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Trade: LRC/USDT/240/SUPERTREND/VWMA/2297

Strategy
LRC/USDT/240/SUPERTREND/VWMA/2297
Pair
LRC_USDT
Interval
4h
Score
428344
Daily Profit
0.262527
Profit Factor
1.283875
Profitability
49.218750
Streak
6.398340
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-26 04:33
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 506763.9588 500365.3742 6398.5846 17196.1944 307888.1092 -290691.9148
Total P&L (%) 506.764 500.3654 6.3986 17.1962 307.8881 -290.6919
Avg Daily Profit (%) 0.2625 0.2592 0.0033 0.0082 0.0729 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178519 -165637 -123650 -904139 -749719 -686651
Profit Factor 1.2839 1.4728 1.0088 1.0031 1.0944 0.8704
Total Trades 512 256 256 512 256 256
Winning Trades 252 115 137 252 115 137
Losing Trades 260 141 119 260 141 119
Profitability (%) 49.2188 44.9219 53.5156 49.2188 44.9219 53.5156
Ratio Avg Win / Avg Loss 1.3246 1.8058 0.8763 1.035 1.3418 0.7561
Largest Winning Trade 257976 257976 26126 383659 383659 128364
Largest Losing Trade -54160 -54160 -32151 -292686 -292686 -167046
Avg Bars in Trades 22 30 14 22 30 14
Avg Bars in Winners 22 31 13 22 31 13
Avg Bars in Losers 22 28 16 22 28 16
Bars Traded 11496 7682 3814 11496 7682 3814
Profit Streak 6.3983 0 8.2317 6.3983 0 8.2317
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428344 345736 -564484 -404354 -213594 -578587

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": 1592856000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850416599,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 4,
            "offset": 0,
            "multiplier": 3.38219
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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": [
        [
            506763.9587660051,
            500365.3741963308,
            6398.5845696735,
            17196.1944078733,
            307888.109216637,
            -290691.9148087635
        ],
        [
            506.763959,
            500.365374,
            6.398585,
            17.196194,
            307.888109,
            -290.691915
        ],
        [
            0.262527,
            0.259212,
            0.003315,
            0.008221,
            0.072855,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178519,
            -165637,
            -123650,
            -904139,
            -749719,
            -686651
        ],
        [
            1.283875,
            1.472803,
            1.008803,
            1.003123,
            1.094355,
            0.870439
        ],
        [
            512,
            256,
            256,
            512,
            256,
            256
        ],
        [
            252,
            115,
            137,
            252,
            115,
            137
        ],
        [
            260,
            141,
            119,
            260,
            141,
            119
        ],
        [
            49.21875,
            44.921875,
            53.515625,
            49.21875,
            44.921875,
            53.515625
        ],
        [
            1.324633,
            1.805785,
            0.876259,
            1.034968,
            1.341774,
            0.756074
        ],
        [
            257976,
            257976,
            26126,
            383659,
            383659,
            128364
        ],
        [
            -54160,
            -54160,
            -32151,
            -292686,
            -292686,
            -167046
        ],
        [
            22,
            30,
            14,
            22,
            30,
            14
        ],
        [
            22,
            31,
            13,
            22,
            31,
            13
        ],
        [
            22,
            28,
            16,
            22,
            28,
            16
        ],
        [
            11496,
            7682,
            3814,
            11496,
            7682,
            3814
        ],
        [
            6.39834,
            0,
            8.231673,
            6.39834,
            0,
            8.231674
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428344,
            345736,
            -564484,
            -404354,
            -213594,
            -578587
        ]
    ]
}
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": 1592856000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850416599,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 4,
            "offset": 0,
            "multiplier": 3.38219
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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)