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Trade: LUNC/USDT/120/DCM/VWMA/4484

Strategy
LUNC/USDT/120/DCM/VWMA/4484
Pair
LUNC_USDT
Interval
2h
Score
419319
Daily Profit
0.275309
Profit Factor
1.293278
Profitability
48.586572
Streak
10.369331
Best Strategy
Training Data Length
1117.670000
Evaluation Time
2025-10-01 01:51
Expiration Time
2025-11-10 05:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307704.698 137922.6877 169782.0103 446161.8578 -160543.0754 606704.9332
Total P&L (%) 307.7047 137.9227 169.782 446.1619 -160.5431 606.7049
Avg Daily Profit (%) 0.2753 0.1234 0.1519 0.152 0 0.1751
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126285 -93140 -56699 -1525102 -1279746 -597822
Profit Factor 1.2933 1.2398 1.3581 1.0645 0.9573 1.1921
Total Trades 566 283 283 566 283 283
Winning Trades 275 128 147 275 128 147
Losing Trades 291 155 136 291 155 136
Profitability (%) 48.5866 45.2297 51.9435 48.5866 45.2297 51.9435
Ratio Avg Win / Avg Loss 1.3685 1.5014 1.2565 1.1264 1.1592 1.1029
Largest Winning Trade 86476 86476 24160 378885 300425 378885
Largest Losing Trade -20056 -19649 -20056 -302851 -302851 -266356
Avg Bars in Trades 23 25 21 23 25 21
Avg Bars in Winners 25 30 21 25 30 21
Avg Bars in Losers 21 20 22 21 20 22
Bars Traded 13279 7086 6193 13279 7086 6193
Profit Streak 10.3693 0 13.036 10.3693 0 13.036
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419319 -28095 349616 -139035 -579763 25678
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13412,
    "evaluation_days": 1117.67,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1663041600000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759272710212,
    "expiration_time": 1762745990400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "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": [
        [
            307704.6979850681,
            137922.6877163491,
            169782.0102687191,
            446161.8577854792,
            -160543.0754122673,
            606704.9331977463
        ],
        [
            307.704698,
            137.922688,
            169.78201,
            446.161858,
            -160.543075,
            606.704933
        ],
        [
            0.275309,
            0.123402,
            0.151907,
            0.152016,
            0,
            0.17511
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126285,
            -93140,
            -56699,
            -1525102,
            -1279746,
            -597822
        ],
        [
            1.293278,
            1.239838,
            1.358094,
            1.064491,
            0.957309,
            1.192139
        ],
        [
            566,
            283,
            283,
            566,
            283,
            283
        ],
        [
            275,
            128,
            147,
            275,
            128,
            147
        ],
        [
            291,
            155,
            136,
            291,
            155,
            136
        ],
        [
            48.586572,
            45.229682,
            51.943463,
            48.586572,
            45.229682,
            51.943463
        ],
        [
            1.368523,
            1.501366,
            1.256468,
            1.126425,
            1.159242,
            1.102931
        ],
        [
            86476,
            86476,
            24160,
            378885,
            300425,
            378885
        ],
        [
            -20056,
            -19649,
            -20056,
            -302851,
            -302851,
            -266356
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            25,
            30,
            21,
            25,
            30,
            21
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            13279,
            7086,
            6193,
            13279,
            7086,
            6193
        ],
        [
            10.369331,
            0,
            13.035998,
            10.369331,
            0,
            13.035998
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419319,
            -28095,
            349616,
            -139035,
            -579763,
            25678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13412,
    "evaluation_days": 1117.67,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1663041600000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759272710212,
    "expiration_time": 1762745990400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "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)