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Trade: LUNC/USDT/480/MIDPOINT/VWMA/6934

Strategy
LUNC/USDT/480/MIDPOINT/VWMA/6934
Pair
LUNC_USDT
Interval
8h
Score
431419
Daily Profit
0.206692
Profit Factor
1.613347
Profitability
55.932203
Streak
30.147575
Best Strategy
Training Data Length
1125.000000
Evaluation Time
2025-10-08 06:32
Expiration Time
2025-11-10 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 232528.4497 86654.4211 145874.0286 324845.0374 83506.1807 241338.8567
Total P&L (%) 232.5285 86.6544 145.874 324.845 83.5062 241.3389
Avg Daily Profit (%) 0.2067 0.077 0.1297 0.1287 0.054 0.1092
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58812 -81129 -50019 -159052 -110769 -107833
Profit Factor 1.6133 1.38 1.9656 1.4711 1.1995 1.8906
Total Trades 118 59 59 118 59 59
Winning Trades 66 30 36 66 30 36
Losing Trades 52 29 23 52 29 23
Profitability (%) 55.9322 50.8475 61.0169 55.9322 50.8475 61.0169
Ratio Avg Win / Avg Loss 1.2711 1.334 1.2558 1.159 1.1595 1.2079
Largest Winning Trade 47821 47821 40329 83153 83153 66299
Largest Losing Trade -36499 -21362 -36499 -70447 -54468 -70447
Avg Bars in Trades 27 22 31 27 22 31
Avg Bars in Winners 31 24 36 31 24 36
Avg Bars in Losers 22 20 23 22 20 23
Bars Traded 3208 1342 1866 3208 1342 1866
Profit Streak 30.1476 35.1476 30.1476 30.1476 35.1476 30.1476
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431419 -265282 -192007 -17760 -297671 -219455
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3375,
    "evaluation_days": 1125,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1665849600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759894350471,
    "expiration_time": 1762797600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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": [
        [
            232528.4496856559,
            86654.4210893768,
            145874.0285962791,
            324845.0373982209,
            83506.1806753221,
            241338.8567228987
        ],
        [
            232.52845,
            86.654421,
            145.874029,
            324.845037,
            83.506181,
            241.338857
        ],
        [
            0.206692,
            0.077026,
            0.129666,
            0.128665,
            0.053977,
            0.109189
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58812,
            -81129,
            -50019,
            -159052,
            -110769,
            -107833
        ],
        [
            1.613347,
            1.379979,
            1.965648,
            1.471077,
            1.199494,
            1.890584
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            55.932203,
            50.847458,
            61.016949,
            55.932203,
            50.847458,
            61.016949
        ],
        [
            1.271122,
            1.333979,
            1.255831,
            1.15903,
            1.159511,
            1.207873
        ],
        [
            47821,
            47821,
            40329,
            83153,
            83153,
            66299
        ],
        [
            -36499,
            -21362,
            -36499,
            -70447,
            -54468,
            -70447
        ],
        [
            27,
            22,
            31,
            27,
            22,
            31
        ],
        [
            31,
            24,
            36,
            31,
            24,
            36
        ],
        [
            22,
            20,
            23,
            22,
            20,
            23
        ],
        [
            3208,
            1342,
            1866,
            3208,
            1342,
            1866
        ],
        [
            30.147575,
            35.147575,
            30.147575,
            30.147575,
            35.147575,
            30.147575
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431419,
            -265282,
            -192007,
            -17760,
            -297671,
            -219455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3375,
    "evaluation_days": 1125,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1665849600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759894350471,
    "expiration_time": 1762797600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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)