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Trade: LUNC/USDT/240/VWAP/SMA/3422

Strategy
LUNC/USDT/240/VWAP/SMA/3422
Pair
LUNC_USDT
Interval
4h
Score
333321
Daily Profit
0.256948
Profit Factor
1.335915
Profitability
41.715400
Streak
0.000000
Best Strategy
Training Data Length
1129.500000
Evaluation Time
2025-10-12 20:55
Expiration Time
2025-11-15 15:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290222.268 148187.3487 142034.9193 229386.2374 -82112.8732 311499.1106
Total P&L (%) 290.2223 148.1873 142.0349 229.3862 -82.1129 311.4991
Avg Daily Profit (%) 0.2569 0.1312 0.1258 0.1056 -0.1523 0.1253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137356 -86744 -69545 -1229614 -682454 -689296
Profit Factor 1.3359 1.3128 1.364 1.0496 0.9664 1.1429
Total Trades 513 257 256 513 257 256
Winning Trades 214 97 117 214 97 117
Losing Trades 299 160 139 299 160 139
Profitability (%) 41.7154 37.7432 45.7031 41.7154 37.7432 45.7031
Ratio Avg Win / Avg Loss 1.8665 2.1654 1.6205 1.4665 1.5941 1.3578
Largest Winning Trade 192082 192082 21923 277917 277917 198594
Largest Losing Trade -14293 -14021 -14293 -118487 -118487 -110091
Avg Bars in Trades 13 12 13 13 12 13
Avg Bars in Winners 18 17 18 18 17 18
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 6678 3105 3573 6678 3105 3573
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 333321 -20303 -24163 -218231 -581699 -89618
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6777,
    "evaluation_days": 1129.5,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1662940800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760291722423,
    "expiration_time": 1763212464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 16
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 12,
            "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": [
        [
            290222.2679865916,
            148187.3486742348,
            142034.919312357,
            229386.2373628893,
            -82112.8732201283,
            311499.1105830168
        ],
        [
            290.222268,
            148.187349,
            142.034919,
            229.386237,
            -82.112873,
            311.499111
        ],
        [
            0.256948,
            0.131197,
            0.12575,
            0.105595,
            -0.15226,
            0.125323
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137356,
            -86744,
            -69545,
            -1229614,
            -682454,
            -689296
        ],
        [
            1.335915,
            1.312791,
            1.363989,
            1.049611,
            0.966407,
            1.142934
        ],
        [
            513,
            257,
            256,
            513,
            257,
            256
        ],
        [
            214,
            97,
            117,
            214,
            97,
            117
        ],
        [
            299,
            160,
            139,
            299,
            160,
            139
        ],
        [
            41.7154,
            37.743191,
            45.703125,
            41.7154,
            37.743191,
            45.703125
        ],
        [
            1.866535,
            2.165429,
            1.620466,
            1.466513,
            1.594074,
            1.357845
        ],
        [
            192082,
            192082,
            21923,
            277917,
            277917,
            198594
        ],
        [
            -14293,
            -14021,
            -14293,
            -118487,
            -118487,
            -110091
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            6678,
            3105,
            3573,
            6678,
            3105,
            3573
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333321,
            -20303,
            -24163,
            -218231,
            -581699,
            -89618
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6777,
    "evaluation_days": 1129.5,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1662940800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760291722423,
    "expiration_time": 1763212464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 16
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 12,
            "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)