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Trade: RUNE/USDT/240/VWMA/DEMA/1753

Strategy
RUNE/USDT/240/VWMA/DEMA/1753
Pair
RUNE_USDT
Interval
4h
Score
524397
Daily Profit
0.463551
Profit Factor
5.652316
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 01:39
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 1011078.3563 855946.9645 155131.3917 13029173.3373 4050685.4641 8978487.8732
Total P&L (%) 1011.0784 855.947 155.1314 13029.1733 4050.6855 8978.4879
Avg Daily Profit (%) 0.5476 0.4636 0.084 0.2645 0.202 0.2445
Buy And Hold Return (%) 145.8479 145.8479 145.8479 145.8479 145.8479 145.8479
Max Trade Drawdown -74182 -50910 -70051 -9227991 -6159565 -6365785
Profit Factor 3.2059 5.6523 1.5654 1.5951 1.3402 1.8988
Total Trades 71 36 35 71 36 35
Winning Trades 31 15 16 31 15 16
Losing Trades 40 21 19 40 21 19
Profitability (%) 43.662 41.6667 45.7143 43.662 41.6667 45.7143
Ratio Avg Win / Avg Loss 4.1366 7.9132 1.8589 2.0582 1.8763 2.2549
Largest Winning Trade 402158 402158 75940 5159085 3799416 5159085
Largest Losing Trade -39549 -26766 -39549 -3047288 -2361712 -3047288
Avg Bars in Trades 152 142 163 152 142 163
Avg Bars in Winners 266 248 282 266 248 282
Avg Bars in Losers 65 66 63 65 66 63
Bars Traded 10852 5125 5727 10852 5125 5727
Profit Streak 0 0 160.1109 0 0 160.1109
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76651 524397 -224656 -82155 225097 407222
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": 1601438400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926385980,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 60,
            "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": [
        [
            1011078.3562721973,
            855946.9645262859,
            155131.3917459116,
            13029173.337262377,
            4050685.4640657078,
            8978487.873196673
        ],
        [
            1011.078356,
            855.946965,
            155.131392,
            13029.173337,
            4050.685464,
            8978.487873
        ],
        [
            0.547565,
            0.463551,
            0.084014,
            0.264493,
            0.201983,
            0.244463
        ],
        [
            145.847857,
            145.847857,
            145.847857,
            145.847857,
            145.847857,
            145.847857
        ],
        [
            -74182,
            -50910,
            -70051,
            -9227991,
            -6159565,
            -6365785
        ],
        [
            3.205885,
            5.652316,
            1.565406,
            1.595093,
            1.340241,
            1.898838
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            43.661972,
            41.666667,
            45.714286,
            43.661972,
            41.666667,
            45.714286
        ],
        [
            4.136626,
            7.913242,
            1.858919,
            2.058185,
            1.876337,
            2.25487
        ],
        [
            402158,
            402158,
            75940,
            5159085,
            3799416,
            5159085
        ],
        [
            -39549,
            -26766,
            -39549,
            -3047288,
            -2361712,
            -3047288
        ],
        [
            152,
            142,
            163,
            152,
            142,
            163
        ],
        [
            266,
            248,
            282,
            266,
            248,
            282
        ],
        [
            65,
            66,
            63,
            65,
            66,
            63
        ],
        [
            10852,
            5125,
            5727,
            10852,
            5125,
            5727
        ],
        [
            0,
            0,
            160.110949,
            0,
            0,
            160.110949
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76651,
            524397,
            -224656,
            -82155,
            225097,
            407222
        ]
    ]
}
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": 1601438400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926385980,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 60,
            "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)