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Trade: LRC/USDT/240/SINWMA/VWMA/6133

Strategy
LRC/USDT/240/SINWMA/VWMA/6133
Pair
LRC_USDT
Interval
4h
Score
312194
Daily Profit
0.299738
Profit Factor
1.631504
Profitability
37.888199
Streak
47.157039
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-26 22:46
Expiration Time
2025-11-21 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 578592.6375 606102.5541 -27509.9166 -42131.8645 -414818.1222 372686.2577
Total P&L (%) 578.5926 606.1026 -27.5099 -42.1319 -414.8181 372.6863
Avg Daily Profit (%) 0.2997 0.314 -0.0143 -0.0283 0 0.0805
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172853 -159758 -70097 -1158479 -1314915 -253616
Profit Factor 1.6315 2.0341 0.9167 0.987 0.8259 1.4334
Total Trades 161 81 80 161 81 80
Winning Trades 61 29 32 61 29 32
Losing Trades 100 52 48 100 52 48
Profitability (%) 37.8882 35.8025 40 37.8882 35.8025 40
Ratio Avg Win / Avg Loss 2.6746 3.6473 1.375 1.618 1.4809 2.1502
Largest Winning Trade 502554 502554 37765 690155 690155 332055
Largest Losing Trade -37797 -37797 -24785 -440817 -440817 -173173
Avg Bars in Trades 71 88 53 71 88 53
Avg Bars in Winners 112 137 89 112 137 89
Avg Bars in Losers 45 61 28 45 61 28
Bars Traded 11433 7192 4241 11433 7192 4241
Profit Streak 47.157 83.657 0 47.157 83.657 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312194 -3236 -602458 -581307 -595225 -106810

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593720000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915968177,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "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": [
        [
            578592.6374774922,
            606102.5540637043,
            -27509.9165862124,
            -42131.8645100413,
            -414818.1222397486,
            372686.2577297072
        ],
        [
            578.592637,
            606.102554,
            -27.509917,
            -42.131865,
            -414.818122,
            372.686258
        ],
        [
            0.299738,
            0.313989,
            -0.014251,
            -0.028333,
            0,
            0.080499
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172853,
            -159758,
            -70097,
            -1158479,
            -1314915,
            -253616
        ],
        [
            1.631504,
            2.034062,
            0.916656,
            0.987006,
            0.82589,
            1.43344
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            100,
            52,
            48,
            100,
            52,
            48
        ],
        [
            37.888199,
            35.802469,
            40,
            37.888199,
            35.802469,
            40
        ],
        [
            2.674596,
            3.647284,
            1.374984,
            1.618042,
            1.480906,
            2.15016
        ],
        [
            502554,
            502554,
            37765,
            690155,
            690155,
            332055
        ],
        [
            -37797,
            -37797,
            -24785,
            -440817,
            -440817,
            -173173
        ],
        [
            71,
            88,
            53,
            71,
            88,
            53
        ],
        [
            112,
            137,
            89,
            112,
            137,
            89
        ],
        [
            45,
            61,
            28,
            45,
            61,
            28
        ],
        [
            11433,
            7192,
            4241,
            11433,
            7192,
            4241
        ],
        [
            47.157039,
            83.657039,
            0,
            47.157039,
            83.657039,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312194,
            -3236,
            -602458,
            -581307,
            -595225,
            -106810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593720000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915968177,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "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)