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Trade: LUNC/USDT/240/VWAP/HWMA/9560

Strategy
LUNC/USDT/240/VWAP/HWMA/9560
Pair
LUNC_USDT
Interval
4h
Score
442607
Daily Profit
0.241344
Profit Factor
1.226243
Profitability
53.697749
Streak
7.351490
Best Strategy
Training Data Length
1116.670000
Evaluation Time
2025-09-30 03:26
Expiration Time
2025-11-02 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 269501.0522 98778.2386 170722.8136 260987.513 71483.9489 189503.5641
Total P&L (%) 269.5011 98.7782 170.7228 260.9875 71.4839 189.5036
Avg Daily Profit (%) 0.2413 0.0885 0.1529 0.115 0.0483 0.0952
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91240 -95955 -103988 -606365 -419644 -508450
Profit Factor 1.2262 1.1661 1.2862 1.0657 1.0353 1.0973
Total Trades 622 311 311 622 311 311
Winning Trades 334 156 178 334 156 178
Losing Trades 288 155 133 288 155 133
Profitability (%) 53.6977 50.1608 57.2347 53.6977 50.1608 57.2347
Ratio Avg Win / Avg Loss 1.0574 1.1587 0.961 0.9189 1.0286 0.8199
Largest Winning Trade 43634 43634 28751 180581 180581 128136
Largest Losing Trade -32419 -32419 -31597 -116084 -108442 -116084
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 10 9 10 10 9 10
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 6686 3266 3420 6686 3266 3420
Profit Streak 7.3515 0 11.0182 7.3515 0 11.0182
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442607 -111280 321522 -184727 -308753 -177642
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6700,
    "evaluation_days": 1116.67,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1662710400000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759191968711,
    "expiration_time": 1762070400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            269501.0522285224,
            98778.2386183605,
            170722.8136101619,
            260987.5129619024,
            71483.9488713124,
            189503.5640905899
        ],
        [
            269.501052,
            98.778239,
            170.722814,
            260.987513,
            71.483949,
            189.503564
        ],
        [
            0.241344,
            0.088458,
            0.152886,
            0.115022,
            0.048309,
            0.095239
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91240,
            -95955,
            -103988,
            -606365,
            -419644,
            -508450
        ],
        [
            1.226243,
            1.166127,
            1.286157,
            1.065657,
            1.035271,
            1.097266
        ],
        [
            622,
            311,
            311,
            622,
            311,
            311
        ],
        [
            334,
            156,
            178,
            334,
            156,
            178
        ],
        [
            288,
            155,
            133,
            288,
            155,
            133
        ],
        [
            53.697749,
            50.160772,
            57.234727,
            53.697749,
            50.160772,
            57.234727
        ],
        [
            1.057359,
            1.158652,
            0.961005,
            0.91889,
            1.028634,
            0.819867
        ],
        [
            43634,
            43634,
            28751,
            180581,
            180581,
            128136
        ],
        [
            -32419,
            -32419,
            -31597,
            -116084,
            -108442,
            -116084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            6686,
            3266,
            3420,
            6686,
            3266,
            3420
        ],
        [
            7.35149,
            0,
            11.018156,
            7.35149,
            0,
            11.018156
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442607,
            -111280,
            321522,
            -184727,
            -308753,
            -177642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6700,
    "evaluation_days": 1116.67,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1662710400000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759191968711,
    "expiration_time": 1762070400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)