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Trade: LRC/USDT/480/VWMA/SUPERTREND/9918

Strategy
LRC/USDT/480/VWMA/SUPERTREND/9918
Pair
LRC_USDT
Interval
8h
Score
334268
Daily Profit
0.225999
Profit Factor
1.397169
Profitability
48.175182
Streak
0.000000
Best Strategy
Training Data Length
1931.670000
Evaluation Time
2025-09-26 02:22
Expiration Time
2025-11-22 16:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436555.0579 452232.2348 -15677.177 -92817.7558 -7935.5542 -84882.2016
Total P&L (%) 436.5551 452.2322 -15.6772 -92.8178 -7.9356 -84.8822
Avg Daily Profit (%) 0.226 0.2341 -0.0081 -0.1362 -0.0043 -0.0978
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -266471 -115846 -196720 -143711 -53739 -51685
Profit Factor 1.3972 1.8559 0.9725 0.5203 0.9018 0.247
Total Trades 137 69 68 137 69 68
Winning Trades 66 33 33 66 33 33
Losing Trades 71 36 35 71 36 35
Profitability (%) 48.1752 47.8261 48.5294 48.1752 47.8261 48.5294
Ratio Avg Win / Avg Loss 1.503 2.0246 1.0315 0.5597 0.9837 0.2619
Largest Winning Trade 353123 353123 50460 44139 44139 3736
Largest Losing Trade -95711 -50507 -95711 -39054 -33016 -39054
Avg Bars in Trades 40 40 41 40 40 41
Avg Bars in Winners 53 48 58 53 48 58
Avg Bars in Losers 29 33 25 29 33 25
Bars Traded 5609 2788 2821 5609 2788 2821
Profit Streak 0 0 69.974 0 0 69.974
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334268 -91368 -687763 -581124 -683581 -689151

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5795,
    "evaluation_days": 1931.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1596268800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758842553492,
    "expiration_time": 1763822880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 189,
            "offset": 0,
            "multiplier": 3.31827
        }
    }
}
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": [
        [
            436555.0578549571,
            452232.2348165195,
            -15677.1769615624,
            -92817.7557673215,
            -7935.5542027711,
            -84882.2015645504
        ],
        [
            436.555058,
            452.232235,
            -15.677177,
            -92.817756,
            -7.935554,
            -84.882202
        ],
        [
            0.225999,
            0.234115,
            -0.008116,
            -0.136243,
            -0.00428,
            -0.097759
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -266471,
            -115846,
            -196720,
            -143711,
            -53739,
            -51685
        ],
        [
            1.397169,
            1.855874,
            0.972534,
            0.520296,
            0.901752,
            0.246956
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            48.175182,
            47.826087,
            48.529412,
            48.175182,
            47.826087,
            48.529412
        ],
        [
            1.503016,
            2.02459,
            1.031475,
            0.559712,
            0.98373,
            0.261923
        ],
        [
            353123,
            353123,
            50460,
            44139,
            44139,
            3736
        ],
        [
            -95711,
            -50507,
            -95711,
            -39054,
            -33016,
            -39054
        ],
        [
            40,
            40,
            41,
            40,
            40,
            41
        ],
        [
            53,
            48,
            58,
            53,
            48,
            58
        ],
        [
            29,
            33,
            25,
            29,
            33,
            25
        ],
        [
            5609,
            2788,
            2821,
            5609,
            2788,
            2821
        ],
        [
            0,
            0,
            69.973999,
            0,
            0,
            69.973999
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334268,
            -91368,
            -687763,
            -581124,
            -683581,
            -689151
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5795,
    "evaluation_days": 1931.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1596268800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758842553492,
    "expiration_time": 1763822880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 189,
            "offset": 0,
            "multiplier": 3.31827
        }
    }
}

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)