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Trade: RUNE/USDT/240/PWMA/MIDPRICE/1860

Strategy
RUNE/USDT/240/PWMA/MIDPRICE/1860
Pair
RUNE_USDT
Interval
4h
Score
323599
Daily Profit
0.488964
Profit Factor
2.198827
Profitability
33.536585
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 07:06
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 902872.3155 779876.6095 122995.706 5786281.466 1723807.3306 4062474.1354
Total P&L (%) 902.8723 779.8766 122.9957 5786.2815 1723.8073 4062.4741
Avg Daily Profit (%) 0.489 0.4224 0.0666 0.2209 0.1574 0.2021
Buy And Hold Return (%) 133.5411 133.5411 133.5411 133.5411 133.5411 133.5411
Max Trade Drawdown -81745 -54670 -108922 -6768472 -4682947 -3024579
Profit Factor 2.1988 3.2701 1.3003 1.2817 1.1579 1.422
Total Trades 164 82 82 164 82 82
Winning Trades 55 29 26 55 29 26
Losing Trades 109 53 56 109 53 56
Profitability (%) 33.5366 35.3659 31.7073 33.5366 35.3659 31.7073
Ratio Avg Win / Avg Loss 4.3577 5.9764 2.8006 2.5401 2.1162 3.0628
Largest Winning Trade 286870 286870 74991 5110988 2602518 5110988
Largest Losing Trade -39960 -24774 -39960 -1177505 -1162559 -1177505
Avg Bars in Trades 65 63 68 65 63 68
Avg Bars in Winners 147 138 158 147 138 158
Avg Bars in Losers 24 22 26 24 22 26
Bars Traded 10819 5217 5602 10819 5217 5602
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323599 189610 -280145 135234 -48183 -1575

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": 1602230400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859570204,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 3,
            "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": [
        [
            902872.3155268156,
            779876.609498264,
            122995.7060285516,
            5786281.465992587,
            1723807.330642369,
            4062474.1353502166
        ],
        [
            902.872316,
            779.876609,
            122.995706,
            5786.281466,
            1723.807331,
            4062.474135
        ],
        [
            0.488964,
            0.422354,
            0.06661,
            0.220943,
            0.157368,
            0.202137
        ],
        [
            133.541099,
            133.541099,
            133.541099,
            133.541099,
            133.541099,
            133.541099
        ],
        [
            -81745,
            -54670,
            -108922,
            -6768472,
            -4682947,
            -3024579
        ],
        [
            2.198827,
            3.270103,
            1.300292,
            1.281683,
            1.157917,
            1.422035
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            109,
            53,
            56,
            109,
            53,
            56
        ],
        [
            33.536585,
            35.365854,
            31.707317,
            33.536585,
            35.365854,
            31.707317
        ],
        [
            4.357675,
            5.976395,
            2.800628,
            2.540062,
            2.116193,
            3.062844
        ],
        [
            286870,
            286870,
            74991,
            5110988,
            2602518,
            5110988
        ],
        [
            -39960,
            -24774,
            -39960,
            -1177505,
            -1162559,
            -1177505
        ],
        [
            65,
            63,
            68,
            65,
            63,
            68
        ],
        [
            147,
            138,
            158,
            147,
            138,
            158
        ],
        [
            24,
            22,
            26,
            24,
            22,
            26
        ],
        [
            10819,
            5217,
            5602,
            10819,
            5217,
            5602
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323599,
            189610,
            -280145,
            135234,
            -48183,
            -1575
        ]
    ]
}
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": 1602230400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859570204,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 3,
            "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)