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Trade: LUNC/USDT/120/SSF/MIDPRICE/2758

Strategy
LUNC/USDT/120/SSF/MIDPRICE/2758
Pair
LUNC_USDT
Interval
2h
Score
333436
Daily Profit
0.187669
Profit Factor
1.371540
Profitability
50.691244
Streak
0.000000
Best Strategy
Training Data Length
1127.080000
Evaluation Time
2025-10-10 11:59
Expiration Time
2025-11-19 23:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 211518.4582 86263.304 125255.1542 197355.08 -7153.089 204508.169
Total P&L (%) 211.5185 86.2633 125.2552 197.3551 -7.1531 204.5082
Avg Daily Profit (%) 0.1877 0.0765 0.1111 0.0967 -0.0066 0.0988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70349 -70045 -51905 -162780 -148632 -120018
Profit Factor 1.3715 1.2796 1.4804 1.15 0.99 1.3391
Total Trades 217 109 108 217 109 108
Winning Trades 110 51 59 110 51 59
Losing Trades 107 58 49 107 58 49
Profitability (%) 50.6912 46.789 54.6296 50.6912 46.789 54.6296
Ratio Avg Win / Avg Loss 1.3341 1.4552 1.2295 1.1186 1.1258 1.1121
Largest Winning Trade 73306 73306 32753 76566 70542 76566
Largest Losing Trade -34047 -20742 -34047 -72356 -57489 -72356
Avg Bars in Trades 61 54 68 61 54 68
Avg Bars in Winners 77 65 87 77 65 87
Avg Bars in Losers 44 45 44 44 45 44
Bars Traded 13326 5967 7359 13326 5967 7359
Profit Streak 0 0 16.4577 0 0 16.4577
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333436 -92310 -42536 -118117 -580624 -59780
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13525,
    "evaluation_days": 1127.08,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1663106400000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760086747034,
    "expiration_time": 1763588880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 28,
            "offset": 28
        }
    }
}
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": [
        [
            211518.4581507552,
            86263.3039569931,
            125255.1541937619,
            197355.0799692005,
            -7153.0889984165,
            204508.168967617
        ],
        [
            211.518458,
            86.263304,
            125.255154,
            197.35508,
            -7.153089,
            204.508169
        ],
        [
            0.187669,
            0.076537,
            0.111132,
            0.096735,
            -0.006585,
            0.098846
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70349,
            -70045,
            -51905,
            -162780,
            -148632,
            -120018
        ],
        [
            1.37154,
            1.27957,
            1.480374,
            1.15001,
            0.989961,
            1.339119
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            110,
            51,
            59,
            110,
            51,
            59
        ],
        [
            107,
            58,
            49,
            107,
            58,
            49
        ],
        [
            50.691244,
            46.788991,
            54.62963,
            50.691244,
            46.788991,
            54.62963
        ],
        [
            1.334134,
            1.455197,
            1.229463,
            1.118647,
            1.125838,
            1.112149
        ],
        [
            73306,
            73306,
            32753,
            76566,
            70542,
            76566
        ],
        [
            -34047,
            -20742,
            -34047,
            -72356,
            -57489,
            -72356
        ],
        [
            61,
            54,
            68,
            61,
            54,
            68
        ],
        [
            77,
            65,
            87,
            77,
            65,
            87
        ],
        [
            44,
            45,
            44,
            44,
            45,
            44
        ],
        [
            13326,
            5967,
            7359,
            13326,
            5967,
            7359
        ],
        [
            0,
            0,
            16.45772,
            0,
            0,
            16.45772
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333436,
            -92310,
            -42536,
            -118117,
            -580624,
            -59780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13525,
    "evaluation_days": 1127.08,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1663106400000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760086747034,
    "expiration_time": 1763588880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 28,
            "offset": 28
        }
    }
}

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)