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Trade: RUNE/USDT/15/SINWMA/MIDPOINT/7911

Strategy
RUNE/USDT/15/SINWMA/MIDPOINT/7911
Pair
RUNE_USDT
Interval
15m
Score
407554
Daily Profit
0.478389
Profit Factor
1.305965
Profitability
48.962656
Streak
10.190873
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 08:34
Expiration Time
2025-12-16 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 124582.1284 34076.2622 90505.8662 98280.4484 60011.0617 38269.3867
Total P&L (%) 124.5821 34.0763 90.5059 98.2804 60.0111 38.2694
Avg Daily Profit (%) 0.4784 0.1309 0.3475 0.2632 0.1807 0.1245
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109115 -37301 -83029 -312706 -93503 -247028
Profit Factor 1.306 1.1616 1.461 1.1003 1.1242 1.0771
Total Trades 241 121 120 241 121 120
Winning Trades 118 59 59 118 59 59
Losing Trades 123 62 61 123 62 61
Profitability (%) 48.9627 48.7603 49.1667 48.9627 48.7603 49.1667
Ratio Avg Win / Avg Loss 1.3613 1.2207 1.5105 1.1469 1.1813 1.1136
Largest Winning Trade 53939 41702 53939 84870 84870 71310
Largest Losing Trade -37997 -19103 -37997 -97828 -68390 -97828
Avg Bars in Trades 102 106 98 102 106 98
Avg Bars in Winners 119 124 114 119 124 114
Avg Bars in Losers 86 89 82 86 89 82
Bars Traded 24690 12895 11795 24690 12895 11795
Profit Streak 10.1909 10.1909 16.9513 10.1909 10.1909 16.9513
Trades During Streak 8 4 6 8 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407554 -64355 385959 -100843 -77680 -165278
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736883000000,
    "first_datapoint_time": 1737105300000,
    "last_datapoint_time": 1759382100000,
    "evaluation_time": 1759383291442,
    "expiration_time": 1765862100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 248,
            "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": [
        [
            124582.1283999603,
            34076.2621587504,
            90505.8662412102,
            98280.4484379792,
            60011.0617152764,
            38269.3867227027
        ],
        [
            124.582128,
            34.076262,
            90.505866,
            98.280448,
            60.011062,
            38.269387
        ],
        [
            0.478389,
            0.130851,
            0.347538,
            0.263195,
            0.180669,
            0.124505
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109115,
            -37301,
            -83029,
            -312706,
            -93503,
            -247028
        ],
        [
            1.305965,
            1.161625,
            1.46096,
            1.100293,
            1.124169,
            1.077058
        ],
        [
            241,
            121,
            120,
            241,
            121,
            120
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            48.962656,
            48.760331,
            49.166667,
            48.962656,
            48.760331,
            49.166667
        ],
        [
            1.361303,
            1.220691,
            1.510484,
            1.146916,
            1.18133,
            1.113568
        ],
        [
            53939,
            41702,
            53939,
            84870,
            84870,
            71310
        ],
        [
            -37997,
            -19103,
            -37997,
            -97828,
            -68390,
            -97828
        ],
        [
            102,
            106,
            98,
            102,
            106,
            98
        ],
        [
            119,
            124,
            114,
            119,
            124,
            114
        ],
        [
            86,
            89,
            82,
            86,
            89,
            82
        ],
        [
            24690,
            12895,
            11795,
            24690,
            12895,
            11795
        ],
        [
            10.190873,
            10.190873,
            16.95129,
            10.190873,
            10.190873,
            16.95129
        ],
        [
            8,
            4,
            6,
            8,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407554,
            -64355,
            385959,
            -100843,
            -77680,
            -165278
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736883000000,
    "first_datapoint_time": 1737105300000,
    "last_datapoint_time": 1759382100000,
    "evaluation_time": 1759383291442,
    "expiration_time": 1765862100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 248,
            "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)