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Trade: LRC/USDT/120/VWMA/LINREG/4973

Strategy
LRC/USDT/120/VWMA/LINREG/4973
Pair
LRC_USDT
Interval
2h
Score
410481
Daily Profit
0.508420
Profit Factor
2.031205
Profitability
38.864629
Streak
0.000000
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-25 14:30
Expiration Time
2025-12-03 03:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 981123.0151 837636.5144 143486.5007 2043612.3051 -2185004.0198 4228616.3249
Total P&L (%) 981.123 837.6365 143.4865 2043.6123 -2185.004 4228.6163
Avg Daily Profit (%) 0.5084 0.4341 0.0744 0.159 0 0.1954
Buy And Hold Return (%) 17.9033 17.9033 17.9033 17.9033 17.9033 17.9033
Max Trade Drawdown -167434 -120767 -112861 -10423631 -7966755 -4560536
Profit Factor 2.0312 2.7333 1.3065 1.0688 0.8703 1.3288
Total Trades 229 115 114 229 115 114
Winning Trades 89 38 51 89 38 51
Losing Trades 140 77 63 140 77 63
Profitability (%) 38.8646 33.0435 44.7368 38.8646 33.0435 44.7368
Ratio Avg Win / Avg Loss 3.1952 5.5385 1.6139 1.6812 1.7636 1.6414
Largest Winning Trade 591277 591277 53208 5841694 5841694 3227772
Largest Losing Trade -41569 -31217 -41569 -1522975 -1522975 -1489416
Avg Bars in Trades 99 80 118 99 80 118
Avg Bars in Winners 174 145 195 174 145 195
Avg Bars in Losers 51 48 55 51 48 55
Bars Traded 22779 9283 13496 22779 9283 13496
Profit Streak 0 0 25.6462 0 0 25.6462
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410481 302796 -94187 -139204 -584842 274107

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593316800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758799831237,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "offset": 43
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 190,
            "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": [
        [
            981123.0150557007,
            837636.5143849156,
            143486.5006707838,
            2043612.3050698051,
            -2185004.0197982034,
            4228616.324868006
        ],
        [
            981.123015,
            837.636514,
            143.486501,
            2043.612305,
            -2185.00402,
            4228.616325
        ],
        [
            0.50842,
            0.434065,
            0.074355,
            0.158959,
            0,
            0.195441
        ],
        [
            17.903336,
            17.903336,
            17.903336,
            17.903336,
            17.903336,
            17.903336
        ],
        [
            -167434,
            -120767,
            -112861,
            -10423631,
            -7966755,
            -4560536
        ],
        [
            2.031205,
            2.733275,
            1.306487,
            1.068779,
            0.870331,
            1.328765
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            89,
            38,
            51,
            89,
            38,
            51
        ],
        [
            140,
            77,
            63,
            140,
            77,
            63
        ],
        [
            38.864629,
            33.043478,
            44.736842,
            38.864629,
            33.043478,
            44.736842
        ],
        [
            3.195154,
            5.538477,
            1.613895,
            1.681225,
            1.763565,
            1.641415
        ],
        [
            591277,
            591277,
            53208,
            5841694,
            5841694,
            3227772
        ],
        [
            -41569,
            -31217,
            -41569,
            -1522975,
            -1522975,
            -1489416
        ],
        [
            99,
            80,
            118,
            99,
            80,
            118
        ],
        [
            174,
            145,
            195,
            174,
            145,
            195
        ],
        [
            51,
            48,
            55,
            51,
            48,
            55
        ],
        [
            22779,
            9283,
            13496,
            22779,
            9283,
            13496
        ],
        [
            0,
            0,
            25.646195,
            0,
            0,
            25.646195
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410481,
            302796,
            -94187,
            -139204,
            -584842,
            274107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593316800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758799831237,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "offset": 43
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 190,
            "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)