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Trade: RUNE/USDT/240/MIDPRICE/ZLMA/7482

Strategy
RUNE/USDT/240/MIDPRICE/ZLMA/7482
Pair
RUNE_USDT
Interval
4h
Score
337783
Daily Profit
0.269115
Profit Factor
1.593934
Profitability
50.862069
Streak
56.885295
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 04:14
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 496921.3702 549878.1351 -52956.7649 25114.2964 87235.537 -62121.2407
Total P&L (%) 496.9214 549.8781 -52.9568 25.1143 87.2355 -62.1212
Avg Daily Profit (%) 0.2691 0.2978 -0.0287 0.0121 0.034 -0.0526
Buy And Hold Return (%) 148.3944 148.3944 148.3944 148.3944 148.3944 148.3944
Max Trade Drawdown -195144 -89077 -152614 -791637 -463169 -425426
Profit Factor 1.5939 2.661 0.8953 1.0088 1.0616 0.957
Total Trades 116 58 58 116 58 58
Winning Trades 59 31 28 59 31 28
Losing Trades 57 27 30 57 27 30
Profitability (%) 50.8621 53.4483 48.2759 50.8621 53.4483 48.2759
Ratio Avg Win / Avg Loss 1.5399 2.3177 0.9592 0.9746 0.9246 1.0253
Largest Winning Trade 275726 275726 74761 316686 205338 316686
Largest Losing Trade -55878 -37106 -55878 -285476 -285476 -244215
Avg Bars in Trades 92 81 103 92 81 103
Avg Bars in Winners 119 85 158 119 85 158
Avg Bars in Losers 64 77 53 64 77 53
Bars Traded 10748 4720 6028 10748 4720 6028
Profit Streak 56.8853 0 134.7186 56.8853 0 134.7186
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337783 -168142 -760543 -553960 -647380 -758877

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": 1601582400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849289538,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "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": [
        [
            496921.3701683015,
            549878.1351108012,
            -52956.7649425001,
            25114.2963500284,
            87235.5370237531,
            -62121.2406737247
        ],
        [
            496.92137,
            549.878135,
            -52.956765,
            25.114296,
            87.235537,
            -62.121241
        ],
        [
            0.269115,
            0.297795,
            -0.02868,
            0.012135,
            0.033973,
            -0.05256
        ],
        [
            148.394448,
            148.394448,
            148.394448,
            148.394448,
            148.394448,
            148.394448
        ],
        [
            -195144,
            -89077,
            -152614,
            -791637,
            -463169,
            -425426
        ],
        [
            1.593934,
            2.66101,
            0.895262,
            1.008779,
            1.061553,
            0.956963
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            50.862069,
            53.448276,
            48.275862,
            50.862069,
            53.448276,
            48.275862
        ],
        [
            1.539902,
            2.317654,
            0.959209,
            0.974583,
            0.924578,
            1.025317
        ],
        [
            275726,
            275726,
            74761,
            316686,
            205338,
            316686
        ],
        [
            -55878,
            -37106,
            -55878,
            -285476,
            -285476,
            -244215
        ],
        [
            92,
            81,
            103,
            92,
            81,
            103
        ],
        [
            119,
            85,
            158,
            119,
            85,
            158
        ],
        [
            64,
            77,
            53,
            64,
            77,
            53
        ],
        [
            10748,
            4720,
            6028,
            10748,
            4720,
            6028
        ],
        [
            56.885295,
            0,
            134.718629,
            56.885296,
            0,
            134.718629
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337783,
            -168142,
            -760543,
            -553960,
            -647380,
            -758877
        ]
    ]
}
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": 1601582400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849289538,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "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)