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Trade: LRC/USDT/120/VWMA/DCU/2661

Strategy
LRC/USDT/120/VWMA/DCU/2661
Pair
LRC_USDT
Interval
2h
Score
343789
Daily Profit
0.422858
Profit Factor
1.830235
Profitability
35.416667
Streak
21.656005
Best Strategy
Training Data Length
1936.330000
Evaluation Time
2025-10-01 08:44
Expiration Time
2025-12-09 22:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 818793.1621 731789.1027 87004.0594 585446.9051 -1068572.8068 1654019.7119
Total P&L (%) 818.7932 731.7891 87.0041 585.4469 -1068.5728 1654.0197
Avg Daily Profit (%) 0.4229 0.3779 0.0449 0.0995 0 0.148
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109886 -134352 -40865 -2078364 -3431349 -637322
Profit Factor 1.8302 2.2958 1.2064 1.0454 0.8646 1.3312
Total Trades 240 120 120 240 120 120
Winning Trades 85 40 45 85 40 45
Losing Trades 155 80 75 155 80 75
Profitability (%) 35.4167 33.3333 37.5 35.4167 33.3333 37.5
Ratio Avg Win / Avg Loss 3.3375 4.5915 2.0107 1.9064 1.7293 2.2187
Largest Winning Trade 562352 562352 44672 2036302 2036302 828206
Largest Losing Trade -27546 -18666 -27546 -407376 -407376 -315547
Avg Bars in Trades 95 106 85 95 106 85
Avg Bars in Winners 171 196 149 171 196 149
Avg Bars in Losers 54 61 46 54 61 46
Bars Traded 22976 12753 10223 22976 12753 10223
Profit Streak 21.656 0 31.156 21.656 0 31.156
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343789 259654 -136370 -233090 -584717 82487
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23236,
    "evaluation_days": 1936.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593597600000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759297478875,
    "expiration_time": 1765313971200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 21,
            "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": [
        [
            818793.162090285,
            731789.102689712,
            87004.0594005734,
            585446.9050982165,
            -1068572.8068022104,
            1654019.711900426
        ],
        [
            818.793162,
            731.789103,
            87.004059,
            585.446905,
            -1068.572807,
            1654.019712
        ],
        [
            0.422858,
            0.377926,
            0.044932,
            0.099459,
            0,
            0.148044
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109886,
            -134352,
            -40865,
            -2078364,
            -3431349,
            -637322
        ],
        [
            1.830235,
            2.295772,
            1.206431,
            1.045426,
            0.864633,
            1.331203
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            155,
            80,
            75,
            155,
            80,
            75
        ],
        [
            35.416667,
            33.333333,
            37.5,
            35.416667,
            33.333333,
            37.5
        ],
        [
            3.337487,
            4.591544,
            2.010719,
            1.906365,
            1.729266,
            2.218671
        ],
        [
            562352,
            562352,
            44672,
            2036302,
            2036302,
            828206
        ],
        [
            -27546,
            -18666,
            -27546,
            -407376,
            -407376,
            -315547
        ],
        [
            95,
            106,
            85,
            95,
            106,
            85
        ],
        [
            171,
            196,
            149,
            171,
            196,
            149
        ],
        [
            54,
            61,
            46,
            54,
            61,
            46
        ],
        [
            22976,
            12753,
            10223,
            22976,
            12753,
            10223
        ],
        [
            21.656005,
            0,
            31.156005,
            21.656005,
            0,
            31.156005
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343789,
            259654,
            -136370,
            -233090,
            -584717,
            82487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23236,
    "evaluation_days": 1936.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593597600000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759297478875,
    "expiration_time": 1765313971200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 21,
            "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)