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Trade: LRC/USDT/360/VWMA/HMA/2639

Strategy
LRC/USDT/360/VWMA/HMA/2639
Pair
LRC_USDT
Interval
6h
Score
336433
Daily Profit
0.290838
Profit Factor
2.016269
Profitability
40.909091
Streak
0.000000
Best Strategy
Training Data Length
1939.000000
Evaluation Time
2025-10-03 07:59
Expiration Time
2025-11-30 06:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 563934.4943 433811.4223 130123.072 1595355.5961 127820.6518 1467534.9444
Total P&L (%) 563.9345 433.8114 130.1231 1595.3556 127.8207 1467.5349
Avg Daily Profit (%) 0.2908 0.2237 0.0671 0.1461 0.0425 0.142
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88448 -60590 -98890 -1247137 -940593 -822628
Profit Factor 2.0163 2.8396 1.4078 1.3119 1.0482 1.5961
Total Trades 88 44 44 88 44 44
Winning Trades 36 17 19 36 17 19
Losing Trades 52 27 25 52 27 25
Profitability (%) 40.9091 38.6364 43.1818 40.9091 38.6364 43.1818
Ratio Avg Win / Avg Loss 2.9124 4.5099 1.8524 1.8949 1.6647 2.1002
Largest Winning Trade 117176 117176 60215 607724 563634 607724
Largest Losing Trade -43350 -25750 -43350 -596712 -421456 -596712
Avg Bars in Trades 85 58 111 85 58 111
Avg Bars in Winners 150 92 203 150 92 203
Avg Bars in Losers 39 37 41 39 37 41
Bars Traded 7480 2575 4905 7480 2575 4905
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 336433 319810 -104068 12769 -306974 -2599
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7756,
    "evaluation_days": 1939,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1595160000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759467540577,
    "expiration_time": 1764475488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "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": [
        [
            563934.4943035741,
            433811.4222835037,
            130123.0720200702,
            1595355.5961144143,
            127820.6517584713,
            1467534.9443559428
        ],
        [
            563.934494,
            433.811422,
            130.123072,
            1595.355596,
            127.820652,
            1467.534944
        ],
        [
            0.290838,
            0.223729,
            0.067108,
            0.146083,
            0.042474,
            0.142034
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88448,
            -60590,
            -98890,
            -1247137,
            -940593,
            -822628
        ],
        [
            2.016269,
            2.839592,
            1.407798,
            1.311852,
            1.048161,
            1.596144
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            40.909091,
            38.636364,
            43.181818,
            40.909091,
            38.636364,
            43.181818
        ],
        [
            2.912389,
            4.50994,
            1.852366,
            1.894897,
            1.664726,
            2.10019
        ],
        [
            117176,
            117176,
            60215,
            607724,
            563634,
            607724
        ],
        [
            -43350,
            -25750,
            -43350,
            -596712,
            -421456,
            -596712
        ],
        [
            85,
            58,
            111,
            85,
            58,
            111
        ],
        [
            150,
            92,
            203,
            150,
            92,
            203
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            7480,
            2575,
            4905,
            7480,
            2575,
            4905
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336433,
            319810,
            -104068,
            12769,
            -306974,
            -2599
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7756,
    "evaluation_days": 1939,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1595160000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759467540577,
    "expiration_time": 1764475488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "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)