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Trade: LUNC/USDT/120/VWAP/BBL/2872

Strategy
LUNC/USDT/120/VWAP/BBL/2872
Pair
LUNC_USDT
Interval
2h
Score
426677
Daily Profit
0.160741
Profit Factor
1.270670
Profitability
75.167785
Streak
39.093154
Best Strategy
Training Data Length
1111.330000
Evaluation Time
2025-09-26 11:14
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 178635.8478 84256.6089 94379.2389 -172854.7122 31158.6528 -204013.3649
Total P&L (%) 178.6358 84.2566 94.3792 -172.8547 31.1587 -204.0134
Avg Daily Profit (%) 0.1607 0.0758 0.0849 0 0.0244 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223661 -71213 -206378 -1325146 -186614 -1245757
Profit Factor 1.2707 1.3833 1.2144 0.9127 1.0607 0.861
Total Trades 298 149 149 298 149 149
Winning Trades 224 100 124 142 72 70
Losing Trades 74 49 25 156 77 79
Profitability (%) 75.1678 67.1141 83.2215 47.651 48.3221 46.9799
Ratio Avg Win / Avg Loss 0.4198 0.6778 0.2448 1.0027 1.1344 0.9717
Largest Winning Trade 26409 26409 16545 303940 57436 303940
Largest Losing Trade -124395 -21124 -124395 -721194 -67214 -721194
Avg Bars in Trades 44 22 65 44 22 65
Avg Bars in Winners 25 13 34 51 23 80
Avg Bars in Losers 100 42 215 37 22 52
Bars Traded 13135 3419 9716 13135 3419 9716
Profit Streak 39.0932 98.0098 39.0932 0 0 0
Trades During Streak 4 9 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426677 -88856 -76370 -578466 -317526 -582112

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": 1663617600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758874448517,
    "expiration_time": 1762179091200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 240,
            "offset": 0,
            "std": 1.0693
        }
    }
}
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": [
        [
            178635.8477523669,
            84256.6088770315,
            94379.2388753353,
            -172854.7121973859,
            31158.6527507829,
            -204013.3649481695
        ],
        [
            178.635848,
            84.256609,
            94.379239,
            -172.854712,
            31.158653,
            -204.013365
        ],
        [
            0.160741,
            0.075816,
            0.084925,
            0,
            0.02441,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223661,
            -71213,
            -206378,
            -1325146,
            -186614,
            -1245757
        ],
        [
            1.27067,
            1.383334,
            1.214412,
            0.912718,
            1.06073,
            0.860963
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            224,
            100,
            124,
            142,
            72,
            70
        ],
        [
            74,
            49,
            25,
            156,
            77,
            79
        ],
        [
            75.167785,
            67.114094,
            83.221477,
            47.651007,
            48.322148,
            46.979866
        ],
        [
            0.419775,
            0.677834,
            0.244841,
            1.002704,
            1.134391,
            0.971658
        ],
        [
            26409,
            26409,
            16545,
            303940,
            57436,
            303940
        ],
        [
            -124395,
            -21124,
            -124395,
            -721194,
            -67214,
            -721194
        ],
        [
            44,
            22,
            65,
            44,
            22,
            65
        ],
        [
            25,
            13,
            34,
            51,
            23,
            80
        ],
        [
            100,
            42,
            215,
            37,
            22,
            52
        ],
        [
            13135,
            3419,
            9716,
            13135,
            3419,
            9716
        ],
        [
            39.093154,
            98.009821,
            39.093154,
            0,
            0,
            0
        ],
        [
            4,
            9,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426677,
            -88856,
            -76370,
            -578466,
            -317526,
            -582112
        ]
    ]
}
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": 1663617600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758874448517,
    "expiration_time": 1762179091200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 240,
            "offset": 0,
            "std": 1.0693
        }
    }
}

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)