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Trade: LRC/USDT/720/VWAP/HLC3/9882

Strategy
LRC/USDT/720/VWAP/HLC3/9882
Pair
LRC_USDT
Interval
12h
Score
308326
Daily Profit
0.332286
Profit Factor
1.858988
Profitability
38.596491
Streak
0.000000
Best Strategy
Training Data Length
1931.000000
Evaluation Time
2025-09-26 00:04
Expiration Time
2025-11-21 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 641645.2216 673586.3812 -31941.1596 -88330.6552 -1660.8974 -86669.7578
Total P&L (%) 641.6452 673.5864 -31.9412 -88.3307 -1.6609 -86.6698
Avg Daily Profit (%) 0.3323 0.3488 -0.0165 -0.1112 -0.0009 -0.1043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128347 -89257 -114200 -12268 -13990 -6417
Profit Factor 1.859 3.2056 0.9277 0.4075 0.9411 0.283
Total Trades 114 57 57 114 57 57
Winning Trades 44 22 22 44 22 22
Losing Trades 70 35 35 70 35 35
Profitability (%) 38.5965 38.5965 38.5965 38.5965 38.5965 38.5965
Ratio Avg Win / Avg Loss 2.9575 5.0998 1.4758 0.6483 1.4972 0.4503
Largest Winning Trade 594301 594301 50601 8589 8589 6673
Largest Losing Trade -113968 -55276 -113968 -106116 -6721 -106116
Avg Bars in Trades 33 33 33 33 33 33
Avg Bars in Winners 47 41 53 48 41 55
Avg Bars in Losers 24 28 20 23 27 19
Bars Traded 3772 1886 1886 3772 1886 1886
Profit Streak 0 0 275.378 0 0 275.378
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308326 -169331 -762507 -584909 -763879 -764174

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1591920000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834255210,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            641645.2216098917,
            673586.381232413,
            -31941.1596225214,
            -88330.6552316025,
            -1660.897399369,
            -86669.7578322335
        ],
        [
            641.645222,
            673.586381,
            -31.94116,
            -88.330655,
            -1.660897,
            -86.669758
        ],
        [
            0.332286,
            0.348828,
            -0.016541,
            -0.111186,
            -0.000867,
            -0.104303
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128347,
            -89257,
            -114200,
            -12268,
            -13990,
            -6417
        ],
        [
            1.858988,
            3.205578,
            0.927666,
            0.407485,
            0.941091,
            0.28303
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            38.596491,
            38.596491,
            38.596491,
            38.596491,
            38.596491,
            38.596491
        ],
        [
            2.957481,
            5.099783,
            1.475832,
            0.648271,
            1.497189,
            0.450275
        ],
        [
            594301,
            594301,
            50601,
            8589,
            8589,
            6673
        ],
        [
            -113968,
            -55276,
            -113968,
            -106116,
            -6721,
            -106116
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            47,
            41,
            53,
            48,
            41,
            55
        ],
        [
            24,
            28,
            20,
            23,
            27,
            19
        ],
        [
            3772,
            1886,
            1886,
            3772,
            1886,
            1886
        ],
        [
            0,
            0,
            275.377954,
            0,
            0,
            275.377954
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308326,
            -169331,
            -762507,
            -584909,
            -763879,
            -764174
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1591920000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834255210,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)