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Trade: RUNE/USDT/240/SSF/HILO/3932

Strategy
RUNE/USDT/240/SSF/HILO/3932
Pair
RUNE_USDT
Interval
4h
Score
388620
Daily Profit
0.272582
Profit Factor
1.550940
Profitability
46.296296
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-25 12:20
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 503322.6582 562800.8702 -59478.212 67825.7484 242083.3176 -174257.5692
Total P&L (%) 503.3227 562.8009 -59.4782 67.8257 242.0833 -174.2576
Avg Daily Profit (%) 0.2726 0.3048 -0.0322 0.028 0.0666 0
Buy And Hold Return (%) 58.5979 58.5979 58.5979 58.5979 58.5979 58.5979
Max Trade Drawdown -143080 -79020 -180854 -159048 -118202 -237870
Profit Factor 1.5509 2.7268 0.8988 1.0568 1.5453 0.7676
Total Trades 162 81 81 162 81 81
Winning Trades 75 40 35 75 40 35
Losing Trades 87 41 46 87 41 46
Profitability (%) 46.2963 49.3827 43.2099 46.2963 49.3827 43.2099
Ratio Avg Win / Avg Loss 1.7991 2.795 1.1813 1.2259 1.5839 1.0089
Largest Winning Trade 237858 237858 74404 114342 109856 114342
Largest Losing Trade -43756 -24678 -43756 -81684 -60407 -81684
Avg Bars in Trades 67 62 71 67 62 71
Avg Bars in Winners 98 92 105 98 92 105
Avg Bars in Losers 40 33 46 40 33 46
Bars Traded 10882 5079 5803 10882 5079 5803
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 388620 69770 -593710 -430825 -115578 -593710

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": 1599523200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758792016571,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            503322.6581725293,
            562800.8702083747,
            -59478.2120358451,
            67825.7483955536,
            242083.317560641,
            -174257.5691650874
        ],
        [
            503.322658,
            562.80087,
            -59.478212,
            67.825748,
            242.083318,
            -174.257569
        ],
        [
            0.272582,
            0.304793,
            -0.032211,
            0.028044,
            0.066628,
            0
        ],
        [
            58.597884,
            58.597884,
            58.597884,
            58.597884,
            58.597884,
            58.597884
        ],
        [
            -143080,
            -79020,
            -180854,
            -159048,
            -118202,
            -237870
        ],
        [
            1.55094,
            2.726805,
            0.898786,
            1.056811,
            1.545279,
            0.767633
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            87,
            41,
            46,
            87,
            41,
            46
        ],
        [
            46.296296,
            49.382716,
            43.209877,
            46.296296,
            49.382716,
            43.209877
        ],
        [
            1.799091,
            2.794975,
            1.181262,
            1.225901,
            1.583911,
            1.008889
        ],
        [
            237858,
            237858,
            74404,
            114342,
            109856,
            114342
        ],
        [
            -43756,
            -24678,
            -43756,
            -81684,
            -60407,
            -81684
        ],
        [
            67,
            62,
            71,
            67,
            62,
            71
        ],
        [
            98,
            92,
            105,
            98,
            92,
            105
        ],
        [
            40,
            33,
            46,
            40,
            33,
            46
        ],
        [
            10882,
            5079,
            5803,
            10882,
            5079,
            5803
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388620,
            69770,
            -593710,
            -430825,
            -115578,
            -593710
        ]
    ]
}
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": 1599523200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758792016571,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)