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Trade: LUNC/USDT/120/VWAP/ZLMA/4420

Strategy
LUNC/USDT/120/VWAP/ZLMA/4420
Pair
LUNC_USDT
Interval
2h
Score
436599
Daily Profit
0.234157
Profit Factor
1.244894
Profitability
67.661692
Streak
0.000000
Best Strategy
Training Data Length
1111.330000
Evaluation Time
2025-09-27 04:47
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 260225.3296 119021.903 141203.4266 193510.5418 89856.0495 103654.4922
Total P&L (%) 260.2253 119.0219 141.2034 193.5105 89.8561 103.6545
Avg Daily Profit (%) 0.2342 0.1071 0.1271 0.0969 0.0577 0.064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131754 -77432 -98740 -384697 -244473 -248918
Profit Factor 1.2449 1.2318 1.2571 1.0815 1.0802 1.0826
Total Trades 603 302 301 603 302 301
Winning Trades 408 197 211 408 197 211
Losing Trades 195 105 90 195 105 90
Profitability (%) 67.6617 65.2318 70.0997 67.6617 65.2318 70.0997
Ratio Avg Win / Avg Loss 0.595 0.6565 0.5362 0.5169 0.5757 0.4618
Largest Winning Trade 49099 49099 19601 61349 61349 41853
Largest Losing Trade -64031 -23261 -64031 -166100 -92039 -166100
Avg Bars in Trades 21 20 23 21 20 23
Avg Bars in Winners 14 12 17 14 12 17
Avg Bars in Losers 36 34 38 36 34 38
Bars Traded 13159 6052 7107 13159 6052 7107
Profit Streak 0 0 15.6579 0 0 15.6579
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436599 -48731 -19853 -190012 -246579 -233393
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": 1663351200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758937640280,
    "expiration_time": 1762179091200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 90,
            "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": [
        [
            260225.3296270675,
            119021.9030143023,
            141203.4266127649,
            193510.5417688625,
            89856.0495440822,
            103654.4922247802
        ],
        [
            260.22533,
            119.021903,
            141.203427,
            193.510542,
            89.85605,
            103.654492
        ],
        [
            0.234157,
            0.107099,
            0.127058,
            0.096935,
            0.057704,
            0.064021
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131754,
            -77432,
            -98740,
            -384697,
            -244473,
            -248918
        ],
        [
            1.244894,
            1.231797,
            1.257141,
            1.081461,
            1.080187,
            1.082598
        ],
        [
            603,
            302,
            301,
            603,
            302,
            301
        ],
        [
            408,
            197,
            211,
            408,
            197,
            211
        ],
        [
            195,
            105,
            90,
            195,
            105,
            90
        ],
        [
            67.661692,
            65.231788,
            70.099668,
            67.661692,
            65.231788,
            70.099668
        ],
        [
            0.594986,
            0.656542,
            0.536221,
            0.516875,
            0.575734,
            0.461771
        ],
        [
            49099,
            49099,
            19601,
            61349,
            61349,
            41853
        ],
        [
            -64031,
            -23261,
            -64031,
            -166100,
            -92039,
            -166100
        ],
        [
            21,
            20,
            23,
            21,
            20,
            23
        ],
        [
            14,
            12,
            17,
            14,
            12,
            17
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            13159,
            6052,
            7107,
            13159,
            6052,
            7107
        ],
        [
            0,
            0,
            15.657873,
            0,
            0,
            15.657874
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436599,
            -48731,
            -19853,
            -190012,
            -246579,
            -233393
        ]
    ]
}
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": 1663351200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758937640280,
    "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": "zlma",
        "factors": {
            "length": 90,
            "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)