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Trade: RUNE/USDT/120/KCL/DEMA/5342

Strategy
RUNE/USDT/120/KCL/DEMA/5342
Pair
RUNE_USDT
Interval
2h
Score
334758
Daily Profit
0.522452
Profit Factor
2.280338
Profitability
34.234234
Streak
0.000000
Best Strategy
Training Data Length
1845.920000
Evaluation Time
2025-09-26 18:50
Expiration Time
2025-11-30 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 964403.9168 885790.5829 78613.3339 1649491.0117 943358.8498 706132.1619
Total P&L (%) 964.4039 885.7906 78.6133 1649.491 943.3589 706.1322
Avg Daily Profit (%) 0.5225 0.4799 0.0426 0.1552 0.1271 0.1131
Buy And Hold Return (%) 134.5462 134.5462 134.5462 134.5462 134.5462 134.5462
Max Trade Drawdown -153960 -104342 -80907 -1427588 -941189 -986957
Profit Factor 2.2803 3.0461 1.2454 1.2575 1.2674 1.2454
Total Trades 111 56 55 111 56 55
Winning Trades 38 18 20 38 18 20
Losing Trades 73 38 35 73 38 35
Profitability (%) 34.2342 32.1429 36.3636 34.2342 32.1429 36.3636
Ratio Avg Win / Avg Loss 4.3806 6.4306 2.1795 2.4158 2.6756 2.1795
Largest Winning Trade 492920 492920 72503 1078911 734085 1078911
Largest Losing Trade -30903 -30903 -26870 -602842 -547131 -602842
Avg Bars in Trades 196 223 169 196 223 169
Avg Bars in Winners 403 497 318 403 497 318
Avg Bars in Losers 89 93 84 89 93 84
Bars Traded 21837 12505 9332 21837 12505 9332
Profit Streak 0 0 79.2434 0 0 79.2434
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334758 -171306 -485611 99134 -209179 -226531

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22151,
    "evaluation_days": 1845.92,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901826788,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 174,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 94,
            "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": [
        [
            964403.9168143363,
            885790.582937139,
            78613.3338771967,
            1649491.0116739697,
            943358.8497633921,
            706132.1619105784
        ],
        [
            964.403917,
            885.790583,
            78.613334,
            1649.491012,
            943.35885,
            706.132162
        ],
        [
            0.522452,
            0.479864,
            0.042588,
            0.15516,
            0.127119,
            0.113128
        ],
        [
            134.546166,
            134.546166,
            134.546166,
            134.546166,
            134.546166,
            134.546166
        ],
        [
            -153960,
            -104342,
            -80907,
            -1427588,
            -941189,
            -986957
        ],
        [
            2.280338,
            3.046069,
            1.245422,
            1.257524,
            1.267374,
            1.245443
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            34.234234,
            32.142857,
            36.363636,
            34.234234,
            32.142857,
            36.363636
        ],
        [
            4.380649,
            6.43059,
            2.179489,
            2.415769,
            2.675568,
            2.179526
        ],
        [
            492920,
            492920,
            72503,
            1078911,
            734085,
            1078911
        ],
        [
            -30903,
            -30903,
            -26870,
            -602842,
            -547131,
            -602842
        ],
        [
            196,
            223,
            169,
            196,
            223,
            169
        ],
        [
            403,
            497,
            318,
            403,
            497,
            318
        ],
        [
            89,
            93,
            84,
            89,
            93,
            84
        ],
        [
            21837,
            12505,
            9332,
            21837,
            12505,
            9332
        ],
        [
            0,
            0,
            79.243365,
            0,
            0,
            79.243366
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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        ],
        [
            334758,
            -171306,
            -485611,
            99134,
            -209179,
            -226531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22151,
    "evaluation_days": 1845.92,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901826788,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 174,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 94,
            "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)