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Trade: RUNE/USDT/240/DCL/VWMA/5879

Strategy
RUNE/USDT/240/DCL/VWMA/5879
Pair
RUNE_USDT
Interval
4h
Score
336954
Daily Profit
0.237203
Profit Factor
1.654963
Profitability
60.606061
Streak
0.000000
Best Strategy
Training Data Length
1854.670000
Evaluation Time
2025-10-02 21:07
Expiration Time
2025-11-27 09:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331688.2291 439933.4824 -108245.2533 -70086.2881 675212.921 -745299.2092
Total P&L (%) 331.6882 439.9335 -108.2453 -70.0863 675.2129 -745.2992
Avg Daily Profit (%) 0.1788 0.2372 -0.0584 -0.0651 0.1105 0
Buy And Hold Return (%) 95.5963 95.5963 95.5963 95.5963 95.5963 95.5963
Max Trade Drawdown -136382 -126040 -159347 -867949 -553514 -796926
Profit Factor 1.3172 1.655 0.7106 0.9727 1.4794 0.3559
Total Trades 199 99 100 199 99 100
Winning Trades 107 60 47 107 60 47
Losing Trades 92 39 53 92 39 53
Profitability (%) 53.7688 60.6061 47 53.7688 60.6061 47
Ratio Avg Win / Avg Loss 1.1325 1.0757 0.8013 0.8363 0.9616 0.4013
Largest Winning Trade 77654 77654 24384 169777 169777 48889
Largest Losing Trade -80886 -80886 -26601 -392360 -392360 -137793
Avg Bars in Trades 54 100 8 54 100 8
Avg Bars in Winners 40 65 8 40 65 8
Avg Bars in Losers 70 154 9 70 154 9
Bars Traded 10867 9983 884 10867 9983 884
Profit Streak 20.9222 0 51.0889 20.9222 0 51.0889
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 252651 336954 -581390 -578695 -44480 -581390
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11128,
    "evaluation_days": 1854.67,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1600142400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759428476796,
    "expiration_time": 1764228096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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": [
        [
            331688.229120733,
            439933.4824054237,
            -108245.2532846902,
            -70086.2881388165,
            675212.9210493551,
            -745299.2091881718
        ],
        [
            331.688229,
            439.933482,
            -108.245253,
            -70.086288,
            675.212921,
            -745.299209
        ],
        [
            0.178839,
            0.237203,
            -0.058364,
            -0.06505,
            0.110483,
            0
        ],
        [
            95.596271,
            95.596271,
            95.596271,
            95.596271,
            95.596271,
            95.596271
        ],
        [
            -136382,
            -126040,
            -159347,
            -867949,
            -553514,
            -796926
        ],
        [
            1.317173,
            1.654963,
            0.710631,
            0.972681,
            1.479406,
            0.355872
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            107,
            60,
            47,
            107,
            60,
            47
        ],
        [
            92,
            39,
            53,
            92,
            39,
            53
        ],
        [
            53.768844,
            60.606061,
            47,
            53.768844,
            60.606061,
            47
        ],
        [
            1.132523,
            1.075726,
            0.801349,
            0.836324,
            0.961614,
            0.401302
        ],
        [
            77654,
            77654,
            24384,
            169777,
            169777,
            48889
        ],
        [
            -80886,
            -80886,
            -26601,
            -392360,
            -392360,
            -137793
        ],
        [
            54,
            100,
            8,
            54,
            100,
            8
        ],
        [
            40,
            65,
            8,
            40,
            65,
            8
        ],
        [
            70,
            154,
            9,
            70,
            154,
            9
        ],
        [
            10867,
            9983,
            884,
            10867,
            9983,
            884
        ],
        [
            20.922185,
            0,
            51.088852,
            20.922185,
            0,
            51.088852
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            252651,
            336954,
            -581390,
            -578695,
            -44480,
            -581390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11128,
    "evaluation_days": 1854.67,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1600142400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759428476796,
    "expiration_time": 1764228096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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)