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Trade: RUNE/USDT/120/VWMA/KCU/2174

Strategy
RUNE/USDT/120/VWMA/KCU/2174
Pair
RUNE_USDT
Interval
2h
Score
531169
Daily Profit
0.284502
Profit Factor
2.407891
Profitability
69.444444
Streak
0.000000
Best Strategy
Training Data Length
1854.170000
Evaluation Time
2025-10-03 00:17
Expiration Time
2025-12-08 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377122.5213 527514.6537 -150392.1324 -87647.3289 156690.9003 -244338.2293
Total P&L (%) 377.1225 527.5147 -150.3921 -87.6473 156.6909 -244.3382
Avg Daily Profit (%) 0.2034 0.2845 -0.0811 -0.1127 0.0509 0
Buy And Hold Return (%) 66.2118 66.2118 66.2118 66.2118 66.2118 66.2118
Max Trade Drawdown -230381 -137716 -156403 -2452345 -2176720 -359410
Profit Factor 1.6598 2.4079 0.2363 0.9772 1.0466 0.4986
Total Trades 73 36 37 73 36 37
Winning Trades 43 25 18 43 25 18
Losing Trades 30 11 19 30 11 19
Profitability (%) 58.9041 69.4444 48.6486 58.9041 69.4444 48.6486
Ratio Avg Win / Avg Loss 1.158 1.0595 0.2494 0.6818 0.4605 0.5263
Largest Winning Trade 320314 320314 6453 961291 961291 117874
Largest Losing Trade -87622 -87622 -52195 -1569896 -1569896 -102203
Avg Bars in Trades 280 553 15 280 553 15
Avg Bars in Winners 145 244 8 145 244 8
Avg Bars in Losers 474 1254 22 474 1254 22
Bars Traded 20492 19917 575 20492 19917 575
Profit Streak 83.887 0 142.3037 83.887 0 142.3037
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65474 531169 -580058 -655065 -297855 -580058
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22250,
    "evaluation_days": 1854.17,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439836801,
    "expiration_time": 1765202400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            377122.5212578404,
            527514.6537012636,
            -150392.132443423,
            -87647.3289150205,
            156690.9003441277,
            -244338.2292591484
        ],
        [
            377.122521,
            527.514654,
            -150.392132,
            -87.647329,
            156.6909,
            -244.338229
        ],
        [
            0.203392,
            0.284502,
            -0.08111,
            -0.112725,
            0.050855,
            0
        ],
        [
            66.21179,
            66.21179,
            66.21179,
            66.21179,
            66.21179,
            66.21179
        ],
        [
            -230381,
            -137716,
            -156403,
            -2452345,
            -2176720,
            -359410
        ],
        [
            1.659768,
            2.407891,
            0.236255,
            0.977231,
            1.046605,
            0.498583
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            30,
            11,
            19,
            30,
            11,
            19
        ],
        [
            58.90411,
            69.444444,
            48.648649,
            58.90411,
            69.444444,
            48.648649
        ],
        [
            1.157978,
            1.059472,
            0.24938,
            0.681789,
            0.460506,
            0.526282
        ],
        [
            320314,
            320314,
            6453,
            961291,
            961291,
            117874
        ],
        [
            -87622,
            -87622,
            -52195,
            -1569896,
            -1569896,
            -102203
        ],
        [
            280,
            553,
            15,
            280,
            553,
            15
        ],
        [
            145,
            244,
            8,
            145,
            244,
            8
        ],
        [
            474,
            1254,
            22,
            474,
            1254,
            22
        ],
        [
            20492,
            19917,
            575,
            20492,
            19917,
            575
        ],
        [
            83.887,
            0,
            142.303667,
            83.887,
            0,
            142.303667
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65474,
            531169,
            -580058,
            -655065,
            -297855,
            -580058
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22250,
    "evaluation_days": 1854.17,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439836801,
    "expiration_time": 1765202400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)