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Trade: RUNE/USDT/15/SINWMA/KCL/6904

Strategy
RUNE/USDT/15/SINWMA/KCL/6904
Pair
RUNE_USDT
Interval
15m
Score
408344
Daily Profit
0.301904
Profit Factor
1.569415
Profitability
60.416667
Streak
13.757235
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 04:40
Expiration Time
2025-12-18 03:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 88378.3098 9756.362 78621.9478 61488.8237 11674.2997 49814.524
Total P&L (%) 88.3783 9.7564 78.6219 61.4888 11.6743 49.8145
Avg Daily Profit (%) 0.3394 0.0375 0.3019 0.1842 0.0424 0.1553
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56512 -30158 -52617 -136767 -50296 -118933
Profit Factor 1.3938 1.113 1.5694 1.1545 1.0874 1.1885
Total Trades 97 49 48 97 49 48
Winning Trades 52 23 29 52 23 29
Losing Trades 45 26 19 45 26 19
Profitability (%) 53.6082 46.9388 60.4167 53.6082 46.9388 60.4167
Ratio Avg Win / Avg Loss 1.2062 1.2582 1.0282 0.9991 1.2292 0.7786
Largest Winning Trade 42899 16105 42899 46136 24751 46136
Largest Losing Trade -33857 -26316 -33857 -67981 -28537 -67981
Avg Bars in Trades 247 86 411 247 86 411
Avg Bars in Winners 184 77 269 184 77 269
Avg Bars in Losers 318 93 626 318 93 626
Bars Traded 23963 4233 19730 23963 4233 19730
Profit Streak 10.2156 10.2156 13.7572 10.2156 10.2156 13.7572
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356447 -406677 408344 -44878 -376208 -7874
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737042300000,
    "first_datapoint_time": 1737242100000,
    "last_datapoint_time": 1759541400000,
    "evaluation_time": 1759542025125,
    "expiration_time": 1766021400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            88378.3097960165,
            9756.3620149602,
            78621.9477810564,
            61488.8237025274,
            11674.2997041685,
            49814.523998359
        ],
        [
            88.37831,
            9.756362,
            78.621948,
            61.488824,
            11.6743,
            49.814524
        ],
        [
            0.339368,
            0.037464,
            0.301904,
            0.184205,
            0.042408,
            0.155342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56512,
            -30158,
            -52617,
            -136767,
            -50296,
            -118933
        ],
        [
            1.393834,
            1.113012,
            1.569415,
            1.154514,
            1.087364,
            1.188463
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            45,
            26,
            19,
            45,
            26,
            19
        ],
        [
            53.608247,
            46.938776,
            60.416667,
            53.608247,
            46.938776,
            60.416667
        ],
        [
            1.206202,
            1.258188,
            1.028237,
            0.999099,
            1.229194,
            0.778648
        ],
        [
            42899,
            16105,
            42899,
            46136,
            24751,
            46136
        ],
        [
            -33857,
            -26316,
            -33857,
            -67981,
            -28537,
            -67981
        ],
        [
            247,
            86,
            411,
            247,
            86,
            411
        ],
        [
            184,
            77,
            269,
            184,
            77,
            269
        ],
        [
            318,
            93,
            626,
            318,
            93,
            626
        ],
        [
            23963,
            4233,
            19730,
            23963,
            4233,
            19730
        ],
        [
            10.215568,
            10.215569,
            13.757235,
            10.215569,
            10.215569,
            13.757235
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356447,
            -406677,
            408344,
            -44878,
            -376208,
            -7874
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737042300000,
    "first_datapoint_time": 1737242100000,
    "last_datapoint_time": 1759541400000,
    "evaluation_time": 1759542025125,
    "expiration_time": 1766021400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)