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Trade: RUNE/USDT/240/SWMA/SUPERTREND/4468

Strategy
RUNE/USDT/240/SWMA/SUPERTREND/4468
Pair
RUNE_USDT
Interval
4h
Score
339098
Daily Profit
0.323324
Profit Factor
1.527946
Profitability
43.396226
Streak
16.845320
Best Strategy
Training Data Length
1861.000000
Evaluation Time
2025-10-09 03:17
Expiration Time
2025-12-03 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 601705.272 601410.5941 294.6779 316434.725 689100.3295 -372665.6046
Total P&L (%) 601.7053 601.4106 0.2947 316.4347 689.1003 -372.6656
Avg Daily Profit (%) 0.3233 0.3232 0.0002 0.0767 0.1111 0
Buy And Hold Return (%) 121.4448 121.4448 121.4448 121.4448 121.4448 121.4448
Max Trade Drawdown -95325 -80240 -112271 -809441 -535154 -725516
Profit Factor 1.5279 2.1106 1.0005 1.0581 1.2593 0.8665
Total Trades 212 106 106 212 106 106
Winning Trades 92 44 48 92 44 48
Losing Trades 120 62 58 120 62 58
Profitability (%) 43.3962 41.5094 45.283 43.3962 41.5094 45.283
Ratio Avg Win / Avg Loss 1.993 2.974 1.2089 1.3801 1.7745 1.047
Largest Winning Trade 173395 173395 72225 690457 690457 444612
Largest Losing Trade -38349 -32956 -38349 -332948 -324396 -332948
Avg Bars in Trades 51 51 51 51 51 51
Avg Bars in Winners 77 81 74 77 81 74
Avg Bars in Losers 31 30 33 31 30 33
Bars Traded 10999 5510 5489 10999 5510 5489
Profit Streak 16.8453 0 27.012 16.8453 0 27.012
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339098 293557 -579923 -251553 -47818 -580676
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11166,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601150400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759969035630,
    "expiration_time": 1764791712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 64,
            "offset": 0,
            "multiplier": 3.10397
        }
    }
}
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": [
        [
            601705.2719519922,
            601410.5940530208,
            294.6778989713,
            316434.7249618066,
            689100.3295200145,
            -372665.604558208
        ],
        [
            601.705272,
            601.410594,
            0.294678,
            316.434725,
            689.10033,
            -372.665605
        ],
        [
            0.323324,
            0.323165,
            0.000158,
            0.076685,
            0.111062,
            0
        ],
        [
            121.444781,
            121.444781,
            121.444781,
            121.444781,
            121.444781,
            121.444781
        ],
        [
            -95325,
            -80240,
            -112271,
            -809441,
            -535154,
            -725516
        ],
        [
            1.527946,
            2.110589,
            1.000493,
            1.058074,
            1.259301,
            0.866492
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            120,
            62,
            58,
            120,
            62,
            58
        ],
        [
            43.396226,
            41.509434,
            45.283019,
            43.396226,
            41.509434,
            45.283019
        ],
        [
            1.992973,
            2.974011,
            1.208929,
            1.380096,
            1.77447,
            1.047011
        ],
        [
            173395,
            173395,
            72225,
            690457,
            690457,
            444612
        ],
        [
            -38349,
            -32956,
            -38349,
            -332948,
            -324396,
            -332948
        ],
        [
            51,
            51,
            51,
            51,
            51,
            51
        ],
        [
            77,
            81,
            74,
            77,
            81,
            74
        ],
        [
            31,
            30,
            33,
            31,
            30,
            33
        ],
        [
            10999,
            5510,
            5489,
            10999,
            5510,
            5489
        ],
        [
            16.84532,
            0,
            27.011986,
            16.84532,
            0,
            27.011986
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            339098,
            293557,
            -579923,
            -251553,
            -47818,
            -580676
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11166,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601150400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759969035630,
    "expiration_time": 1764791712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 64,
            "offset": 0,
            "multiplier": 3.10397
        }
    }
}

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)