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Trade: LRC/USDT/480/VWMA/HWMA/4530

Strategy
LRC/USDT/480/VWMA/HWMA/4530
Pair
LRC_USDT
Interval
8h
Score
320975
Daily Profit
0.332298
Profit Factor
1.918010
Profitability
39.166667
Streak
0.000000
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 641667.5634 527158.8108 114508.7526 1080518.0551 384005.6126 696512.4425
Total P&L (%) 641.6676 527.1588 114.5088 1080.5181 384.0056 696.5124
Avg Daily Profit (%) 0.3323 0.273 0.0593 0.1279 0.0817 0.1075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105651 -82700 -82046 -448510 -345153 -198480
Profit Factor 1.918 2.6288 1.3051 1.4432 1.2852 1.638
Total Trades 120 60 60 120 60 60
Winning Trades 47 19 28 47 19 28
Losing Trades 73 41 32 73 41 32
Profitability (%) 39.1667 31.6667 46.6667 39.1667 31.6667 46.6667
Ratio Avg Win / Avg Loss 2.979 5.6726 1.4915 2.2415 2.7734 1.8719
Largest Winning Trade 259155 259155 56135 384276 384276 301181
Largest Losing Trade -44998 -31614 -44998 -143973 -125921 -143973
Avg Bars in Trades 46 33 60 46 33 60
Avg Bars in Winners 89 69 103 89 69 103
Avg Bars in Losers 18 16 22 18 16 22
Bars Traded 5606 1992 3614 5606 1992 3614
Profit Streak 0 0 25.3745 0 0 25.3745
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320975 -162912 -283558 -23655 -259360 -215863

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5793,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1594684800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758790756500,
    "expiration_time": 1763763552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            641667.5633922698,
            527158.810755396,
            114508.7526368738,
            1080518.0550861154,
            384005.6126272895,
            696512.4424588259
        ],
        [
            641.667563,
            527.158811,
            114.508753,
            1080.518055,
            384.005613,
            696.512442
        ],
        [
            0.332298,
            0.272998,
            0.0593,
            0.127919,
            0.081697,
            0.107519
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105651,
            -82700,
            -82046,
            -448510,
            -345153,
            -198480
        ],
        [
            1.91801,
            2.628751,
            1.305098,
            1.443175,
            1.285222,
            1.637955
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            47,
            19,
            28,
            47,
            19,
            28
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            39.166667,
            31.666667,
            46.666667,
            39.166667,
            31.666667,
            46.666667
        ],
        [
            2.979037,
            5.672568,
            1.49154,
            2.241528,
            2.773374,
            1.871949
        ],
        [
            259155,
            259155,
            56135,
            384276,
            384276,
            301181
        ],
        [
            -44998,
            -31614,
            -44998,
            -143973,
            -125921,
            -143973
        ],
        [
            46,
            33,
            60,
            46,
            33,
            60
        ],
        [
            89,
            69,
            103,
            89,
            69,
            103
        ],
        [
            18,
            16,
            22,
            18,
            16,
            22
        ],
        [
            5606,
            1992,
            3614,
            5606,
            1992,
            3614
        ],
        [
            0,
            0,
            25.374496,
            0,
            0,
            25.374497
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320975,
            -162912,
            -283558,
            -23655,
            -259360,
            -215863
        ]
    ]
}
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": 1594684800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758790756500,
    "expiration_time": 1763763552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)