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Trade: LRC/USDT/720/VWAP/SMA/8756

Strategy
LRC/USDT/720/VWAP/SMA/8756
Pair
LRC_USDT
Interval
12h
Score
527252
Daily Profit
0.154270
Profit Factor
2.329607
Profitability
64.583333
Streak
270.018563
Best Strategy
Training Data Length
1941.000000
Evaluation Time
2025-10-05 03:26
Expiration Time
2025-12-01 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -351015.165 -10632.0356 -340383.1293 65010.8908 -1827684.9698 1892695.8605
Total P&L (%) -351.0152 -10.632 -340.3831 65.0109 -1827.685 1892.6959
Avg Daily Profit (%) -0.1808 -0.0055 -0.1754 0.0258 0 0.1543
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -488012 -155493 -433715 -1419569 -2016870 -832291
Profit Factor 0.6234 0.9658 0.452 1.015 0.3745 2.3296
Total Trades 96 48 48 96 48 48
Winning Trades 76 37 39 58 27 31
Losing Trades 20 11 9 38 21 17
Profitability (%) 79.1667 77.0833 81.25 60.4167 56.25 64.5833
Ratio Avg Win / Avg Loss 0.164 0.2871 0.1043 0.665 0.2913 1.2775
Largest Winning Trade 28871 28871 25303 2290320 459249 2290320
Largest Losing Trade -301657 -51875 -301657 -738549 -738549 -494315
Avg Bars in Trades 37 47 28 37 47 28
Avg Bars in Winners 11 10 11 18 17 20
Avg Bars in Losers 138 169 99 66 85 43
Bars Traded 3624 2259 1365 3624 2259 1365
Profit Streak 79.5186 79.5186 270.0186 79.5186 79.5186 270.0186
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575001 -576215 -574984 -361399 -578915 527252
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3882,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759624003839,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 153,
            "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": [
        [
            -351015.1649518621,
            -10632.0356178848,
            -340383.1293339772,
            65010.89075338,
            -1827684.9697727102,
            1892695.8605260898
        ],
        [
            -351.015165,
            -10.632036,
            -340.383129,
            65.010891,
            -1827.68497,
            1892.695861
        ],
        [
            -0.180842,
            -0.005478,
            -0.175365,
            0.025807,
            0,
            0.15427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -488012,
            -155493,
            -433715,
            -1419569,
            -2016870,
            -832291
        ],
        [
            0.62337,
            0.965791,
            0.452048,
            1.01496,
            0.374536,
            2.329607
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            76,
            37,
            39,
            58,
            27,
            31
        ],
        [
            20,
            11,
            9,
            38,
            21,
            17
        ],
        [
            79.166667,
            77.083333,
            81.25,
            60.416667,
            56.25,
            64.583333
        ],
        [
            0.164045,
            0.287127,
            0.104319,
            0.664974,
            0.291306,
            1.277527
        ],
        [
            28871,
            28871,
            25303,
            2290320,
            459249,
            2290320
        ],
        [
            -301657,
            -51875,
            -301657,
            -738549,
            -738549,
            -494315
        ],
        [
            37,
            47,
            28,
            37,
            47,
            28
        ],
        [
            11,
            10,
            11,
            18,
            17,
            20
        ],
        [
            138,
            169,
            99,
            66,
            85,
            43
        ],
        [
            3624,
            2259,
            1365,
            3624,
            2259,
            1365
        ],
        [
            79.518563,
            79.518563,
            270.018563,
            79.518563,
            79.518563,
            270.018563
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575001,
            -576215,
            -574984,
            -361399,
            -578915,
            527252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3882,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759624003839,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 153,
            "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)