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Trade: LUNC/USDT/120/SSF/HILO/8720

Strategy
LUNC/USDT/120/SSF/HILO/8720
Pair
LUNC_USDT
Interval
2h
Score
311270
Daily Profit
0.200597
Profit Factor
1.266599
Profitability
47.113164
Streak
0.000000
Best Strategy
Training Data Length
1121.920000
Evaluation Time
2025-10-05 08:48
Expiration Time
2025-11-14 15:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 225053.2791 98540.1942 126513.0849 117296.0969 -110627.3969 227923.4938
Total P&L (%) 225.0533 98.5402 126.5131 117.2961 -110.6274 227.9235
Avg Daily Profit (%) 0.2006 0.0878 0.1128 0.0692 0 0.1059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133050 -99556 -63258 -615747 -439241 -279563
Profit Factor 1.2666 1.2179 1.3228 1.0448 0.9208 1.1866
Total Trades 433 216 217 433 216 217
Winning Trades 204 91 113 204 91 113
Losing Trades 229 125 104 229 125 104
Profitability (%) 47.1132 42.1296 52.0737 47.1132 42.1296 52.0737
Ratio Avg Win / Avg Loss 1.4218 1.6729 1.2175 1.1728 1.2648 1.0921
Largest Winning Trade 161590 161590 27402 117605 117605 99510
Largest Losing Trade -17080 -15487 -17080 -110586 -110106 -110586
Avg Bars in Trades 30 24 36 30 24 36
Avg Bars in Winners 42 34 48 42 34 48
Avg Bars in Losers 20 18 24 20 18 24
Bars Traded 13366 5395 7971 13366 5395 7971
Profit Streak 0 14.9084 0 0 14.9084 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311270 -76624 -41380 -270651 -580731 -66043
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13463,
    "evaluation_days": 1121.92,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1662897600000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759643281420,
    "expiration_time": 1763126409600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            225053.2791131785,
            98540.194217494,
            126513.0848956844,
            117296.0968790395,
            -110627.3968897883,
            227923.4937688285
        ],
        [
            225.053279,
            98.540194,
            126.513085,
            117.296097,
            -110.627397,
            227.923494
        ],
        [
            0.200597,
            0.087832,
            0.112765,
            0.069199,
            0,
            0.105911
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133050,
            -99556,
            -63258,
            -615747,
            -439241,
            -279563
        ],
        [
            1.266599,
            1.217888,
            1.322811,
            1.044797,
            0.920797,
            1.186569
        ],
        [
            433,
            216,
            217,
            433,
            216,
            217
        ],
        [
            204,
            91,
            113,
            204,
            91,
            113
        ],
        [
            229,
            125,
            104,
            229,
            125,
            104
        ],
        [
            47.113164,
            42.12963,
            52.073733,
            47.113164,
            42.12963,
            52.073733
        ],
        [
            1.42182,
            1.672923,
            1.217454,
            1.172836,
            1.26483,
            1.092064
        ],
        [
            161590,
            161590,
            27402,
            117605,
            117605,
            99510
        ],
        [
            -17080,
            -15487,
            -17080,
            -110586,
            -110106,
            -110586
        ],
        [
            30,
            24,
            36,
            30,
            24,
            36
        ],
        [
            42,
            34,
            48,
            42,
            34,
            48
        ],
        [
            20,
            18,
            24,
            20,
            18,
            24
        ],
        [
            13366,
            5395,
            7971,
            13366,
            5395,
            7971
        ],
        [
            0,
            14.90835,
            0,
            0,
            14.90835,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311270,
            -76624,
            -41380,
            -270651,
            -580731,
            -66043
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13463,
    "evaluation_days": 1121.92,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1662897600000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759643281420,
    "expiration_time": 1763126409600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)