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Trade: LRC/USDT/720/VWMA/PSAR/2782

Strategy
LRC/USDT/720/VWMA/PSAR/2782
Pair
LRC_USDT
Interval
12h
Score
353115
Daily Profit
0.153419
Profit Factor
1.588683
Profitability
49.038462
Streak
0.000000
Best Strategy
Training Data Length
1937.000000
Evaluation Time
2025-09-30 22:02
Expiration Time
2025-11-27 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291325.1629 297172.2067 -5847.0438 -118382.7876 124611.9581 -242994.7457
Total P&L (%) 291.3252 297.1722 -5.847 -118.3828 124.612 -242.9947
Avg Daily Profit (%) 0.1504 0.1534 -0.003 0 0.0418 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130948 -91865 -218265 -215228 -44143 -250544
Profit Factor 1.2607 1.5887 0.9905 0.7895 1.776 0.3952
Total Trades 208 104 104 208 104 104
Winning Trades 106 51 55 99 52 47
Losing Trades 102 53 49 109 52 57
Profitability (%) 50.9615 49.0385 52.8846 47.5962 50 45.1923
Ratio Avg Win / Avg Loss 1.2131 1.651 0.8824 0.8692 1.776 0.4793
Largest Winning Trade 114644 114644 52141 52964 52964 35050
Largest Losing Trade -106463 -40023 -106463 -202934 -21443 -202934
Avg Bars in Trades 18 14 22 18 14 22
Avg Bars in Winners 19 12 26 16 14 18
Avg Bars in Losers 16 16 17 19 14 25
Bars Traded 3781 1493 2288 3781 1493 2288
Profit Streak 0 0 0 33.7933 33.7933 39.7933
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307157 353115 -580403 -579352 -133183 -582099
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3874,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1594382400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759258943920,
    "expiration_time": 1764254304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            291325.162889917,
            297172.2066861586,
            -5847.0437962415,
            -118382.7876268675,
            124611.9580970463,
            -242994.7457239139
        ],
        [
            291.325163,
            297.172207,
            -5.847044,
            -118.382788,
            124.611958,
            -242.994746
        ],
        [
            0.1504,
            0.153419,
            -0.003019,
            0,
            0.041785,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130948,
            -91865,
            -218265,
            -215228,
            -44143,
            -250544
        ],
        [
            1.260715,
            1.588683,
            0.990455,
            0.789497,
            1.775975,
            0.395224
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            106,
            51,
            55,
            99,
            52,
            47
        ],
        [
            102,
            53,
            49,
            109,
            52,
            57
        ],
        [
            50.961538,
            49.038462,
            52.884615,
            47.596154,
            50,
            45.192308
        ],
        [
            1.213141,
            1.650984,
            0.882406,
            0.869244,
            1.775975,
            0.479314
        ],
        [
            114644,
            114644,
            52141,
            52964,
            52964,
            35050
        ],
        [
            -106463,
            -40023,
            -106463,
            -202934,
            -21443,
            -202934
        ],
        [
            18,
            14,
            22,
            18,
            14,
            22
        ],
        [
            19,
            12,
            26,
            16,
            14,
            18
        ],
        [
            16,
            16,
            17,
            19,
            14,
            25
        ],
        [
            3781,
            1493,
            2288,
            3781,
            1493,
            2288
        ],
        [
            0,
            0,
            0,
            33.793332,
            33.793332,
            39.793332
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307157,
            353115,
            -580403,
            -579352,
            -133183,
            -582099
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3874,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1594382400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759258943920,
    "expiration_time": 1764254304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)