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Trade: LRC/USDT/720/VWMA/DCM/6041

Strategy
LRC/USDT/720/VWMA/DCM/6041
Pair
LRC_USDT
Interval
12h
Score
304202
Daily Profit
0.202765
Profit Factor
1.578297
Profitability
44.047619
Streak
0.000000
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 391538.4686 402079.1232 -10540.6546 -58501.8509 -44616.6018 -13885.2491
Total P&L (%) 391.5385 402.0791 -10.5407 -58.5019 -44.6166 -13.8852
Avg Daily Profit (%) 0.2028 0.2082 -0.0055 -0.0455 -0.0306 -0.0077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169951 -115132 -138082 -97087 -116494 -67347
Profit Factor 1.5783 2.1751 0.9685 0.8466 0.7901 0.9177
Total Trades 84 42 42 84 42 42
Winning Trades 37 17 20 37 17 20
Losing Trades 47 25 22 47 25 22
Profitability (%) 44.0476 40.4762 47.619 44.0476 40.4762 47.619
Ratio Avg Win / Avg Loss 2.0049 3.1987 1.0654 1.0754 1.1619 1.0095
Largest Winning Trade 405533 405533 60301 46963 46963 35303
Largest Losing Trade -58705 -58705 -58207 -38349 -32278 -38349
Avg Bars in Trades 43 36 50 43 36 50
Avg Bars in Winners 57 47 66 57 47 66
Avg Bars in Losers 31 28 35 31 28 35
Bars Traded 3624 1518 2106 3624 1518 2106
Profit Streak 0 0 315.6512 0 0 315.6512
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304202 294089 -578627 -581201 -582771 -578627
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1595246400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030665159,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 36,
            "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": [
        [
            391538.4686265351,
            402079.1232116704,
            -10540.6545851351,
            -58501.8509227529,
            -44616.6018366874,
            -13885.2490860655
        ],
        [
            391.538469,
            402.079123,
            -10.540655,
            -58.501851,
            -44.616602,
            -13.885249
        ],
        [
            0.202765,
            0.208223,
            -0.005459,
            -0.045537,
            -0.030596,
            -0.007741
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169951,
            -115132,
            -138082,
            -97087,
            -116494,
            -67347
        ],
        [
            1.578297,
            2.175128,
            0.968526,
            0.846572,
            0.790108,
            0.917707
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            44.047619,
            40.47619,
            47.619048,
            44.047619,
            40.47619,
            47.619048
        ],
        [
            2.004864,
            3.198717,
            1.065378,
            1.075375,
            1.161924,
            1.009478
        ],
        [
            405533,
            405533,
            60301,
            46963,
            46963,
            35303
        ],
        [
            -58705,
            -58705,
            -58207,
            -38349,
            -32278,
            -38349
        ],
        [
            43,
            36,
            50,
            43,
            36,
            50
        ],
        [
            57,
            47,
            66,
            57,
            47,
            66
        ],
        [
            31,
            28,
            35,
            31,
            28,
            35
        ],
        [
            3624,
            1518,
            2106,
            3624,
            1518,
            2106
        ],
        [
            0,
            0,
            315.651217,
            0,
            0,
            315.651217
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304202,
            294089,
            -578627,
            -581201,
            -582771,
            -578627
        ]
    ]
}
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": 1595246400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030665159,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 36,
            "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)