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Trade: LRC/USDT/360/T3/VWMA/5010

Strategy
LRC/USDT/360/T3/VWMA/5010
Pair
LRC_USDT
Interval
6h
Score
341034
Daily Profit
0.326417
Profit Factor
2.899463
Profitability
36.585366
Streak
0.000000
Best Strategy
Training Data Length
1936.500000
Evaluation Time
2025-09-30 17:40
Expiration Time
2025-11-27 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 745420.4106 632106.0147 113314.396 979870.9037 -1070182.5371 2050053.4408
Total P&L (%) 745.4204 632.106 113.3144 979.8709 -1070.1825 2050.0534
Avg Daily Profit (%) 0.3849 0.3264 0.0585 0.1229 0 0.1586
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98916 -95029 -45171 -1914381 -2536310 -681372
Profit Factor 2.3409 2.8995 1.5078 1.1345 0.7791 1.8394
Total Trades 82 41 41 82 41 41
Winning Trades 30 15 15 30 15 15
Losing Trades 52 26 26 52 26 26
Profitability (%) 36.5854 36.5854 36.5854 36.5854 36.5854 36.5854
Ratio Avg Win / Avg Loss 4.0575 5.0257 2.6135 1.9664 1.3504 3.1882
Largest Winning Trade 384929 384929 47127 1184010 1184010 724074
Largest Losing Trade -33479 -33479 -27494 -832249 -832249 -454655
Avg Bars in Trades 91 93 89 91 93 89
Avg Bars in Winners 157 133 180 157 133 180
Avg Bars in Losers 53 71 36 53 71 36
Bars Traded 7506 3851 3655 7506 3851 3655
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 2953 341034 -117502 -113951 -584292 215737
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7746,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594382400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243211581,
    "expiration_time": 1764253008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 114,
            "offset": 0,
            "a": 0.74715
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "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": [
        [
            745420.4106156897,
            632106.0146503506,
            113314.3959653388,
            979870.9036870506,
            -1070182.5371164498,
            2050053.4408035
        ],
        [
            745.420411,
            632.106015,
            113.314396,
            979.870904,
            -1070.182537,
            2050.053441
        ],
        [
            0.384932,
            0.326417,
            0.058515,
            0.122948,
            0,
            0.15856
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98916,
            -95029,
            -45171,
            -1914381,
            -2536310,
            -681372
        ],
        [
            2.340865,
            2.899463,
            1.507809,
            1.134471,
            0.779091,
            1.83936
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            36.585366,
            36.585366,
            36.585366,
            36.585366,
            36.585366,
            36.585366
        ],
        [
            4.057499,
            5.025735,
            2.613536,
            1.966417,
            1.350425,
            3.188224
        ],
        [
            384929,
            384929,
            47127,
            1184010,
            1184010,
            724074
        ],
        [
            -33479,
            -33479,
            -27494,
            -832249,
            -832249,
            -454655
        ],
        [
            91,
            93,
            89,
            91,
            93,
            89
        ],
        [
            157,
            133,
            180,
            157,
            133,
            180
        ],
        [
            53,
            71,
            36,
            53,
            71,
            36
        ],
        [
            7506,
            3851,
            3655,
            7506,
            3851,
            3655
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            2953,
            341034,
            -117502,
            -113951,
            -584292,
            215737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7746,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594382400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243211581,
    "expiration_time": 1764253008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 114,
            "offset": 0,
            "a": 0.74715
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "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)