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Trade: RUNE/USDT/240/MIDPOINT/JMA/6946

Strategy
RUNE/USDT/240/MIDPOINT/JMA/6946
Pair
RUNE_USDT
Interval
4h
Score
533269
Daily Profit
0.399037
Profit Factor
3.617922
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 18:42
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 697720.9263 736821.1166 -39100.1903 -27099.4647 106354.0618 -133453.5265
Total P&L (%) 697.7209 736.8211 -39.1002 -27.0995 106.3541 -133.4535
Avg Daily Profit (%) 0.3779 0.399 -0.0212 -0.0171 0.0392 0
Buy And Hold Return (%) 147.6249 147.6249 147.6249 147.6249 147.6249 147.6249
Max Trade Drawdown -172904 -76781 -149220 -494719 -239818 -433415
Profit Factor 1.947 3.6179 0.9141 0.9799 1.2048 0.8394
Total Trades 90 45 45 90 45 45
Winning Trades 47 22 25 47 22 25
Losing Trades 43 23 20 43 23 20
Profitability (%) 52.2222 48.8889 55.5556 52.2222 48.8889 55.5556
Ratio Avg Win / Avg Loss 1.7813 3.7824 0.7313 0.8965 1.2596 0.6715
Largest Winning Trade 463641 463641 75880 143526 143526 138749
Largest Losing Trade -82535 -31246 -82535 -427143 -89211 -427143
Avg Bars in Trades 119 111 128 119 111 128
Avg Bars in Winners 149 106 187 149 106 187
Avg Bars in Losers 87 116 54 87 116 54
Bars Traded 10779 5004 5775 10779 5004 5775
Profit Streak 57.321 0 137.9877 57.321 0 137.9877
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459668 533269 -578640 -579688 -307127 -578640
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601740800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901338007,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 172,
            "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": [
        [
            697720.9262593052,
            736821.1165729138,
            -39100.1903136087,
            -27099.4646664836,
            106354.0617842028,
            -133453.5264506866
        ],
        [
            697.720926,
            736.821117,
            -39.10019,
            -27.099465,
            106.354062,
            -133.453526
        ],
        [
            0.377861,
            0.399037,
            -0.021175,
            -0.017116,
            0.03924,
            0
        ],
        [
            147.624948,
            147.624948,
            147.624948,
            147.624948,
            147.624948,
            147.624948
        ],
        [
            -172904,
            -76781,
            -149220,
            -494719,
            -239818,
            -433415
        ],
        [
            1.946981,
            3.617922,
            0.914128,
            0.979926,
            1.204829,
            0.839362
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            52.222222,
            48.888889,
            55.555556,
            52.222222,
            48.888889,
            55.555556
        ],
        [
            1.781281,
            3.782373,
            0.731302,
            0.896528,
            1.259594,
            0.67149
        ],
        [
            463641,
            463641,
            75880,
            143526,
            143526,
            138749
        ],
        [
            -82535,
            -31246,
            -82535,
            -427143,
            -89211,
            -427143
        ],
        [
            119,
            111,
            128,
            119,
            111,
            128
        ],
        [
            149,
            106,
            187,
            149,
            106,
            187
        ],
        [
            87,
            116,
            54,
            87,
            116,
            54
        ],
        [
            10779,
            5004,
            5775,
            10779,
            5004,
            5775
        ],
        [
            57.321042,
            0,
            137.987708,
            57.321042,
            0,
            137.987708
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459668,
            533269,
            -578640,
            -579688,
            -307127,
            -578640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601740800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901338007,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 172,
            "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)