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Trade: LUNC/USDT/480/VWAP/KCL/9928

Strategy
LUNC/USDT/480/VWAP/KCL/9928
Pair
LUNC_USDT
Interval
8h
Score
523865
Daily Profit
0.155999
Profit Factor
1.758657
Profitability
83.177570
Streak
147.278947
Best Strategy
Training Data Length
1130.000000
Evaluation Time
2025-10-13 09:41
Expiration Time
2025-11-15 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 176279.3703 57395.7589 118883.6114 51250.568 15793.3786 35457.1894
Total P&L (%) 176.2794 57.3958 118.8836 51.2506 15.7934 35.4572
Avg Daily Profit (%) 0.156 0.0508 0.1052 0.0366 0.013 0.0269
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87044 -40056 -84372 -179445 -59075 -172505
Profit Factor 1.7587 1.5823 1.8886 1.1325 1.1107 1.1452
Total Trades 107 53 54 107 53 54
Winning Trades 89 41 48 89 41 48
Losing Trades 18 12 6 18 12 6
Profitability (%) 83.1776 77.3585 88.8889 83.1776 77.3585 88.8889
Ratio Avg Win / Avg Loss 0.3557 0.4631 0.2361 0.229 0.3251 0.1432
Largest Winning Trade 17615 10865 17615 19963 13537 19963
Largest Losing Trade -84372 -40056 -84372 -172505 -59075 -172505
Avg Bars in Trades 28 22 34 28 22 34
Avg Bars in Winners 18 7 27 18 7 27
Avg Bars in Losers 78 73 86 78 73 86
Bars Traded 3045 1195 1850 3045 1195 1850
Profit Streak 147.2789 147.2789 147.6123 147.2789 147.2789 147.6123
Trades During Streak 17 8 9 17 8 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523865 -300506 -225489 -214921 -460292 -395857
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3390,
    "evaluation_days": 1130,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1668556800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760337701047,
    "expiration_time": 1763242560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 204,
            "offset": 192,
            "scalar": 2
        }
    }
}
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": [
        [
            176279.3703048552,
            57395.7589206089,
            118883.6113842463,
            51250.5679943008,
            15793.3785577927,
            35457.1894365081
        ],
        [
            176.27937,
            57.395759,
            118.883611,
            51.250568,
            15.793379,
            35.457189
        ],
        [
            0.155999,
            0.050793,
            0.105207,
            0.036623,
            0.012978,
            0.026861
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87044,
            -40056,
            -84372,
            -179445,
            -59075,
            -172505
        ],
        [
            1.758657,
            1.582278,
            1.888609,
            1.132498,
            1.110748,
            1.1452
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            89,
            41,
            48,
            89,
            41,
            48
        ],
        [
            18,
            12,
            6,
            18,
            12,
            6
        ],
        [
            83.17757,
            77.358491,
            88.888889,
            83.17757,
            77.358491,
            88.888889
        ],
        [
            0.355683,
            0.463106,
            0.236076,
            0.229045,
            0.325097,
            0.14315
        ],
        [
            17615,
            10865,
            17615,
            19963,
            13537,
            19963
        ],
        [
            -84372,
            -40056,
            -84372,
            -172505,
            -59075,
            -172505
        ],
        [
            28,
            22,
            34,
            28,
            22,
            34
        ],
        [
            18,
            7,
            27,
            18,
            7,
            27
        ],
        [
            78,
            73,
            86,
            78,
            73,
            86
        ],
        [
            3045,
            1195,
            1850,
            3045,
            1195,
            1850
        ],
        [
            147.278947,
            147.278947,
            147.612281,
            147.278947,
            147.278947,
            147.612281
        ],
        [
            17,
            8,
            9,
            17,
            8,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523865,
            -300506,
            -225489,
            -214921,
            -460292,
            -395857
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3390,
    "evaluation_days": 1130,
    "actual_first_datapoint_time": 1662710400000,
    "first_datapoint_time": 1668556800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760337701047,
    "expiration_time": 1763242560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 204,
            "offset": 192,
            "scalar": 2
        }
    }
}

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)