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Trade: RUNE/USDT/15/ZLMA/MIDPOINT/8608

Strategy
RUNE/USDT/15/ZLMA/MIDPOINT/8608
Pair
RUNE_USDT
Interval
15m
Score
334940
Daily Profit
0.269192
Profit Factor
1.435026
Profitability
65.384615
Streak
10.993307
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 04:05
Expiration Time
2025-12-17 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74719.1175 4616.1546 70102.9629 16803.5422 6734.6274 10068.9147
Total P&L (%) 74.7191 4.6162 70.103 16.8035 6.7346 10.0689
Avg Daily Profit (%) 0.2869 0.0177 0.2692 0.0597 0.025 0.0368
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86486 -52491 -64118 -168172 -57895 -147594
Profit Factor 1.1908 1.02 1.435 1.0322 1.0252 1.0395
Total Trades 209 105 104 209 105 104
Winning Trades 121 53 68 121 53 68
Losing Trades 88 52 36 88 52 36
Profitability (%) 57.8947 50.4762 65.3846 57.8947 50.4762 65.3846
Ratio Avg Win / Avg Loss 0.866 1.0008 0.7597 0.7507 1.0059 0.5503
Largest Winning Trade 25238 25238 13306 25506 25506 12394
Largest Losing Trade -51102 -31062 -51102 -112571 -30362 -112571
Avg Bars in Trades 117 123 111 117 123 111
Avg Bars in Winners 88 85 89 88 85 89
Avg Bars in Losers 157 161 152 157 161 152
Bars Traded 24527 12939 11588 24527 12939 11588
Profit Streak 5.8787 5.8787 10.9933 5.8787 5.8787 10.9933
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -1628 -533889 334940 -306715 -518447 -484249
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736954100000,
    "first_datapoint_time": 1737131400000,
    "last_datapoint_time": 1759453200000,
    "evaluation_time": 1759453521752,
    "expiration_time": 1765933200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 198,
            "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": [
        [
            74719.1174757933,
            4616.1545662847,
            70102.9629095086,
            16803.542153585,
            6734.6274237727,
            10068.9147298123
        ],
        [
            74.719117,
            4.616155,
            70.102963,
            16.803542,
            6.734627,
            10.068915
        ],
        [
            0.286918,
            0.017726,
            0.269192,
            0.059661,
            0.02503,
            0.036846
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86486,
            -52491,
            -64118,
            -168172,
            -57895,
            -147594
        ],
        [
            1.190756,
            1.020022,
            1.435026,
            1.03217,
            1.025207,
            1.039461
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            121,
            53,
            68,
            121,
            53,
            68
        ],
        [
            88,
            52,
            36,
            88,
            52,
            36
        ],
        [
            57.894737,
            50.47619,
            65.384615,
            57.894737,
            50.47619,
            65.384615
        ],
        [
            0.866004,
            1.000776,
            0.75972,
            0.750669,
            1.005863,
            0.550303
        ],
        [
            25238,
            25238,
            13306,
            25506,
            25506,
            12394
        ],
        [
            -51102,
            -31062,
            -51102,
            -112571,
            -30362,
            -112571
        ],
        [
            117,
            123,
            111,
            117,
            123,
            111
        ],
        [
            88,
            85,
            89,
            88,
            85,
            89
        ],
        [
            157,
            161,
            152,
            157,
            161,
            152
        ],
        [
            24527,
            12939,
            11588,
            24527,
            12939,
            11588
        ],
        [
            5.878724,
            5.878724,
            10.993307,
            5.878724,
            5.878724,
            10.993307
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -1628,
            -533889,
            334940,
            -306715,
            -518447,
            -484249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736954100000,
    "first_datapoint_time": 1737131400000,
    "last_datapoint_time": 1759453200000,
    "evaluation_time": 1759453521752,
    "expiration_time": 1765933200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 198,
            "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)