08
Expiration Time
2025-12-09 18:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 576943.6998 495352.7288 81590.971 479374.6445 470594.0429 8780.6016
Total P&L (%) 576.9437 495.3527 81.591 479.3746 470.594 8.7806
Avg Daily Profit (%) 0.298 0.2558 0.0421 0.0908 0.09 0.0043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168367 -73117 -171983 -638310 -240315 -512912
Profit Factor 1.6496 2.2498 1.1659 1.1624 1.3541 1.0054
Total Trades 167 84 83 167 84 83
Winning Trades 69 29 40 69 29 40
Losing Trades 98 55 43 98 55 43
Profitability (%) 41.3174 34.5238 48.1928 41.3174 34.5238 48.1928
Ratio Avg Win / Avg Loss 2.343 4.2668 1.2534 1.6509 2.5681 1.0808
Largest Winning Trade 152225 152225 50381 300949 300949 299524
Largest Losing Trade -45555 -30552 -45555 -354959 -144930 -354959
Avg Bars in Trades 136 104 167 136 104 167
Avg Bars in Winners 221 175 255 221 175 255
Avg Bars in Losers 75 67 86 75 67 86
Bars Traded 22733 8799 13934 22733 8799 13934
Profit Streak 0 0 30.5059 0 0 30.5059
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341911 217179 -175126 -115078 -77647 -567860
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23234,
    "evaluation_days": 1936.17,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593741600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759284506702,
    "expiration_time": 1765299052800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 107,
            "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": [
        [
            576943.6998108452,
            495352.7288356751,
            81590.9709751704,
            479374.644496232,
            470594.0428732053,
            8780.6016230267
        ],
        [
            576.9437,
            495.352729,
            81.590971,
            479.374644,
            470.594043,
            8.780602
        ],
        [
            0.297982,
            0.255842,
            0.04214,
            0.090776,
            0.089986,
            0.004347
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168367,
            -73117,
            -171983,
            -638310,
            -240315,
            -512912
        ],
        [
            1.649646,
            2.249788,
            1.165923,
            1.162374,
            1.354107,
            1.005409
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            69,
            29,
            40,
            69,
            29,
            40
        ],
        [
            98,
            55,
            43,
            98,
            55,
            43
        ],
        [
            41.317365,
            34.52381,
            48.192771,
            41.317365,
            34.52381,
            48.192771
        ],
        [
            2.342975,
            4.266839,
            1.253367,
            1.650907,
            2.568134,
            1.080815
        ],
        [
            152225,
            152225,
            50381,
            300949,
            300949,
            299524
        ],
        [
            -45555,
            -30552,
            -45555,
            -354959,
            -144930,
            -354959
        ],
        [
            136,
            104,
            167,
            136,
            104,
            167
        ],
        [
            221,
            175,
            255,
            221,
            175,
            255
        ],
        [
            75,
            67,
            86,
            75,
            67,
            86
        ],
        [
            22733,
            8799,
            13934,
            22733,
            8799,
            13934
        ],
        [
            0,
            0,
            30.505864,
            0,
            0,
            30.505865
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341911,
            217179,
            -175126,
            -115078,
            -77647,
            -567860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23234,
    "evaluation_days": 1936.17,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593741600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759284506702,
    "expiration_time": 1765299052800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 107,
            "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)