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Trade: RUNE/USDT/15/VWMA/SWMA/6921

Strategy
RUNE/USDT/15/VWMA/SWMA/6921
Pair
RUNE_USDT
Interval
15m
Score
343682
Daily Profit
0.362710
Profit Factor
1.331709
Profitability
64.166667
Streak
6.456547
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 23:42
Expiration Time
2025-12-24 22:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94456.9281 32582.5993 61874.3288 51838.3352 54677.0877 -2838.7525
Total P&L (%) 94.4569 32.5826 61.8743 51.8383 54.6771 -2.8388
Avg Daily Profit (%) 0.3627 0.1251 0.2376 0.1605 0.1676 -0.0111
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67798 -33424 -68011 -189428 -40772 -190696
Profit Factor 1.3317 1.2249 1.4423 1.1009 1.2556 0.9905
Total Trades 120 60 60 120 60 60
Winning Trades 77 34 43 77 34 43
Losing Trades 43 26 17 43 26 17
Profitability (%) 64.1667 56.6667 71.6667 64.1667 56.6667 71.6667
Ratio Avg Win / Avg Loss 0.7437 0.9367 0.5702 0.6148 0.9602 0.3916
Largest Winning Trade 18976 18669 18976 26461 24961 26461
Largest Losing Trade -54821 -27187 -54821 -148380 -29964 -148380
Avg Bars in Trades 202 197 207 202 197 207
Avg Bars in Winners 119 104 130 119 104 130
Avg Bars in Losers 351 319 400 351 319 400
Bars Traded 24283 11853 12430 24283 11853 12430
Profit Streak 6.4565 13.2795 6.4565 6.4565 13.2795 6.4565
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343682 -199117 -160389 -103167 -163740 -747854
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737629100000,
    "first_datapoint_time": 1737865800000,
    "last_datapoint_time": 1760128200000,
    "evaluation_time": 1760128945645,
    "expiration_time": 1766608200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 114
        }
    }
}
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": [
        [
            94456.9280868156,
            32582.5992505474,
            61874.3288362683,
            51838.3352354537,
            54677.0876927161,
            -2838.7524572624
        ],
        [
            94.456928,
            32.582599,
            61.874329,
            51.838335,
            54.677088,
            -2.838752
        ],
        [
            0.36271,
            0.125116,
            0.237594,
            0.160503,
            0.167627,
            -0.011058
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67798,
            -33424,
            -68011,
            -189428,
            -40772,
            -190696
        ],
        [
            1.331709,
            1.224927,
            1.442277,
            1.100936,
            1.255628,
            0.990527
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            77,
            34,
            43,
            77,
            34,
            43
        ],
        [
            43,
            26,
            17,
            43,
            26,
            17
        ],
        [
            64.166667,
            56.666667,
            71.666667,
            64.166667,
            56.666667,
            71.666667
        ],
        [
            0.743682,
            0.936709,
            0.570203,
            0.614808,
            0.960186,
            0.391604
        ],
        [
            18976,
            18669,
            18976,
            26461,
            24961,
            26461
        ],
        [
            -54821,
            -27187,
            -54821,
            -148380,
            -29964,
            -148380
        ],
        [
            202,
            197,
            207,
            202,
            197,
            207
        ],
        [
            119,
            104,
            130,
            119,
            104,
            130
        ],
        [
            351,
            319,
            400,
            351,
            319,
            400
        ],
        [
            24283,
            11853,
            12430,
            24283,
            11853,
            12430
        ],
        [
            6.456547,
            13.279463,
            6.456547,
            6.456547,
            13.279463,
            6.456547
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343682,
            -199117,
            -160389,
            -103167,
            -163740,
            -747854
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737629100000,
    "first_datapoint_time": 1737865800000,
    "last_datapoint_time": 1760128200000,
    "evaluation_time": 1760128945645,
    "expiration_time": 1766608200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 114
        }
    }
}

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)