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Trade: LRC/USDT/240/VWMA/HILO/9524

Strategy
LRC/USDT/240/VWMA/HILO/9524
Pair
LRC_USDT
Interval
4h
Score
306094
Daily Profit
0.249721
Profit Factor
1.658653
Profitability
42.142857
Streak
0.000000
Best Strategy
Training Data Length
1938.170000
Evaluation Time
2025-10-02 13:16
Expiration Time
2025-11-29 13:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484002.0955 408060.0874 75942.0081 -541104.7784 12572.8563 -553677.6347
Total P&L (%) 484.0021 408.0601 75.942 -541.1048 12.5729 -553.6776
Avg Daily Profit (%) 0.2497 0.2105 0.0392 0 0.0061 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186179 -60783 -178649 -751897 -240671 -673798
Profit Factor 1.6587 2.4227 1.1695 0.7077 1.0186 0.5292
Total Trades 140 70 70 140 70 70
Winning Trades 59 26 33 80 44 36
Losing Trades 81 44 37 60 26 34
Profitability (%) 42.1429 37.1429 47.1429 57.1429 62.8571 51.4286
Ratio Avg Win / Avg Loss 2.2771 4.1 1.3113 0.5308 0.6019 0.4998
Largest Winning Trade 127994 127994 54875 83169 78104 83169
Largest Losing Trade -116691 -20483 -116691 -171987 -139204 -171987
Avg Bars in Trades 80 50 110 80 50 110
Avg Bars in Winners 137 82 180 40 30 51
Avg Bars in Losers 38 31 47 133 82 172
Bars Traded 11248 3515 7733 11248 3515 7733
Profit Streak 0 0 28.2616 18.095 22.4283 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306094 -87131 -269192 -578917 -564071 -674773
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11629,
    "evaluation_days": 1938.17,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1594958400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759400205368,
    "expiration_time": 1764415728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            484002.0954939148,
            408060.0874080071,
            75942.0080859078,
            -541104.7784453495,
            12572.8562662896,
            -553677.634711639
        ],
        [
            484.002095,
            408.060087,
            75.942008,
            -541.104778,
            12.572856,
            -553.677635
        ],
        [
            0.249721,
            0.210539,
            0.039182,
            0,
            0.006111,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186179,
            -60783,
            -178649,
            -751897,
            -240671,
            -673798
        ],
        [
            1.658653,
            2.422702,
            1.169508,
            0.707715,
            1.018618,
            0.529182
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            59,
            26,
            33,
            80,
            44,
            36
        ],
        [
            81,
            44,
            37,
            60,
            26,
            34
        ],
        [
            42.142857,
            37.142857,
            47.142857,
            57.142857,
            62.857143,
            51.428571
        ],
        [
            2.277134,
            4.099956,
            1.311266,
            0.530787,
            0.601911,
            0.499783
        ],
        [
            127994,
            127994,
            54875,
            83169,
            78104,
            83169
        ],
        [
            -116691,
            -20483,
            -116691,
            -171987,
            -139204,
            -171987
        ],
        [
            80,
            50,
            110,
            80,
            50,
            110
        ],
        [
            137,
            82,
            180,
            40,
            30,
            51
        ],
        [
            38,
            31,
            47,
            133,
            82,
            172
        ],
        [
            11248,
            3515,
            7733,
            11248,
            3515,
            7733
        ],
        [
            0,
            0,
            28.261636,
            18.09497,
            22.428303,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306094,
            -87131,
            -269192,
            -578917,
            -564071,
            -674773
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11629,
    "evaluation_days": 1938.17,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1594958400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759400205368,
    "expiration_time": 1764415728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)