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Trade: LRC/USDT/240/SINWMA/VWMA/5642

Strategy
LRC/USDT/240/SINWMA/VWMA/5642
Pair
LRC_USDT
Interval
4h
Score
336488
Daily Profit
0.227218
Profit Factor
1.289989
Profitability
45.487365
Streak
9.564465
Best Strategy
Training Data Length
1938.500000
Evaluation Time
2025-10-02 20:32
Expiration Time
2025-11-29 21:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440462.7177 609868.3477 -169405.63 -97015.7965 47049.0194 -144064.8159
Total P&L (%) 440.4627 609.8683 -169.4056 -97.0158 47.049 -144.0648
Avg Daily Profit (%) 0.2272 0.3146 -0.0874 -0.181 0.0199 0
Buy And Hold Return (%) 14.8239 14.8239 14.8239 14.8239 14.8239 14.8239
Max Trade Drawdown -347217 -263098 -191523 -392848 -389476 -206818
Profit Factor 1.29 1.7154 0.7458 0.9166 1.0674 0.6903
Total Trades 277 138 139 277 138 139
Winning Trades 126 53 73 126 53 73
Losing Trades 151 85 66 151 85 66
Profitability (%) 45.4874 38.4058 52.518 45.4874 38.4058 52.518
Ratio Avg Win / Avg Loss 1.5459 2.7512 0.6743 1.0984 1.7119 0.6241
Largest Winning Trade 644428 644428 19219 255822 255822 34273
Largest Losing Trade -49776 -43719 -49776 -88917 -88917 -53272
Avg Bars in Trades 41 57 25 41 57 25
Avg Bars in Winners 42 61 29 42 61 29
Avg Bars in Losers 40 55 20 40 55 20
Bars Traded 11495 7987 3508 11495 7987 3508
Profit Streak 9.5645 0 47.3978 9.5645 0 47.3978
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336488 272559 -578941 -578751 -319162 -578941
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11631,
    "evaluation_days": 1938.5,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759426369766,
    "expiration_time": 1764445392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "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": [
        [
            440462.7176796177,
            609868.3476889719,
            -169405.630009354,
            -97015.796470208,
            47049.0194356005,
            -144064.8159058085
        ],
        [
            440.462718,
            609.868348,
            -169.40563,
            -97.015796,
            47.049019,
            -144.064816
        ],
        [
            0.227218,
            0.314608,
            -0.08739,
            -0.180999,
            0.019893,
            0
        ],
        [
            14.823894,
            14.823894,
            14.823894,
            14.823894,
            14.823894,
            14.823894
        ],
        [
            -347217,
            -263098,
            -191523,
            -392848,
            -389476,
            -206818
        ],
        [
            1.289989,
            1.715442,
            0.745812,
            0.916567,
            1.067445,
            0.690322
        ],
        [
            277,
            138,
            139,
            277,
            138,
            139
        ],
        [
            126,
            53,
            73,
            126,
            53,
            73
        ],
        [
            151,
            85,
            66,
            151,
            85,
            66
        ],
        [
            45.487365,
            38.405797,
            52.517986,
            45.487365,
            38.405797,
            52.517986
        ],
        [
            1.545939,
            2.75118,
            0.674296,
            1.098425,
            1.71194,
            0.624127
        ],
        [
            644428,
            644428,
            19219,
            255822,
            255822,
            34273
        ],
        [
            -49776,
            -43719,
            -49776,
            -88917,
            -88917,
            -53272
        ],
        [
            41,
            57,
            25,
            41,
            57,
            25
        ],
        [
            42,
            61,
            29,
            42,
            61,
            29
        ],
        [
            40,
            55,
            20,
            40,
            55,
            20
        ],
        [
            11495,
            7987,
            3508,
            11495,
            7987,
            3508
        ],
        [
            9.564465,
            0,
            47.397798,
            9.564465,
            0,
            47.397798
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336488,
            272559,
            -578941,
            -578751,
            -319162,
            -578941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11631,
    "evaluation_days": 1938.5,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759426369766,
    "expiration_time": 1764445392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "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)