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Trade: LRC/USDT/480/VWMA/MIDPRICE/2559

Strategy
LRC/USDT/480/VWMA/MIDPRICE/2559
Pair
LRC_USDT
Interval
8h
Score
310741
Daily Profit
0.168939
Profit Factor
2.047984
Profitability
41.935484
Streak
95.707883
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 367845.433 326220.9833 41624.4497 21462.5625 -191876.9927 213339.5552
Total P&L (%) 367.8454 326.221 41.6245 21.4626 -191.877 213.3396
Avg Daily Profit (%) 0.1905 0.1689 0.0216 0.0101 0 0.0592
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163110 -167842 -39240 -698142 -809970 -89173
Profit Factor 1.8356 2.048 1.3228 1.0166 0.817 1.8863
Total Trades 62 31 31 62 31 31
Winning Trades 30 13 17 30 13 17
Losing Trades 32 18 14 32 18 14
Profitability (%) 48.3871 41.9355 54.8387 48.3871 41.9355 54.8387
Ratio Avg Win / Avg Loss 1.958 2.8357 1.0894 1.0844 1.1313 1.5534
Largest Winning Trade 354474 354474 30028 520742 520742 98196
Largest Losing Trade -41047 -41047 -31067 -253762 -253762 -66208
Avg Bars in Trades 86 145 28 86 145 28
Avg Bars in Winners 89 157 37 89 157 37
Avg Bars in Losers 84 137 16 84 137 16
Bars Traded 5391 4515 876 5391 4515 876
Profit Streak 74.7079 95.7079 0 74.7079 95.7079 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147546 310741 -165054 -546081 -581728 -109475

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5793,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758790761076,
    "expiration_time": 1763763552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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": [
        [
            367845.4330151157,
            326220.9832894302,
            41624.4497256855,
            21462.5625430273,
            -191876.9927020027,
            213339.5552450298
        ],
        [
            367.845433,
            326.220983,
            41.62445,
            21.462563,
            -191.876993,
            213.339555
        ],
        [
            0.190495,
            0.168939,
            0.021556,
            0.01007,
            0,
            0.059164
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163110,
            -167842,
            -39240,
            -698142,
            -809970,
            -89173
        ],
        [
            1.835584,
            2.047984,
            1.322817,
            1.016644,
            0.817046,
            1.886315
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            48.387097,
            41.935484,
            54.83871,
            48.387097,
            41.935484,
            54.83871
        ],
        [
            1.957956,
            2.835671,
            1.089379,
            1.084421,
            1.131294,
            1.553436
        ],
        [
            354474,
            354474,
            30028,
            520742,
            520742,
            98196
        ],
        [
            -41047,
            -41047,
            -31067,
            -253762,
            -253762,
            -66208
        ],
        [
            86,
            145,
            28,
            86,
            145,
            28
        ],
        [
            89,
            157,
            37,
            89,
            157,
            37
        ],
        [
            84,
            137,
            16,
            84,
            137,
            16
        ],
        [
            5391,
            4515,
            876,
            5391,
            4515,
            876
        ],
        [
            74.707883,
            95.707883,
            0,
            74.707883,
            95.707883,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147546,
            310741,
            -165054,
            -546081,
            -581728,
            -109475
        ]
    ]
}
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": 1598889600000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758790761076,
    "expiration_time": 1763763552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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)