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Trade: RUNE/USDT/360/MIDPOINT/VWAP/1345

Strategy
RUNE/USDT/360/MIDPOINT/VWAP/1345
Pair
RUNE_USDT
Interval
6h
Score
320331
Daily Profit
0.206770
Profit Factor
1.226060
Profitability
51.111111
Streak
87.622357
Best Strategy
Training Data Length
1851.250000
Evaluation Time
2025-09-29 11:56
Expiration Time
2025-11-23 20:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1373882.9237 188203.6781 -1562086.6017 7150858.111 2672740.1522 4478117.9588
Total P&L (%) -1373.8829 188.2037 -1562.0866 7150.8581 2672.7402 4478.118
Avg Daily Profit (%) -0.7421 0.1017 -0.8438 0.2317 0.1796 0.2068
Buy And Hold Return (%) 165.884 165.884 165.884 165.884 165.884 165.884
Max Trade Drawdown -307292 -67700 -275848 -13648301 -9093770 -13964386
Profit Factor 0.3815 1.6921 0.1987 1.1854 1.1424 1.2261
Total Trades 90 45 45 90 45 45
Winning Trades 53 23 30 51 28 23
Losing Trades 37 22 15 39 17 22
Profitability (%) 58.8889 51.1111 66.6667 56.6667 62.2222 51.1111
Ratio Avg Win / Avg Loss 0.2663 1.6185 0.0994 0.9064 0.6936 1.1728
Largest Winning Trade 100630 100630 57158 8180919 3282339 8180919
Largest Losing Trade -1626033 -61365 -1626033 -8491400 -8491400 -5073328
Avg Bars in Trades 79 72 86 79 72 86
Avg Bars in Winners 52 52 53 81 90 70
Avg Bars in Losers 117 93 151 76 43 102
Bars Traded 7128 3255 3873 7128 3255 3873
Profit Streak 5.6224 5.6224 87.6224 5.6224 5.6224 87.6224
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578210 -177053 -577591 -7714 -55339 320331
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7405,
    "evaluation_days": 1851.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759136171681,
    "expiration_time": 1763924040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 215
        }
    }
}
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": [
        [
            -1373882.923656502,
            188203.6780922638,
            -1562086.6017487657,
            7150858.111041601,
            2672740.1522075427,
            4478117.958834067
        ],
        [
            -1373.882924,
            188.203678,
            -1562.086602,
            7150.858111,
            2672.740152,
            4478.117959
        ],
        [
            -0.742138,
            0.101663,
            -0.843801,
            0.231663,
            0.17963,
            0.20677
        ],
        [
            165.883978,
            165.883978,
            165.883978,
            165.883978,
            165.883978,
            165.883978
        ],
        [
            -307292,
            -67700,
            -275848,
            -13648301,
            -9093770,
            -13964386
        ],
        [
            0.381521,
            1.69208,
            0.198704,
            1.185356,
            1.142397,
            1.22606
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            53,
            23,
            30,
            51,
            28,
            23
        ],
        [
            37,
            22,
            15,
            39,
            17,
            22
        ],
        [
            58.888889,
            51.111111,
            66.666667,
            56.666667,
            62.222222,
            51.111111
        ],
        [
            0.266345,
            1.618511,
            0.099352,
            0.906449,
            0.693598,
            1.172753
        ],
        [
            100630,
            100630,
            57158,
            8180919,
            3282339,
            8180919
        ],
        [
            -1626033,
            -61365,
            -1626033,
            -8491400,
            -8491400,
            -5073328
        ],
        [
            79,
            72,
            86,
            79,
            72,
            86
        ],
        [
            52,
            52,
            53,
            81,
            90,
            70
        ],
        [
            117,
            93,
            151,
            76,
            43,
            102
        ],
        [
            7128,
            3255,
            3873,
            7128,
            3255,
            3873
        ],
        [
            5.622357,
            5.622357,
            87.622357,
            5.622357,
            5.622357,
            87.622357
        ],
        [
            2,
            1,
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            2,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578210,
            -177053,
            -577591,
            -7714,
            -55339,
            320331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7405,
    "evaluation_days": 1851.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759136171681,
    "expiration_time": 1763924040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 215
        }
    }
}

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)