← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LRC/USDT/240/MIDPRICE/VWMA/2818

Strategy
LRC/USDT/240/MIDPRICE/VWMA/2818
Pair
LRC_USDT
Interval
4h
Score
304468
Daily Profit
0.306101
Profit Factor
1.475245
Profitability
37.387387
Streak
36.676287
Best Strategy
Training Data Length
1940.170000
Evaluation Time
2025-10-04 15:13
Expiration Time
2025-12-01 14:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 593887.0489 584830.9277 9056.1212 28671.3639 571016.7528 -542345.3889
Total P&L (%) 593.887 584.8309 9.0561 28.6714 571.0168 -542.3454
Avg Daily Profit (%) 0.3061 0.3014 0.0047 0.013 0.0982 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138141 -131739 -109430 -749168 -385437 -654273
Profit Factor 1.4752 2.0392 1.0132 1.0106 1.5396 0.6717
Total Trades 222 111 111 222 111 111
Winning Trades 83 34 49 83 34 49
Losing Trades 139 77 62 139 77 62
Profitability (%) 37.3874 30.6306 44.1441 37.3874 30.6306 44.1441
Ratio Avg Win / Avg Loss 2.4706 4.6181 1.282 1.6924 3.4867 0.8499
Largest Winning Trade 312587 312587 52733 634311 634311 123927
Largest Losing Trade -56087 -31863 -56087 -469586 -68101 -469586
Avg Bars in Trades 51 44 59 51 44 59
Avg Bars in Winners 86 73 96 86 73 96
Avg Bars in Losers 30 32 29 30 32 29
Bars Traded 11500 4948 6552 11500 4948 6552
Profit Streak 36.6763 45.6763 36.6763 36.6763 45.6763 36.6763
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304468 199650 -560376 -389243 -66079 -582770
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11641,
    "evaluation_days": 1940.17,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592956800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759580031203,
    "expiration_time": 1764593712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "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": [
        [
            593887.0489296247,
            584830.9277406033,
            9056.1211890209,
            28671.3639329,
            571016.75279255,
            -542345.3888596494
        ],
        [
            593.887049,
            584.830928,
            9.056121,
            28.671364,
            571.016753,
            -542.345389
        ],
        [
            0.306101,
            0.301433,
            0.004668,
            0.012994,
            0.098164,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138141,
            -131739,
            -109430,
            -749168,
            -385437,
            -654273
        ],
        [
            1.475245,
            2.039169,
            1.013185,
            1.010578,
            1.53958,
            0.671723
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            83,
            34,
            49,
            83,
            34,
            49
        ],
        [
            139,
            77,
            62,
            139,
            77,
            62
        ],
        [
            37.387387,
            30.630631,
            44.144144,
            37.387387,
            30.630631,
            44.144144
        ],
        [
            2.470591,
            4.618118,
            1.281989,
            1.692414,
            3.486695,
            0.849935
        ],
        [
            312587,
            312587,
            52733,
            634311,
            634311,
            123927
        ],
        [
            -56087,
            -31863,
            -56087,
            -469586,
            -68101,
            -469586
        ],
        [
            51,
            44,
            59,
            51,
            44,
            59
        ],
        [
            86,
            73,
            96,
            86,
            73,
            96
        ],
        [
            30,
            32,
            29,
            30,
            32,
            29
        ],
        [
            11500,
            4948,
            6552,
            11500,
            4948,
            6552
        ],
        [
            36.676287,
            45.676287,
            36.676287,
            36.676287,
            45.676287,
            36.676287
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304468,
            199650,
            -560376,
            -389243,
            -66079,
            -582770
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11641,
    "evaluation_days": 1940.17,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592956800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759580031203,
    "expiration_time": 1764593712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "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)