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Trade: LUNC/USDT/60/VWMA/SSF/7427

Strategy
LUNC/USDT/60/VWMA/SSF/7427
Pair
LUNC_USDT
Interval
1h
Score
333460
Daily Profit
0.294542
Profit Factor
1.512164
Profitability
41.004184
Streak
14.637967
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 23:18
Expiration Time
2025-12-18 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306815.8831 154450.069 152365.8141 622184.4273 86229.2385 535955.1888
Total P&L (%) 306.8159 154.4501 152.3658 622.1844 86.2292 535.9552
Avg Daily Profit (%) 0.2945 0.1483 0.1463 0.19 0.0597 0.1778
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102825 -78557 -50062 -1379450 -1034687 -681148
Profit Factor 1.5122 1.4923 1.534 1.1335 1.0337 1.2554
Total Trades 239 119 120 239 119 120
Winning Trades 98 38 60 98 38 60
Losing Trades 141 81 60 141 81 60
Profitability (%) 41.0042 31.9328 50 41.0042 31.9328 50
Ratio Avg Win / Avg Loss 2.1757 3.181 1.534 1.6309 2.2033 1.2554
Largest Winning Trade 93447 93447 31147 338944 338944 249848
Largest Losing Trade -15547 -13122 -15547 -264023 -262843 -264023
Avg Bars in Trades 103 82 124 103 82 124
Avg Bars in Winners 154 123 174 154 123 174
Avg Bars in Losers 67 62 74 67 62 74
Bars Traded 24733 9797 14936 24733 9797 14936
Profit Streak 14.638 0 16.388 14.638 0 16.388
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333460 -4 186704 -66246 -302836 287941
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669608000000,
    "first_datapoint_time": 1670241600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759609120359,
    "expiration_time": 1766088000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "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": [
        [
            306815.8830617338,
            154450.0689592481,
            152365.8141024858,
            622184.4272656129,
            86229.2384712854,
            535955.1887943274
        ],
        [
            306.815883,
            154.450069,
            152.365814,
            622.184427,
            86.229238,
            535.955189
        ],
        [
            0.294542,
            0.148272,
            0.146271,
            0.189982,
            0.059711,
            0.177753
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102825,
            -78557,
            -50062,
            -1379450,
            -1034687,
            -681148
        ],
        [
            1.512164,
            1.492312,
            1.53399,
            1.133523,
            1.033669,
            1.255381
        ],
        [
            239,
            119,
            120,
            239,
            119,
            120
        ],
        [
            98,
            38,
            60,
            98,
            38,
            60
        ],
        [
            141,
            81,
            60,
            141,
            81,
            60
        ],
        [
            41.004184,
            31.932773,
            50,
            41.004184,
            31.932773,
            50
        ],
        [
            2.175664,
            3.180982,
            1.53399,
            1.630885,
            2.203346,
            1.255381
        ],
        [
            93447,
            93447,
            31147,
            338944,
            338944,
            249848
        ],
        [
            -15547,
            -13122,
            -15547,
            -264023,
            -262843,
            -264023
        ],
        [
            103,
            82,
            124,
            103,
            82,
            124
        ],
        [
            154,
            123,
            174,
            154,
            123,
            174
        ],
        [
            67,
            62,
            74,
            67,
            62,
            74
        ],
        [
            24733,
            9797,
            14936,
            24733,
            9797,
            14936
        ],
        [
            14.637967,
            0,
            16.387967,
            14.637967,
            0,
            16.387967
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333460,
            -4,
            186704,
            -66246,
            -302836,
            287941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669608000000,
    "first_datapoint_time": 1670241600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759609120359,
    "expiration_time": 1766088000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "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)