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Trade: LRC/USDT/360/VWMA/SUPERTREND/2538

Strategy
LRC/USDT/360/VWMA/SUPERTREND/2538
Pair
LRC_USDT
Interval
6h
Score
340405
Daily Profit
0.261542
Profit Factor
1.371667
Profitability
43.278689
Streak
0.000000
Best Strategy
Training Data Length
1947.250000
Evaluation Time
2025-10-11 11:45
Expiration Time
2025-12-08 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 509288.0934 500885.9119 8402.1815 -15419.414 24354.872 -39774.286
Total P&L (%) 509.2881 500.8859 8.4022 -15.4194 24.3549 -39.7743
Avg Daily Profit (%) 0.2615 0.2572 0.0043 -0.0086 0.0112 -0.026
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116781 -146425 -147694 -181174 -217828 -149224
Profit Factor 1.3717 1.7035 1.0128 0.9887 1.0338 0.9378
Total Trades 305 153 152 305 153 152
Winning Trades 132 65 67 132 65 67
Losing Trades 173 88 85 173 88 85
Profitability (%) 43.2787 42.4837 44.0789 43.2787 42.4837 44.0789
Ratio Avg Win / Avg Loss 1.7977 2.3063 1.2848 1.2958 1.3996 1.1898
Largest Winning Trade 398247 398247 51849 145080 145080 48913
Largest Losing Trade -47500 -25992 -47500 -54329 -53173 -54329
Avg Bars in Trades 25 21 28 25 21 28
Avg Bars in Winners 37 28 46 37 28 46
Avg Bars in Losers 15 17 14 15 17 14
Bars Traded 7699 3364 4335 7699 3364 4335
Profit Streak 0 0 39.115 0 0 39.115
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340405 336812 -559594 -579852 -367637 -579387
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7789,
    "evaluation_days": 1947.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593669600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760172339622,
    "expiration_time": 1765209672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 1.67483
        }
    }
}
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": [
        [
            509288.0933757846,
            500885.9118681424,
            8402.1815076429,
            -15419.4139893693,
            24354.8720001896,
            -39774.2859895588
        ],
        [
            509.288093,
            500.885912,
            8.402182,
            -15.419414,
            24.354872,
            -39.774286
        ],
        [
            0.261542,
            0.257227,
            0.004315,
            -0.0086,
            0.011194,
            -0.026037
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116781,
            -146425,
            -147694,
            -181174,
            -217828,
            -149224
        ],
        [
            1.371667,
            1.703527,
            1.012763,
            0.98867,
            1.033778,
            0.937843
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            132,
            65,
            67,
            132,
            65,
            67
        ],
        [
            173,
            88,
            85,
            173,
            88,
            85
        ],
        [
            43.278689,
            42.48366,
            44.078947,
            43.278689,
            42.48366,
            44.078947
        ],
        [
            1.797715,
            2.306314,
            1.284849,
            1.295757,
            1.399577,
            1.189801
        ],
        [
            398247,
            398247,
            51849,
            145080,
            145080,
            48913
        ],
        [
            -47500,
            -25992,
            -47500,
            -54329,
            -53173,
            -54329
        ],
        [
            25,
            21,
            28,
            25,
            21,
            28
        ],
        [
            37,
            28,
            46,
            37,
            28,
            46
        ],
        [
            15,
            17,
            14,
            15,
            17,
            14
        ],
        [
            7699,
            3364,
            4335,
            7699,
            3364,
            4335
        ],
        [
            0,
            0,
            39.115042,
            0,
            0,
            39.115042
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340405,
            336812,
            -559594,
            -579852,
            -367637,
            -579387
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7789,
    "evaluation_days": 1947.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593669600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760172339622,
    "expiration_time": 1765209672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 1.67483
        }
    }
}

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)