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Trade: RUNE/USDT/15/BBM/VWMA/1960

Strategy
RUNE/USDT/15/BBM/VWMA/1960
Pair
RUNE_USDT
Interval
15m
Score
300072
Daily Profit
0.225200
Profit Factor
1.486305
Profitability
68.888889
Streak
15.611657
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 07:10
Expiration Time
2025-12-15 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 37823.6709 -20822.9097 58646.5806 -6381.3612 -22706.4226 16325.0614
Total P&L (%) 37.8237 -20.8229 58.6466 -6.3814 -22.7064 16.3251
Avg Daily Profit (%) 0.1452 -0.08 0.2252 -0.0253 -0.0989 0.0581
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82730 -39987 -69023 -103033 -31979 -90511
Profit Factor 1.1433 0.8548 1.4863 0.9756 0.8163 1.1188
Total Trades 91 46 45 91 46 45
Winning Trades 59 28 31 59 28 31
Losing Trades 32 18 14 32 18 14
Profitability (%) 64.8352 60.8696 68.8889 64.8352 60.8696 68.8889
Ratio Avg Win / Avg Loss 0.6201 0.5495 0.6712 0.5291 0.5248 0.5053
Largest Winning Trade 17307 15123 17307 13622 10009 13622
Largest Losing Trade -47073 -28291 -47073 -60869 -28291 -60869
Avg Bars in Trades 265 271 260 265 271 260
Avg Bars in Winners 179 186 172 179 186 172
Avg Bars in Losers 425 403 453 425 403 453
Bars Traded 24178 12466 11712 24178 12466 11712
Profit Streak 0 0 15.6117 0 0 15.6117
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65089 -580690 300072 -579729 -580690 -214536
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736792100000,
    "first_datapoint_time": 1737084600000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759291847182,
    "expiration_time": 1765771200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 1.15181
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 199
        }
    }
}
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": [
        [
            37823.6709286358,
            -20822.9096566206,
            58646.5805852564,
            -6381.3611865379,
            -22706.4225930961,
            16325.0614065582
        ],
        [
            37.823671,
            -20.82291,
            58.646581,
            -6.381361,
            -22.706423,
            16.325061
        ],
        [
            0.145241,
            -0.079959,
            0.2252,
            -0.025318,
            -0.098853,
            0.058084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82730,
            -39987,
            -69023,
            -103033,
            -31979,
            -90511
        ],
        [
            1.143294,
            0.854753,
            1.486305,
            0.975557,
            0.816341,
            1.118779
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            64.835165,
            60.869565,
            68.888889,
            64.835165,
            60.869565,
            68.888889
        ],
        [
            0.620092,
            0.549484,
            0.671235,
            0.529116,
            0.524791,
            0.505255
        ],
        [
            17307,
            15123,
            17307,
            13622,
            10009,
            13622
        ],
        [
            -47073,
            -28291,
            -47073,
            -60869,
            -28291,
            -60869
        ],
        [
            265,
            271,
            260,
            265,
            271,
            260
        ],
        [
            179,
            186,
            172,
            179,
            186,
            172
        ],
        [
            425,
            403,
            453,
            425,
            403,
            453
        ],
        [
            24178,
            12466,
            11712,
            24178,
            12466,
            11712
        ],
        [
            0,
            0,
            15.611657,
            0,
            0,
            15.611657
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65089,
            -580690,
            300072,
            -579729,
            -580690,
            -214536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736792100000,
    "first_datapoint_time": 1737084600000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759291847182,
    "expiration_time": 1765771200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 1.15181
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 199
        }
    }
}

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)