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Trade: LUNC/USDT/120/WMA/SSF/1964

Strategy
LUNC/USDT/120/WMA/SSF/1964
Pair
LUNC_USDT
Interval
2h
Score
370510
Daily Profit
0.169012
Profit Factor
1.592251
Profitability
56.470588
Streak
0.000000
Best Strategy
Training Data Length
1111.330000
Evaluation Time
2025-09-26 02:21
Expiration Time
2025-11-03 16:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 187828.248 48386.1998 139442.0482 135604.9823 -14354.3768 149959.3591
Total P&L (%) 187.8282 48.3862 139.442 135.605 -14.3544 149.9594
Avg Daily Profit (%) 0.169 0.0435 0.1255 0.0771 -0.0139 0.0825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73126 -49373 -65529 -207809 -164259 -184643
Profit Factor 1.5923 1.2969 1.9044 1.159 0.9661 1.3491
Total Trades 85 43 42 85 43 42
Winning Trades 48 20 28 48 20 28
Losing Trades 37 23 14 37 23 14
Profitability (%) 56.4706 46.5116 66.6667 56.4706 46.5116 66.6667
Ratio Avg Win / Avg Loss 1.2274 1.4915 0.9522 0.8934 1.111 0.6746
Largest Winning Trade 37712 37712 32336 75943 75943 66671
Largest Losing Trade -65529 -15035 -65529 -184643 -49722 -184643
Avg Bars in Trades 153 129 178 153 129 178
Avg Bars in Winners 185 147 213 185 147 213
Avg Bars in Losers 111 113 108 111 113 108
Bars Traded 13037 5553 7485 13037 5553 7485
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370510 -137471 -22467 -136145 -580417 -81926

Evaluation Data

{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13336,
    "evaluation_days": 1111.33,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1664244000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758842504649,
    "expiration_time": 1762179091200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            187828.2480497265,
            48386.1998096446,
            139442.0482400817,
            135604.9823495229,
            -14354.3767894965,
            149959.3591390196
        ],
        [
            187.828248,
            48.3862,
            139.442048,
            135.604982,
            -14.354377,
            149.959359
        ],
        [
            0.169012,
            0.043539,
            0.125473,
            0.077143,
            -0.013942,
            0.082469
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73126,
            -49373,
            -65529,
            -207809,
            -164259,
            -184643
        ],
        [
            1.592251,
            1.296923,
            1.904385,
            1.159029,
            0.966077,
            1.349103
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            37,
            23,
            14,
            37,
            23,
            14
        ],
        [
            56.470588,
            46.511628,
            66.666667,
            56.470588,
            46.511628,
            66.666667
        ],
        [
            1.22736,
            1.491462,
            0.952192,
            0.893418,
            1.110989,
            0.674551
        ],
        [
            37712,
            37712,
            32336,
            75943,
            75943,
            66671
        ],
        [
            -65529,
            -15035,
            -65529,
            -184643,
            -49722,
            -184643
        ],
        [
            153,
            129,
            178,
            153,
            129,
            178
        ],
        [
            185,
            147,
            213,
            185,
            147,
            213
        ],
        [
            111,
            113,
            108,
            111,
            113,
            108
        ],
        [
            13037,
            5553,
            7485,
            13037,
            5553,
            7485
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370510,
            -137471,
            -22467,
            -136145,
            -580417,
            -81926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13336,
    "evaluation_days": 1111.33,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1664244000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758842504649,
    "expiration_time": 1762179091200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    }
}

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)