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Trade: LUNC/USDT/120/VWAP/LINREG/8354

Strategy
LUNC/USDT/120/VWAP/LINREG/8354
Pair
LUNC_USDT
Interval
2h
Score
340608
Daily Profit
0.177990
Profit Factor
1.198990
Profitability
55.569462
Streak
4.062211
Best Strategy
Training Data Length
1123.170000
Evaluation Time
2025-10-06 14:29
Expiration Time
2025-11-15 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338000.512 138087.1807 199913.3314 625664.7574 120457.3113 505207.4461
Total P&L (%) 338.0005 138.0872 199.9133 625.6648 120.4573 505.2074
Avg Daily Profit (%) 0.3009 0.1229 0.178 0.1766 0.0704 0.1604
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137467 -96812 -121754 -1065031 -538083 -582371
Profit Factor 1.1755 1.1499 1.199 1.0715 1.028 1.1137
Total Trades 1598 799 799 1598 799 799
Winning Trades 862 418 444 862 418 444
Losing Trades 736 381 355 736 381 355
Profitability (%) 53.9424 52.3154 55.5695 53.9424 52.3154 55.5695
Ratio Avg Win / Avg Loss 1.0037 1.0481 0.9587 0.9149 0.937 0.8904
Largest Winning Trade 41187 41187 21996 117518 117518 100997
Largest Losing Trade -30927 -15592 -30927 -138705 -116784 -138705
Avg Bars in Trades 8 7 9 8 7 9
Avg Bars in Winners 7 6 7 7 6 7
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 13446 6249 7197 13446 6249 7197
Profit Streak 2.3122 2.3122 4.0622 2.3122 2.3122 4.0622
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12029 -81743 340608 -128698 -287503 -84136
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13478,
    "evaluation_days": 1123.17,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1662890400000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759750175038,
    "expiration_time": 1763238297600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 26,
            "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": [
        [
            338000.5120264796,
            138087.1806719941,
            199913.3313544857,
            625664.7574066473,
            120457.3113373655,
            505207.4460692804
        ],
        [
            338.000512,
            138.087181,
            199.913331,
            625.664757,
            120.457311,
            505.207446
        ],
        [
            0.300934,
            0.122944,
            0.17799,
            0.176613,
            0.070409,
            0.160425
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137467,
            -96812,
            -121754,
            -1065031,
            -538083,
            -582371
        ],
        [
            1.175484,
            1.149856,
            1.19899,
            1.071524,
            1.027995,
            1.113659
        ],
        [
            1598,
            799,
            799,
            1598,
            799,
            799
        ],
        [
            862,
            418,
            444,
            862,
            418,
            444
        ],
        [
            736,
            381,
            355,
            736,
            381,
            355
        ],
        [
            53.942428,
            52.315394,
            55.569462,
            53.942428,
            52.315394,
            55.569462
        ],
        [
            1.003661,
            1.048074,
            0.958652,
            0.914897,
            0.937001,
            0.890426
        ],
        [
            41187,
            41187,
            21996,
            117518,
            117518,
            100997
        ],
        [
            -30927,
            -15592,
            -30927,
            -138705,
            -116784,
            -138705
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            7,
            6,
            7,
            7,
            6,
            7
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            13446,
            6249,
            7197,
            13446,
            6249,
            7197
        ],
        [
            2.312211,
            2.312211,
            4.062211,
            2.312211,
            2.312211,
            4.062211
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12029,
            -81743,
            340608,
            -128698,
            -287503,
            -84136
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13478,
    "evaluation_days": 1123.17,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1662890400000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759750175038,
    "expiration_time": 1763238297600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 26,
            "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)