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Trade: LUNC/USDT/60/VWMA/LINREG/2434

Strategy
LUNC/USDT/60/VWMA/LINREG/2434
Pair
LUNC_USDT
Interval
1h
Score
522840
Daily Profit
0.439063
Profit Factor
1.655674
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-28 13:07
Expiration Time
2025-12-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 457358.76 253705.7842 203652.9758 1946778.4957 1561669.3645 385109.1312
Total P&L (%) 457.3588 253.7058 203.653 1946.7785 1561.6694 385.1091
Avg Daily Profit (%) 0.4391 0.2436 0.1955 0.2902 0.2702 0.1517
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96624 -74352 -56749 -4297686 -2370391 -2633480
Profit Factor 1.6557 1.7556 1.5629 1.1406 1.2471 1.0512
Total Trades 296 148 148 296 148 148
Winning Trades 152 72 80 152 72 80
Losing Trades 144 76 68 144 76 68
Profitability (%) 51.3514 48.6486 54.0541 51.3514 48.6486 54.0541
Ratio Avg Win / Avg Loss 1.5685 1.8532 1.3285 1.0806 1.3164 0.8935
Largest Winning Trade 127067 127067 30739 950632 950632 755806
Largest Losing Trade -43202 -26133 -43202 -1119026 -1119026 -575542
Avg Bars in Trades 83 66 100 83 66 100
Avg Bars in Winners 82 64 98 82 64 98
Avg Bars in Losers 84 68 102 84 68 102
Bars Traded 24702 9871 14830 24702 9871 14830
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 522840 382829 346911 -55316 277565 -158323
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669053600000,
    "first_datapoint_time": 1669651200000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759054041940,
    "expiration_time": 1765533600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "offset": 26
        }
    }
}
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": [
        [
            457358.7599973151,
            253705.7842112192,
            203652.9757860962,
            1946778.4957075138,
            1561669.3644613386,
            385109.1312461738
        ],
        [
            457.35876,
            253.705784,
            203.652976,
            1946.778496,
            1561.669364,
            385.109131
        ],
        [
            0.439063,
            0.243557,
            0.195506,
            0.290229,
            0.270163,
            0.151718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96624,
            -74352,
            -56749,
            -4297686,
            -2370391,
            -2633480
        ],
        [
            1.655674,
            1.755623,
            1.562915,
            1.140617,
            1.2471,
            1.051181
        ],
        [
            296,
            148,
            148,
            296,
            148,
            148
        ],
        [
            152,
            72,
            80,
            152,
            72,
            80
        ],
        [
            144,
            76,
            68,
            144,
            76,
            68
        ],
        [
            51.351351,
            48.648649,
            54.054054,
            51.351351,
            48.648649,
            54.054054
        ],
        [
            1.568533,
            1.853157,
            1.328478,
            1.080585,
            1.316383,
            0.893504
        ],
        [
            127067,
            127067,
            30739,
            950632,
            950632,
            755806
        ],
        [
            -43202,
            -26133,
            -43202,
            -1119026,
            -1119026,
            -575542
        ],
        [
            83,
            66,
            100,
            83,
            66,
            100
        ],
        [
            82,
            64,
            98,
            82,
            64,
            98
        ],
        [
            84,
            68,
            102,
            84,
            68,
            102
        ],
        [
            24702,
            9871,
            14830,
            24702,
            9871,
            14830
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522840,
            382829,
            346911,
            -55316,
            277565,
            -158323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669053600000,
    "first_datapoint_time": 1669651200000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759054041940,
    "expiration_time": 1765533600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "offset": 26
        }
    }
}

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)