← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: RUNE/USDT/360/DEMA/VWAP/6889

Strategy
RUNE/USDT/360/DEMA/VWAP/6889
Pair
RUNE_USDT
Interval
6h
Score
501502
Daily Profit
0.155900
Profit Factor
2.197031
Profitability
58.823529
Streak
149.174005
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 13:10
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 -1774104.3557 9602.2386 -1783706.5943 64759.8663 1675125.1059 -1610365.2396
Total P&L (%) -1774.1044 9.6022 -1783.7066 64.7599 1675.1251 -1610.3652
Avg Daily Profit (%) -0.9608 0.0052 -0.966 0.027 0.1559 0
Buy And Hold Return (%) 169.9842 169.9842 169.9842 169.9842 169.9842 169.9842
Max Trade Drawdown -1907073 -137478 -1849751 -2709719 -555817 -2701431
Profit Factor 0.2395 1.0287 0.1074 1.014 2.197 0.4994
Total Trades 69 34 35 69 34 35
Winning Trades 33 17 16 37 20 17
Losing Trades 36 17 19 32 14 18
Profitability (%) 47.8261 50 45.7143 53.6232 58.8235 48.5714
Ratio Avg Win / Avg Loss 0.2612 1.0287 0.1275 0.877 1.5379 0.5288
Largest Winning Trade 61737 61737 33218 1083221 1083221 633437
Largest Losing Trade -1667959 -69543 -1667959 -2677914 -555817 -2677914
Avg Bars in Trades 101 102 100 101 102 100
Avg Bars in Winners 59 42 77 104 119 86
Avg Bars in Losers 140 163 120 99 79 114
Bars Traded 7026 3492 3534 7026 3492 3534
Profit Streak 0 149.174 0 0 149.174 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -687900 -539655 -582454 -634817 501502 -581343
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967834064,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 137
        }
    }
}
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": [
        [
            -1774104.3556815193,
            9602.2386020481,
            -1783706.5942835673,
            64759.8662719694,
            1675125.1058734292,
            -1610365.2396014612
        ],
        [
            -1774.104356,
            9.602239,
            -1783.706594,
            64.759866,
            1675.125106,
            -1610.36524
        ],
        [
            -0.960793,
            0.0052,
            -0.965993,
            0.027045,
            0.1559,
            0
        ],
        [
            169.984238,
            169.984238,
            169.984238,
            169.984238,
            169.984238,
            169.984238
        ],
        [
            -1907073,
            -137478,
            -1849751,
            -2709719,
            -555817,
            -2701431
        ],
        [
            0.239473,
            1.028706,
            0.107355,
            1.014028,
            2.197031,
            0.499409
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            33,
            17,
            16,
            37,
            20,
            17
        ],
        [
            36,
            17,
            19,
            32,
            14,
            18
        ],
        [
            47.826087,
            50,
            45.714286,
            53.623188,
            58.823529,
            48.571429
        ],
        [
            0.261244,
            1.028706,
            0.127484,
            0.876998,
            1.537922,
            0.528786
        ],
        [
            61737,
            61737,
            33218,
            1083221,
            1083221,
            633437
        ],
        [
            -1667959,
            -69543,
            -1667959,
            -2677914,
            -555817,
            -2677914
        ],
        [
            101,
            102,
            100,
            101,
            102,
            100
        ],
        [
            59,
            42,
            77,
            104,
            119,
            86
        ],
        [
            140,
            163,
            120,
            99,
            79,
            114
        ],
        [
            7026,
            3492,
            3534,
            7026,
            3492,
            3534
        ],
        [
            0,
            149.174005,
            0,
            0,
            149.174005,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -687900,
            -539655,
            -582454,
            -634817,
            501502,
            -581343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967834064,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 137
        }
    }
}

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)