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Trade: LRC/USDT/720/SMA/VWMA/8874

Strategy
LRC/USDT/720/SMA/VWMA/8874
Pair
LRC_USDT
Interval
12h
Score
504594
Daily Profit
0.404760
Profit Factor
2.086698
Profitability
47.552448
Streak
45.651225
Best Strategy
Training Data Length
1931.000000
Evaluation Time
2025-09-28 06:37
Expiration Time
2025-11-21 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 781590.6888 672485.998 109104.6908 826460.5078 -206825.7797 1033286.2875
Total P&L (%) 781.5907 672.486 109.1047 826.4605 -206.8258 1033.2863
Avg Daily Profit (%) 0.4048 0.3483 0.0565 0.1154 0 0.1258
Buy And Hold Return (%) 18.7114 18.7114 18.7114 18.7114 18.7114 18.7114
Max Trade Drawdown -85417 -129626 -79051 -758597 -1197908 -365350
Profit Factor 2.0867 2.5982 1.3656 1.1893 0.9243 1.6322
Total Trades 143 72 71 143 72 71
Winning Trades 68 27 41 68 27 41
Losing Trades 75 45 30 75 45 30
Profitability (%) 47.5524 37.5 57.7465 47.5524 37.5 57.7465
Ratio Avg Win / Avg Loss 2.3015 4.3303 0.9992 1.3117 1.5405 1.1943
Largest Winning Trade 498653 498653 43405 673008 673008 337667
Largest Losing Trade -38654 -27127 -38654 -365350 -259336 -365350
Avg Bars in Trades 26 31 22 26 31 22
Avg Bars in Winners 32 44 24 32 44 24
Avg Bars in Losers 21 23 18 21 23 18
Bars Traded 3803 2234 1569 3803 2234 1569
Profit Streak 45.6512 86.1512 0 45.6512 86.1512 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504594 -69098 -204830 -50667 -661358 -108072
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593388800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030665833,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "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": [
        [
            781590.6888140631,
            672485.9980100864,
            109104.6908039767,
            826460.5078301646,
            -206825.7796534342,
            1033286.2874835988
        ],
        [
            781.590689,
            672.485998,
            109.104691,
            826.460508,
            -206.82578,
            1033.286287
        ],
        [
            0.40476,
            0.348258,
            0.056502,
            0.115354,
            0,
            0.125802
        ],
        [
            18.711446,
            18.711446,
            18.711446,
            18.711446,
            18.711446,
            18.711446
        ],
        [
            -85417,
            -129626,
            -79051,
            -758597,
            -1197908,
            -365350
        ],
        [
            2.086698,
            2.598181,
            1.365569,
            1.189257,
            0.924309,
            1.632224
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            68,
            27,
            41,
            68,
            27,
            41
        ],
        [
            75,
            45,
            30,
            75,
            45,
            30
        ],
        [
            47.552448,
            37.5,
            57.746479,
            47.552448,
            37.5,
            57.746479
        ],
        [
            2.301506,
            4.330301,
            0.999197,
            1.31168,
            1.540515,
            1.19431
        ],
        [
            498653,
            498653,
            43405,
            673008,
            673008,
            337667
        ],
        [
            -38654,
            -27127,
            -38654,
            -365350,
            -259336,
            -365350
        ],
        [
            26,
            31,
            22,
            26,
            31,
            22
        ],
        [
            32,
            44,
            24,
            32,
            44,
            24
        ],
        [
            21,
            23,
            18,
            21,
            23,
            18
        ],
        [
            3803,
            2234,
            1569,
            3803,
            2234,
            1569
        ],
        [
            45.651225,
            86.151225,
            0,
            45.651225,
            86.151225,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504594,
            -69098,
            -204830,
            -50667,
            -661358,
            -108072
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593388800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030665833,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "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)