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Trade: LUNC/USDT/360/VWAP/KCL/2550

Strategy
LUNC/USDT/360/VWAP/KCL/2550
Pair
LUNC_USDT
Interval
6h
Score
430313
Daily Profit
0.155877
Profit Factor
1.561141
Profitability
72.897196
Streak
6.357699
Best Strategy
Training Data Length
1120.250000
Evaluation Time
2025-10-03 11:35
Expiration Time
2025-11-05 22:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 174620.9459 55791.3255 118829.6204 -55877.985 -7965.0779 -47912.9071
Total P&L (%) 174.6209 55.7913 118.8296 -55.878 -7.9651 -47.9129
Avg Daily Profit (%) 0.1559 0.0498 0.1061 -0.073 -0.0074 -0.0582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94857 -24111 -95189 -313965 -65455 -318907
Profit Factor 1.5611 1.6793 1.5188 0.8811 0.9198 0.8707
Total Trades 107 54 53 107 54 53
Winning Trades 78 35 43 78 35 43
Losing Trades 29 19 10 29 19 10
Profitability (%) 72.8972 64.8148 81.1321 72.8972 64.8148 81.1321
Ratio Avg Win / Avg Loss 0.5804 0.9116 0.3532 0.3276 0.4993 0.2025
Largest Winning Trade 25849 16061 25849 35709 13490 35709
Largest Losing Trade -94822 -21292 -94822 -313832 -33185 -313832
Avg Bars in Trades 40 8 72 40 8 72
Avg Bars in Winners 28 4 48 28 4 48
Avg Bars in Losers 70 14 177 70 14 177
Bars Traded 4294 449 3845 4294 449 3845
Profit Streak 6.3577 6.3577 131.1077 6.3577 6.3577 131.1077
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430313 -304110 -226292 -576081 -757943 -755450
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4481,
    "evaluation_days": 1120.25,
    "actual_first_datapoint_time": 1662703200000,
    "first_datapoint_time": 1664604000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759480505192,
    "expiration_time": 1762374888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            174620.9459136681,
            55791.3255249388,
            118829.6203887292,
            -55877.9849896944,
            -7965.0778735738,
            -47912.9071161206
        ],
        [
            174.620946,
            55.791326,
            118.82962,
            -55.877985,
            -7.965078,
            -47.912907
        ],
        [
            0.155877,
            0.049803,
            0.106074,
            -0.073012,
            -0.007409,
            -0.058207
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94857,
            -24111,
            -95189,
            -313965,
            -65455,
            -318907
        ],
        [
            1.561141,
            1.679347,
            1.518762,
            0.881108,
            0.919795,
            0.870743
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            78,
            35,
            43,
            78,
            35,
            43
        ],
        [
            29,
            19,
            10,
            29,
            19,
            10
        ],
        [
            72.897196,
            64.814815,
            81.132075,
            72.897196,
            64.814815,
            81.132075
        ],
        [
            0.580424,
            0.911646,
            0.3532,
            0.327591,
            0.499317,
            0.202498
        ],
        [
            25849,
            16061,
            25849,
            35709,
            13490,
            35709
        ],
        [
            -94822,
            -21292,
            -94822,
            -313832,
            -33185,
            -313832
        ],
        [
            40,
            8,
            72,
            40,
            8,
            72
        ],
        [
            28,
            4,
            48,
            28,
            4,
            48
        ],
        [
            70,
            14,
            177,
            70,
            14,
            177
        ],
        [
            4294,
            449,
            3845,
            4294,
            449,
            3845
        ],
        [
            6.357699,
            6.357699,
            131.107699,
            6.357699,
            6.357699,
            131.107699
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430313,
            -304110,
            -226292,
            -576081,
            -757943,
            -755450
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4481,
    "evaluation_days": 1120.25,
    "actual_first_datapoint_time": 1662703200000,
    "first_datapoint_time": 1664604000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759480505192,
    "expiration_time": 1762374888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)