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Trade: LUNC/USDT/60/VWAP/WMA/1621

Strategy
LUNC/USDT/60/VWAP/WMA/1621
Pair
LUNC_USDT
Interval
1h
Score
334230
Daily Profit
0.235889
Profit Factor
1.236758
Profitability
68.983269
Streak
0.334127
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 14:01
Expiration Time
2025-12-24 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 245718.4661 112982.9798 132735.4862 240813.3276 106766.1299 134047.1977
Total P&L (%) 245.7185 112.983 132.7355 240.8133 106.7661 134.0472
Avg Daily Profit (%) 0.2359 0.1085 0.1274 0.1178 0.0698 0.0817
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64809 -63518 -88913 -248786 -188881 -204867
Profit Factor 1.2368 1.2181 1.2554 1.0986 1.0875 1.1096
Total Trades 777 388 389 777 388 389
Winning Trades 536 255 281 536 255 281
Losing Trades 241 133 108 241 133 108
Profitability (%) 68.9833 65.7216 72.2365 68.9833 65.7216 72.2365
Ratio Avg Win / Avg Loss 0.5561 0.6353 0.4825 0.494 0.5672 0.4265
Largest Winning Trade 23010 23010 22677 49903 49903 32470
Largest Losing Trade -62582 -23283 -62582 -145925 -77368 -145925
Avg Bars in Trades 32 31 32 32 31 32
Avg Bars in Winners 20 19 21 20 19 21
Avg Bars in Losers 57 53 62 57 53 62
Bars Traded 24884 12074 12811 24884 12074 12811
Profit Streak 0.3341 0 7.1675 0.3341 0 7.1675
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334230 -46761 -18690 -146176 -222173 -179463
Evaluation Data
{
    "trading_pair": "LUNC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670090400000,
    "first_datapoint_time": 1670310000000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760094068629,
    "expiration_time": 1766570400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "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": [
        [
            245718.4660900399,
            112982.9798483473,
            132735.4862416926,
            240813.3275556267,
            106766.1298720149,
            134047.1976836118
        ],
        [
            245.718466,
            112.98298,
            132.735486,
            240.813328,
            106.76613,
            134.047198
        ],
        [
            0.235889,
            0.108463,
            0.127426,
            0.117781,
            0.06976,
            0.081667
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64809,
            -63518,
            -88913,
            -248786,
            -188881,
            -204867
        ],
        [
            1.236758,
            1.218067,
            1.255391,
            1.098597,
            1.087548,
            1.109616
        ],
        [
            777,
            388,
            389,
            777,
            388,
            389
        ],
        [
            536,
            255,
            281,
            536,
            255,
            281
        ],
        [
            241,
            133,
            108,
            241,
            133,
            108
        ],
        [
            68.983269,
            65.721649,
            72.236504,
            68.983269,
            65.721649,
            72.236504
        ],
        [
            0.55608,
            0.635306,
            0.482499,
            0.493959,
            0.567231,
            0.426472
        ],
        [
            23010,
            23010,
            22677,
            49903,
            49903,
            32470
        ],
        [
            -62582,
            -23283,
            -62582,
            -145925,
            -77368,
            -145925
        ],
        [
            32,
            31,
            32,
            32,
            31,
            32
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            57,
            53,
            62,
            57,
            53,
            62
        ],
        [
            24884,
            12074,
            12811,
            24884,
            12074,
            12811
        ],
        [
            0.334127,
            0,
            7.167461,
            0.334128,
            0,
            7.167461
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334230,
            -46761,
            -18690,
            -146176,
            -222173,
            -179463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LUNC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670090400000,
    "first_datapoint_time": 1670310000000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760094068629,
    "expiration_time": 1766570400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "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)