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Trade: RUNE/USDT/240/SWMA/DCM/4204

Strategy
RUNE/USDT/240/SWMA/DCM/4204
Pair
RUNE_USDT
Interval
4h
Score
605857
Daily Profit
0.606814
Profit Factor
2.884169
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-25 15:20
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 1120482.926 1025874.3607 94608.5653 1769358.9344 937613.8974 831745.037
Total P&L (%) 1120.4829 1025.8744 94.6086 1769.3589 937.6139 831.745
Avg Daily Profit (%) 0.6068 0.5556 0.0512 0.1587 0.1268 0.1209
Buy And Hold Return (%) 123.9447 123.9447 123.9447 123.9447 123.9447 123.9447
Max Trade Drawdown -120791 -99111 -74461 -7840165 -6229247 -3288889
Profit Factor 2.8842 4.9517 1.2823 1.1063 1.1044 1.1085
Total Trades 90 45 45 90 45 45
Winning Trades 44 20 24 44 20 24
Losing Trades 46 25 21 46 25 21
Profitability (%) 48.8889 44.4444 53.3333 48.8889 44.4444 53.3333
Ratio Avg Win / Avg Loss 3.0153 6.1896 1.1221 1.1566 1.3805 0.9699
Largest Winning Trade 451121 451121 69729 4470545 4470545 1715774
Largest Losing Trade -74461 -29685 -74461 -2882344 -2882344 -1946986
Avg Bars in Trades 119 126 113 119 126 113
Avg Bars in Winners 174 190 160 174 190 160
Avg Bars in Losers 67 74 59 67 74 59
Bars Traded 10791 5683 5108 10791 5683 5108
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 605857 602707 -289793 -96122 -131151 -133655

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": 1602216000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802826673,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 131,
            "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": [
        [
            1120482.9260335944,
            1025874.360695387,
            94608.5653382073,
            1769358.9344390589,
            937613.8973956297,
            831745.0370434299
        ],
        [
            1120.482926,
            1025.874361,
            94.608565,
            1769.358934,
            937.613897,
            831.745037
        ],
        [
            0.606814,
            0.555578,
            0.051237,
            0.158706,
            0.12678,
            0.120944
        ],
        [
            123.944714,
            123.944714,
            123.944714,
            123.944714,
            123.944714,
            123.944714
        ],
        [
            -120791,
            -99111,
            -74461,
            -7840165,
            -6229247,
            -3288889
        ],
        [
            2.884169,
            4.95168,
            1.282348,
            1.106284,
            1.104382,
            1.108513
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            48.888889,
            44.444444,
            53.333333,
            48.888889,
            44.444444,
            53.333333
        ],
        [
            3.015267,
            6.1896,
            1.122054,
            1.15657,
            1.380477,
            0.969949
        ],
        [
            451121,
            451121,
            69729,
            4470545,
            4470545,
            1715774
        ],
        [
            -74461,
            -29685,
            -74461,
            -2882344,
            -2882344,
            -1946986
        ],
        [
            119,
            126,
            113,
            119,
            126,
            113
        ],
        [
            174,
            190,
            160,
            174,
            190,
            160
        ],
        [
            67,
            74,
            59,
            67,
            74,
            59
        ],
        [
            10791,
            5683,
            5108,
            10791,
            5683,
            5108
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            605857,
            602707,
            -289793,
            -96122,
            -131151,
            -133655
        ]
    ]
}
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": 1602216000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802826673,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 131,
            "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)