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Trade: RUNE/USDT/120/MIDPRICE/ZLMA/2640

Strategy
RUNE/USDT/120/MIDPRICE/ZLMA/2640
Pair
RUNE_USDT
Interval
2h
Score
439027
Daily Profit
0.338244
Profit Factor
2.700140
Profitability
52.873563
Streak
0.000000
Best Strategy
Training Data Length
1863.580000
Evaluation Time
2025-10-12 09:14
Expiration Time
2025-12-18 10:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 563292.3293 630344.1565 -67051.8272 -29288.2235 350212.2128 -379500.4363
Total P&L (%) 563.2923 630.3442 -67.0518 -29.2882 350.2122 -379.5004
Avg Daily Profit (%) 0.3023 0.3382 -0.036 -0.0186 0.0808 0
Buy And Hold Return (%) 157.7751 157.7751 157.7751 157.7751 157.7751 157.7751
Max Trade Drawdown -144352 -67144 -127907 -379798 -173027 -370594
Profit Factor 1.5721 2.7001 0.8908 0.9806 1.6491 0.6088
Total Trades 174 87 87 174 87 87
Winning Trades 94 46 48 94 46 48
Losing Trades 80 41 39 80 41 39
Profitability (%) 54.023 52.8736 55.1724 54.023 52.8736 55.1724
Ratio Avg Win / Avg Loss 1.3379 2.4066 0.7238 0.8346 1.4698 0.4946
Largest Winning Trade 337571 337571 78369 267104 267104 108800
Largest Losing Trade -65515 -30554 -65515 -169846 -75361 -169846
Avg Bars in Trades 125 114 137 125 114 137
Avg Bars in Winners 144 118 169 144 118 169
Avg Bars in Losers 103 109 97 103 109 97
Bars Traded 21861 9941 11920 21861 9941 11920
Profit Streak 1.5937 0 90.0104 1.5937 0 90.0104
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 253920 439027 -578982 -581778 -88478 -578982
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22363,
    "evaluation_days": 1863.58,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600920000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760249696908,
    "expiration_time": 1766045289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 240,
            "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": [
        [
            563292.3293245636,
            630344.1564839914,
            -67051.8271594281,
            -29288.2234913908,
            350212.2128003207,
            -379500.4362917114
        ],
        [
            563.292329,
            630.344156,
            -67.051827,
            -29.288223,
            350.212213,
            -379.500436
        ],
        [
            0.302264,
            0.338244,
            -0.03598,
            -0.018595,
            0.080767,
            0
        ],
        [
            157.77512,
            157.77512,
            157.77512,
            157.77512,
            157.77512,
            157.77512
        ],
        [
            -144352,
            -67144,
            -127907,
            -379798,
            -173027,
            -370594
        ],
        [
            1.572086,
            2.70014,
            0.890772,
            0.980599,
            1.649073,
            0.608788
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            94,
            46,
            48,
            94,
            46,
            48
        ],
        [
            80,
            41,
            39,
            80,
            41,
            39
        ],
        [
            54.022989,
            52.873563,
            55.172414,
            54.022989,
            52.873563,
            55.172414
        ],
        [
            1.337946,
            2.406647,
            0.723752,
            0.834552,
            1.469826,
            0.49464
        ],
        [
            337571,
            337571,
            78369,
            267104,
            267104,
            108800
        ],
        [
            -65515,
            -30554,
            -65515,
            -169846,
            -75361,
            -169846
        ],
        [
            125,
            114,
            137,
            125,
            114,
            137
        ],
        [
            144,
            118,
            169,
            144,
            118,
            169
        ],
        [
            103,
            109,
            97,
            103,
            109,
            97
        ],
        [
            21861,
            9941,
            11920,
            21861,
            9941,
            11920
        ],
        [
            1.593714,
            0,
            90.010381,
            1.593714,
            0,
            90.010381
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            253920,
            439027,
            -578982,
            -581778,
            -88478,
            -578982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22363,
    "evaluation_days": 1863.58,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600920000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760249696908,
    "expiration_time": 1766045289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 240,
            "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)