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Trade: LRC/USDT/360/VWMA/HILO/7761

Strategy
LRC/USDT/360/VWMA/HILO/7761
Pair
LRC_USDT
Interval
6h
Score
335810
Daily Profit
0.245203
Profit Factor
1.400992
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1930.500000
Evaluation Time
2025-09-27 11:26
Expiration Time
2025-11-21 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473364.3988 469391.3566 3973.0422 -2012085.303 -297223.6902 -1714861.6128
Total P&L (%) 473.3644 469.3914 3.973 -2012.0853 -297.2237 -1714.8616
Avg Daily Profit (%) 0.2452 0.2431 0.0021 0 0 0
Buy And Hold Return (%) 17.679 17.679 17.679 17.679 17.679 17.679
Max Trade Drawdown -195926 -99044 -220879 -2765494 -804488 -2171001
Profit Factor 1.401 2.0002 1.0056 0.7234 0.8978 0.6074
Total Trades 231 116 115 231 116 115
Winning Trades 112 46 66 127 72 55
Losing Trades 119 70 49 104 44 60
Profitability (%) 48.4848 39.6552 57.3913 54.9784 62.069 47.8261
Ratio Avg Win / Avg Loss 1.4886 3.0438 0.7466 0.5924 0.5486 0.6626
Largest Winning Trade 139299 139299 54270 444952 198290 444952
Largest Losing Trade -195926 -29392 -195926 -503575 -392281 -503575
Avg Bars in Trades 32 19 45 32 19 45
Avg Bars in Winners 44 29 55 25 16 38
Avg Bars in Losers 21 13 31 40 25 52
Bars Traded 7542 2315 5227 7542 2315 5227
Profit Streak 0 0 0 33.102 42.102 33.102
Trades During Streak 0 0 0 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335810 280777 -571178 -577474 -577758 -581330
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593432000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961610226,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "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": [
        [
            473364.398784118,
            469391.3566160074,
            3973.0421681103,
            -2012085.3029974427,
            -297223.6901819807,
            -1714861.6128154611
        ],
        [
            473.364399,
            469.391357,
            3.973042,
            -2012.085303,
            -297.22369,
            -1714.861613
        ],
        [
            0.245203,
            0.243145,
            0.002058,
            0,
            0,
            0
        ],
        [
            17.679032,
            17.679032,
            17.679032,
            17.679032,
            17.679032,
            17.679032
        ],
        [
            -195926,
            -99044,
            -220879,
            -2765494,
            -804488,
            -2171001
        ],
        [
            1.400992,
            2.000198,
            1.005587,
            0.723426,
            0.897766,
            0.60738
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            112,
            46,
            66,
            127,
            72,
            55
        ],
        [
            119,
            70,
            49,
            104,
            44,
            60
        ],
        [
            48.484848,
            39.655172,
            57.391304,
            54.978355,
            62.068966,
            47.826087
        ],
        [
            1.488554,
            3.04378,
            0.746572,
            0.592412,
            0.548635,
            0.662596
        ],
        [
            139299,
            139299,
            54270,
            444952,
            198290,
            444952
        ],
        [
            -195926,
            -29392,
            -195926,
            -503575,
            -392281,
            -503575
        ],
        [
            32,
            19,
            45,
            32,
            19,
            45
        ],
        [
            44,
            29,
            55,
            25,
            16,
            38
        ],
        [
            21,
            13,
            31,
            40,
            25,
            52
        ],
        [
            7542,
            2315,
            5227,
            7542,
            2315,
            5227
        ],
        [
            0,
            0,
            0,
            33.10197,
            42.10197,
            33.10197
        ],
        [
            0,
            0,
            0,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335810,
            280777,
            -571178,
            -577474,
            -577758,
            -581330
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593432000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961610226,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "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)