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Trade: RUNE/USDT/240/WMA/SSF/3440

Strategy
RUNE/USDT/240/WMA/SSF/3440
Pair
RUNE_USDT
Interval
4h
Score
342473
Daily Profit
0.268309
Profit Factor
2.352239
Profitability
46.808511
Streak
53.947359
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 17:44
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 225040.8218 495432.8889 -270392.0671 -101832.7387 -110871.1715 9038.4328
Total P&L (%) 225.0408 495.4329 -270.3921 -101.8327 -110.8712 9.0384
Avg Daily Profit (%) 0.1219 0.2683 -0.1464 0 0 0.0047
Buy And Hold Return (%) 137.4728 137.4728 137.4728 137.4728 137.4728 137.4728
Max Trade Drawdown -246690 -82465 -225241 -207076 -155174 -62537
Profit Factor 1.1981 2.3522 0.6486 0.8148 0.5878 1.0322
Total Trades 94 47 47 94 47 47
Winning Trades 46 22 24 46 24 22
Losing Trades 48 25 23 48 23 25
Profitability (%) 48.9362 46.8085 51.0638 48.9362 51.0638 46.8085
Ratio Avg Win / Avg Loss 1.2502 2.673 0.6215 0.8502 0.5633 1.1729
Largest Winning Trade 304738 304738 77623 72420 33037 72420
Largest Losing Trade -132352 -31817 -132352 -101792 -89459 -101792
Avg Bars in Trades 114 109 120 114 109 120
Avg Bars in Winners 129 112 144 101 106 95
Avg Bars in Losers 100 106 95 127 111 143
Bars Traded 10789 5123 5666 10789 5123 5666
Profit Streak 53.9474 53.9474 71.2807 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40942 342473 -579591 -580941 -580558 -538613
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": 1601553600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984251816,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            225040.8218232247,
            495432.8889110767,
            -270392.067087852,
            -101832.7387236742,
            -110871.1714823826,
            9038.4327587084
        ],
        [
            225.040822,
            495.432889,
            -270.392067,
            -101.832739,
            -110.871171,
            9.038433
        ],
        [
            0.121874,
            0.268309,
            -0.146435,
            0,
            0,
            0.004686
        ],
        [
            137.472767,
            137.472767,
            137.472767,
            137.472767,
            137.472767,
            137.472767
        ],
        [
            -246690,
            -82465,
            -225241,
            -207076,
            -155174,
            -62537
        ],
        [
            1.198144,
            2.352239,
            0.64855,
            0.814771,
            0.587823,
            1.032191
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            46,
            22,
            24,
            46,
            24,
            22
        ],
        [
            48,
            25,
            23,
            48,
            23,
            25
        ],
        [
            48.93617,
            46.808511,
            51.06383,
            48.93617,
            51.06383,
            46.808511
        ],
        [
            1.250238,
            2.672998,
            0.621527,
            0.850196,
            0.56333,
            1.172944
        ],
        [
            304738,
            304738,
            77623,
            72420,
            33037,
            72420
        ],
        [
            -132352,
            -31817,
            -132352,
            -101792,
            -89459,
            -101792
        ],
        [
            114,
            109,
            120,
            114,
            109,
            120
        ],
        [
            129,
            112,
            144,
            101,
            106,
            95
        ],
        [
            100,
            106,
            95,
            127,
            111,
            143
        ],
        [
            10789,
            5123,
            5666,
            10789,
            5123,
            5666
        ],
        [
            53.947359,
            53.947359,
            71.280692,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40942,
            342473,
            -579591,
            -580941,
            -580558,
            -538613
        ]
    ]
}
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": 1601553600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984251816,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 2
        }
    }
}

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)