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Trade: LUNC/USDT/360/VWAP/HWMA/7311

Strategy
LUNC/USDT/360/VWAP/HWMA/7311
Pair
LUNC_USDT
Interval
6h
Score
384136
Daily Profit
0.234436
Profit Factor
1.248430
Profitability
53.919240
Streak
0.000000
Best Strategy
Training Data Length
1115.750000
Evaluation Time
2025-09-28 21:32
Expiration Time
2025-11-01 07:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261572.4791 114771.3312 146801.1479 157336.4606 154513.0555 2823.4051
Total P&L (%) 261.5725 114.7713 146.8011 157.3365 154.5131 2.8234
Avg Daily Profit (%) 0.2344 0.1029 0.1316 0.0848 0.0838 0.0025
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195893 -109958 -95834 -1918372 -867785 -1159310
Profit Factor 1.2484 1.191 1.3248 1.0245 1.0458 1.0009
Total Trades 421 211 210 421 211 210
Winning Trades 227 106 121 227 106 121
Losing Trades 194 105 89 194 105 89
Profitability (%) 53.9192 50.237 57.619 53.9192 50.237 57.619
Ratio Avg Win / Avg Loss 1.0669 1.1797 0.9745 0.8755 1.0359 0.7362
Largest Winning Trade 94943 94943 22677 291168 291168 253723
Largest Losing Trade -29154 -29154 -19354 -321742 -321742 -184730
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 8 7 8 8 7 8
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 4440 2217 2223 4440 2217 2223
Profit Streak 0 0 8.7725 0 0 8.7725
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384136 -65242 -15879 -272113 -250461 -573506
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4463,
    "evaluation_days": 1115.75,
    "actual_first_datapoint_time": 1662703200000,
    "first_datapoint_time": 1662703200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759084344292,
    "expiration_time": 1761974424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            261572.4790662064,
            114771.331194093,
            146801.1478721134,
            157336.4605956371,
            154513.0554629675,
            2823.4051326716
        ],
        [
            261.572479,
            114.771331,
            146.801148,
            157.336461,
            154.513055,
            2.823405
        ],
        [
            0.234436,
            0.102865,
            0.131572,
            0.084751,
            0.083762,
            0.002495
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195893,
            -109958,
            -95834,
            -1918372,
            -867785,
            -1159310
        ],
        [
            1.24843,
            1.190982,
            1.32482,
            1.024454,
            1.045756,
            1.000924
        ],
        [
            421,
            211,
            210,
            421,
            211,
            210
        ],
        [
            227,
            106,
            121,
            227,
            106,
            121
        ],
        [
            194,
            105,
            89,
            194,
            105,
            89
        ],
        [
            53.91924,
            50.236967,
            57.619048,
            53.91924,
            50.236967,
            57.619048
        ],
        [
            1.06694,
            1.179746,
            0.974454,
            0.875524,
            1.035891,
            0.736216
        ],
        [
            94943,
            94943,
            22677,
            291168,
            291168,
            253723
        ],
        [
            -29154,
            -29154,
            -19354,
            -321742,
            -321742,
            -184730
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            4440,
            2217,
            2223,
            4440,
            2217,
            2223
        ],
        [
            0,
            0,
            8.772503,
            0,
            0,
            8.772503
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384136,
            -65242,
            -15879,
            -272113,
            -250461,
            -573506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4463,
    "evaluation_days": 1115.75,
    "actual_first_datapoint_time": 1662703200000,
    "first_datapoint_time": 1662703200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759084344292,
    "expiration_time": 1761974424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)