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Trade: RUNE/USDT/15/JMA/SINWMA/3800

Strategy
RUNE/USDT/15/JMA/SINWMA/3800
Pair
RUNE_USDT
Interval
15m
Score
427839
Daily Profit
0.700782
Profit Factor
1.366473
Profitability
41.951220
Streak
4.047546
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 06:23
Expiration Time
2025-12-22 05:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 182497.7748 64595.8426 117901.9322 312455.1377 99415.3993 213039.7384
Total P&L (%) 182.4978 64.5958 117.9019 312.4551 99.4154 213.0397
Avg Daily Profit (%) 0.7008 0.248 0.4527 0.5456 0.2654 0.4392
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32267 -24768 -25139 -104392 -95849 -67688
Profit Factor 1.3665 1.2545 1.4828 1.2087 1.1304 1.29
Total Trades 410 205 205 410 205 205
Winning Trades 172 85 87 172 85 87
Losing Trades 238 120 118 238 120 118
Profitability (%) 41.9512 41.4634 42.439 41.9512 41.4634 42.439
Ratio Avg Win / Avg Loss 1.8908 1.7711 2.0111 1.6725 1.5958 1.7496
Largest Winning Trade 41792 29316 41792 63711 63711 57580
Largest Losing Trade -12138 -12138 -11619 -33120 -33120 -26109
Avg Bars in Trades 60 57 62 60 57 62
Avg Bars in Winners 86 82 90 86 82 90
Avg Bars in Losers 41 40 42 41 40 42
Bars Traded 24737 11877 12860 24737 11877 12860
Profit Streak 4.0475 4.0475 4.4017 4.0475 4.0475 4.4017
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427839 168346 335772 345374 -71743 289179
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737394200000,
    "first_datapoint_time": 1737554400000,
    "last_datapoint_time": 1759893300000,
    "evaluation_time": 1759893808011,
    "expiration_time": 1766373300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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": [
        [
            182497.7748434434,
            64595.8426266013,
            117901.9322168417,
            312455.1376878652,
            99415.3992818787,
            213039.7384059867
        ],
        [
            182.497775,
            64.595843,
            117.901932,
            312.455138,
            99.415399,
            213.039738
        ],
        [
            0.700782,
            0.248045,
            0.452738,
            0.545588,
            0.265393,
            0.439161
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32267,
            -24768,
            -25139,
            -104392,
            -95849,
            -67688
        ],
        [
            1.366473,
            1.254545,
            1.48278,
            1.208687,
            1.130368,
            1.28998
        ],
        [
            410,
            205,
            205,
            410,
            205,
            205
        ],
        [
            172,
            85,
            87,
            172,
            85,
            87
        ],
        [
            238,
            120,
            118,
            238,
            120,
            118
        ],
        [
            41.95122,
            41.463415,
            42.439024,
            41.95122,
            41.463415,
            42.439024
        ],
        [
            1.890817,
            1.771122,
            2.011127,
            1.672485,
            1.595814,
            1.749628
        ],
        [
            41792,
            29316,
            41792,
            63711,
            63711,
            57580
        ],
        [
            -12138,
            -12138,
            -11619,
            -33120,
            -33120,
            -26109
        ],
        [
            60,
            57,
            62,
            60,
            57,
            62
        ],
        [
            86,
            82,
            90,
            86,
            82,
            90
        ],
        [
            41,
            40,
            42,
            41,
            40,
            42
        ],
        [
            24737,
            11877,
            12860,
            24737,
            11877,
            12860
        ],
        [
            4.047546,
            4.047546,
            4.401713,
            4.047546,
            4.047546,
            4.401713
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427839,
            168346,
            335772,
            345374,
            -71743,
            289179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737394200000,
    "first_datapoint_time": 1737554400000,
    "last_datapoint_time": 1759893300000,
    "evaluation_time": 1759893808011,
    "expiration_time": 1766373300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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)