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Trade: LRC/USDT/240/SSF/VWMA/8354

Strategy
LRC/USDT/240/SSF/VWMA/8354
Pair
LRC_USDT
Interval
4h
Score
488199
Daily Profit
0.545793
Profit Factor
2.520473
Profitability
39.694656
Streak
42.041124
Best Strategy
Training Data Length
1943.670000
Evaluation Time
2025-10-08 03:59
Expiration Time
2025-12-05 05:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1060842.1208 875057.4028 185784.718 5124142.4354 472526.8418 4651615.5936
Total P&L (%) 1060.8421 875.0574 185.7847 5124.1424 472.5268 4651.6156
Avg Daily Profit (%) 0.5458 0.4502 0.0956 0.2037 0.0898 0.1988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110673 -108079 -64564 -2562771 -2497732 -1531625
Profit Factor 2.5205 3.2938 1.5875 1.4574 1.0681 2.0897
Total Trades 131 65 66 131 65 66
Winning Trades 52 19 33 52 19 33
Losing Trades 79 46 33 79 46 33
Profitability (%) 39.6947 29.2308 50 39.6947 29.2308 50
Ratio Avg Win / Avg Loss 3.8292 7.9744 1.5875 2.2141 2.586 2.0897
Largest Winning Trade 471088 471088 49188 2473488 2473488 1657826
Largest Losing Trade -53960 -21545 -53960 -759333 -759333 -608296
Avg Bars in Trades 88 81 94 88 81 94
Avg Bars in Winners 155 161 151 155 161 151
Avg Bars in Losers 43 48 37 43 48 37
Bars Traded 11545 5279 6266 11545 5279 6266
Profit Streak 42.0411 42.0411 58.7078 42.0411 42.0411 58.7078
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488199 -126102 -185610 287628 -360086 -111200
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11662,
    "evaluation_days": 1943.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592308800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759885153137,
    "expiration_time": 1764905184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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": [
        [
            1060842.1207882392,
            875057.402798208,
            185784.7179900315,
            5124142.435382032,
            472526.8418024736,
            4651615.5935795605
        ],
        [
            1060.842121,
            875.057403,
            185.784718,
            5124.142435,
            472.526842,
            4651.615594
        ],
        [
            0.545793,
            0.450209,
            0.095584,
            0.203733,
            0.089813,
            0.198846
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110673,
            -108079,
            -64564,
            -2562771,
            -2497732,
            -1531625
        ],
        [
            2.520473,
            3.29378,
            1.587529,
            1.457397,
            1.068146,
            2.089687
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            52,
            19,
            33,
            52,
            19,
            33
        ],
        [
            79,
            46,
            33,
            79,
            46,
            33
        ],
        [
            39.694656,
            29.230769,
            50,
            39.694656,
            29.230769,
            50
        ],
        [
            3.829181,
            7.974416,
            1.587529,
            2.214122,
            2.586037,
            2.089687
        ],
        [
            471088,
            471088,
            49188,
            2473488,
            2473488,
            1657826
        ],
        [
            -53960,
            -21545,
            -53960,
            -759333,
            -759333,
            -608296
        ],
        [
            88,
            81,
            94,
            88,
            81,
            94
        ],
        [
            155,
            161,
            151,
            155,
            161,
            151
        ],
        [
            43,
            48,
            37,
            43,
            48,
            37
        ],
        [
            11545,
            5279,
            6266,
            11545,
            5279,
            6266
        ],
        [
            42.041124,
            42.041124,
            58.707791,
            42.041124,
            42.041124,
            58.707791
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488199,
            -126102,
            -185610,
            287628,
            -360086,
            -111200
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11662,
    "evaluation_days": 1943.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592308800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759885153137,
    "expiration_time": 1764905184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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)