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Trade: LRC/USDT/120/BBL/VWMA/2157

Strategy
LRC/USDT/120/BBL/VWMA/2157
Pair
LRC_USDT
Interval
2h
Score
348047
Daily Profit
0.170522
Profit Factor
1.417535
Profitability
55.932203
Streak
69.860997
Best Strategy
Training Data Length
1934.750000
Evaluation Time
2025-09-29 17:39
Expiration Time
2025-12-08 07:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190478.6705 329917.778 -139439.1075 -94381.0326 213121.7276 -307502.7602
Total P&L (%) 190.4787 329.9178 -139.4391 -94.381 213.1217 -307.5028
Avg Daily Profit (%) 0.0985 0.1705 -0.0721 -0.1487 0.059 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -423701 -291595 -213205 -710588 -636797 -353478
Profit Factor 1.1528 1.4175 0.6947 0.9543 1.1598 0.5801
Total Trades 237 118 119 237 118 119
Winning Trades 124 66 58 124 66 58
Losing Trades 113 52 61 113 52 61
Profitability (%) 52.3207 55.9322 48.7395 52.3207 55.9322 48.7395
Ratio Avg Win / Avg Loss 1.0505 1.1168 0.7306 0.8697 0.9138 0.6101
Largest Winning Trade 190116 190116 21825 326436 326436 81831
Largest Losing Trade -63825 -63825 -38336 -404188 -404188 -257616
Avg Bars in Trades 95 169 21 95 169 21
Avg Bars in Winners 75 122 21 75 122 21
Avg Bars in Losers 117 229 21 117 229 21
Bars Traded 22620 20041 2579 22620 20041 2579
Profit Streak 0 69.861 0 0 69.861 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112485 348047 -581228 -579236 -159060 -581228
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23217,
    "evaluation_days": 1934.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592820000000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759156790147,
    "expiration_time": 1765172246400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 81,
            "offset": 0,
            "std": 1.32782
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "offset": 59
        }
    }
}
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": [
        [
            190478.6704940683,
            329917.7780018747,
            -139439.1075078062,
            -94381.0325752066,
            213121.7276472559,
            -307502.7602224622
        ],
        [
            190.47867,
            329.917778,
            -139.439108,
            -94.381033,
            213.121728,
            -307.50276
        ],
        [
            0.098451,
            0.170522,
            -0.072071,
            -0.148695,
            0.059013,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -423701,
            -291595,
            -213205,
            -710588,
            -636797,
            -353478
        ],
        [
            1.152763,
            1.417535,
            0.694704,
            0.954321,
            1.159781,
            0.58012
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            124,
            66,
            58,
            124,
            66,
            58
        ],
        [
            113,
            52,
            61,
            113,
            52,
            61
        ],
        [
            52.320675,
            55.932203,
            48.739496,
            52.320675,
            55.932203,
            48.739496
        ],
        [
            1.050502,
            1.116846,
            0.730637,
            0.869664,
            0.913767,
            0.610126
        ],
        [
            190116,
            190116,
            21825,
            326436,
            326436,
            81831
        ],
        [
            -63825,
            -63825,
            -38336,
            -404188,
            -404188,
            -257616
        ],
        [
            95,
            169,
            21,
            95,
            169,
            21
        ],
        [
            75,
            122,
            21,
            75,
            122,
            21
        ],
        [
            117,
            229,
            21,
            117,
            229,
            21
        ],
        [
            22620,
            20041,
            2579,
            22620,
            20041,
            2579
        ],
        [
            0,
            69.860997,
            0,
            0,
            69.860997,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112485,
            348047,
            -581228,
            -579236,
            -159060,
            -581228
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23217,
    "evaluation_days": 1934.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592820000000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759156790147,
    "expiration_time": 1765172246400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 81,
            "offset": 0,
            "std": 1.32782
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "offset": 59
        }
    }
}

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)