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Trade: RUNE/USDT/120/SINWMA/KCB/5816

Strategy
RUNE/USDT/120/SINWMA/KCB/5816
Pair
RUNE_USDT
Interval
2h
Score
703791
Daily Profit
0.573802
Profit Factor
5.735514
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1862.250000
Evaluation Time
2025-10-11 02:36
Expiration Time
2025-12-17 00:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1194251.8756 1068563.2329 125688.6427 5096830.8685 1220529.8746 3876300.9939
Total P&L (%) 1194.2519 1068.5632 125.6886 5096.8309 1220.5299 3876.301
Avg Daily Profit (%) 0.6413 0.5738 0.0675 0.2124 0.1387 0.198
Buy And Hold Return (%) 45.0166 45.0166 45.0166 45.0166 45.0166 45.0166
Max Trade Drawdown -72983 -52561 -55645 -3299451 -3323842 -1772383
Profit Factor 3.1781 5.7355 1.3896 1.5125 1.1983 2.0229
Total Trades 67 34 33 67 34 33
Winning Trades 35 17 18 35 17 18
Losing Trades 32 17 15 32 17 15
Profitability (%) 52.2388 50 54.5455 52.2388 50 54.5455
Ratio Avg Win / Avg Loss 2.9057 5.7355 1.158 1.3828 1.1983 1.6858
Largest Winning Trade 680206 680206 72426 2431190 2201029 2431190
Largest Losing Trade -52584 -31174 -52584 -1464298 -1464298 -819640
Avg Bars in Trades 324 320 328 324 320 328
Avg Bars in Winners 475 484 466 475 484 466
Avg Bars in Losers 160 156 164 160 156 164
Bars Traded 21751 10897 10854 21751 10897 10854
Profit Streak 0 0 174.3173 0 0 174.3173
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -102826 703791 -103560 -111183 -9935 496242
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22347,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760139415014,
    "expiration_time": 1765925942400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 176,
            "offset": 116
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 157,
            "offset": 0,
            "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": [
        [
            1194251.8755567006,
            1068563.232855698,
            125688.6427010025,
            5096830.868506625,
            1220529.8745659436,
            3876300.993940682
        ],
        [
            1194.251876,
            1068.563233,
            125.688643,
            5096.830869,
            1220.529875,
            3876.300994
        ],
        [
            0.641295,
            0.573802,
            0.067493,
            0.212368,
            0.138671,
            0.197964
        ],
        [
            45.016611,
            45.016611,
            45.016611,
            45.016611,
            45.016611,
            45.016611
        ],
        [
            -72983,
            -52561,
            -55645,
            -3299451,
            -3323842,
            -1772383
        ],
        [
            3.17814,
            5.735514,
            1.389562,
            1.512491,
            1.198276,
            2.0229
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            52.238806,
            50,
            54.545455,
            52.238806,
            50,
            54.545455
        ],
        [
            2.905728,
            5.735514,
            1.157968,
            1.382849,
            1.198276,
            1.68575
        ],
        [
            680206,
            680206,
            72426,
            2431190,
            2201029,
            2431190
        ],
        [
            -52584,
            -31174,
            -52584,
            -1464298,
            -1464298,
            -819640
        ],
        [
            324,
            320,
            328,
            324,
            320,
            328
        ],
        [
            475,
            484,
            466,
            475,
            484,
            466
        ],
        [
            160,
            156,
            164,
            160,
            156,
            164
        ],
        [
            21751,
            10897,
            10854,
            21751,
            10897,
            10854
        ],
        [
            0,
            0,
            174.317303,
            0,
            0,
            174.317303
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102826,
            703791,
            -103560,
            -111183,
            -9935,
            496242
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22347,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760139415014,
    "expiration_time": 1765925942400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 176,
            "offset": 116
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 157,
            "offset": 0,
            "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)