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Trade: LRC/USDT/480/VWAP/KCL/8377

Strategy
LRC/USDT/480/VWAP/KCL/8377
Pair
LRC_USDT
Interval
8h
Score
536906
Daily Profit
0.198182
Profit Factor
1.858849
Profitability
87.058824
Streak
208.041239
Best Strategy
Training Data Length
1931.000000
Evaluation Time
2025-09-25 11:59
Expiration Time
2025-11-22 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -387602.0108 54392.1303 -441994.1411 4310521.4316 -164079.7739 4474601.2055
Total P&L (%) -387.602 54.3921 -441.9941 4310.5214 -164.0798 4474.6012
Avg Daily Profit (%) -0.2007 0.0282 -0.2289 0.1963 0 0.1982
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -685395 -77334 -699764 -3435112 -1471261 -2836737
Profit Factor 0.6552 1.3116 0.5346 1.4955 0.953 1.8588
Total Trades 171 86 85 171 86 85
Winning Trades 139 61 78 131 57 74
Losing Trades 32 25 7 40 29 11
Profitability (%) 81.2866 70.9302 91.7647 76.6082 66.2791 87.0588
Ratio Avg Win / Avg Loss 0.1508 0.5376 0.048 0.4566 0.4848 0.2763
Largest Winning Trade 26739 13969 26739 1803555 305363 1803555
Largest Losing Trade -619724 -27917 -619724 -2146399 -473951 -2146399
Avg Bars in Trades 30 13 47 30 13 47
Avg Bars in Winners 16 6 23 19 5 30
Avg Bars in Losers 93 32 310 65 28 162
Bars Traded 5208 1172 4036 5208 1172 4036
Profit Streak 93.3746 93.3746 208.0412 93.3746 93.3746 208.0412
Trades During Streak 8 4 14 8 4 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574022 -153455 -574178 487100 -577035 536906

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5793,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1595318400000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758790763033,
    "expiration_time": 1763763552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -387602.0107687954,
            54392.130283477,
            -441994.1410522727,
            4310521.431564033,
            -164079.773890271,
            4474601.205454303
        ],
        [
            -387.602011,
            54.39213,
            -441.994141,
            4310.521432,
            -164.079774,
            4474.601205
        ],
        [
            -0.200726,
            0.028168,
            -0.228894,
            0.196287,
            0,
            0.198182
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -685395,
            -77334,
            -699764,
            -3435112,
            -1471261,
            -2836737
        ],
        [
            0.655212,
            1.31163,
            0.534564,
            1.495516,
            0.952973,
            1.858849
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            139,
            61,
            78,
            131,
            57,
            74
        ],
        [
            32,
            25,
            7,
            40,
            29,
            11
        ],
        [
            81.28655,
            70.930233,
            91.764706,
            76.608187,
            66.27907,
            87.058824
        ],
        [
            0.15084,
            0.537553,
            0.047974,
            0.456646,
            0.484846,
            0.276315
        ],
        [
            26739,
            13969,
            26739,
            1803555,
            305363,
            1803555
        ],
        [
            -619724,
            -27917,
            -619724,
            -2146399,
            -473951,
            -2146399
        ],
        [
            30,
            13,
            47,
            30,
            13,
            47
        ],
        [
            16,
            6,
            23,
            19,
            5,
            30
        ],
        [
            93,
            32,
            310,
            65,
            28,
            162
        ],
        [
            5208,
            1172,
            4036,
            5208,
            1172,
            4036
        ],
        [
            93.374572,
            93.374572,
            208.041239,
            93.374572,
            93.374572,
            208.041239
        ],
        [
            8,
            4,
            14,
            8,
            4,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574022,
            -153455,
            -574178,
            487100,
            -577035,
            536906
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5793,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1595318400000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758790763033,
    "expiration_time": 1763763552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)