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Trade: RUNE/USDT/360/SSF/LINREG/1962

Strategy
RUNE/USDT/360/SSF/LINREG/1962
Pair
RUNE_USDT
Interval
6h
Score
300802
Daily Profit
0.422039
Profit Factor
2.042141
Profitability
35.238095
Streak
0.000000
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 781299.0167 743559.2966 37739.7201 934278.1035 549395.5378 384882.5657
Total P&L (%) 781.299 743.5593 37.7397 934.2781 549.3955 384.8826
Avg Daily Profit (%) 0.422 0.4017 0.0204 0.1263 0.1011 0.0853
Buy And Hold Return (%) 70.8327 70.8327 70.8327 70.8327 70.8327 70.8327
Max Trade Drawdown -96394 -64434 -92274 -1290224 -653620 -914313
Profit Factor 2.0421 3.0761 1.0964 1.1978 1.2235 1.1698
Total Trades 105 53 52 105 53 52
Winning Trades 37 19 18 37 19 18
Losing Trades 68 34 34 68 34 34
Profitability (%) 35.2381 35.8491 34.6154 35.2381 35.8491 34.6154
Ratio Avg Win / Avg Loss 3.7531 5.5045 2.071 2.2013 2.1895 2.2096
Largest Winning Trade 362253 362253 72780 525412 525412 468826
Largest Losing Trade -35297 -25307 -35297 -419502 -217621 -419502
Avg Bars in Trades 68 67 69 68 67 69
Avg Bars in Winners 138 132 143 138 132 143
Avg Bars in Losers 31 31 30 31 31 30
Bars Traded 7230 3598 3633 7230 3598 3633
Profit Streak 0 0 143.3723 0 0 143.3723
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300802 -169920 -629481 -31363 -242405 -297404
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": 1599998400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759136169800,
    "expiration_time": 1763924040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 38,
            "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": [
        [
            781299.0167051863,
            743559.29658372,
            37739.7201214663,
            934278.1034501423,
            549395.5377585926,
            384882.5656915484
        ],
        [
            781.299017,
            743.559297,
            37.73972,
            934.278103,
            549.395538,
            384.882566
        ],
        [
            0.422039,
            0.401653,
            0.020386,
            0.12628,
            0.101111,
            0.085316
        ],
        [
            70.832717,
            70.832717,
            70.832717,
            70.832717,
            70.832717,
            70.832717
        ],
        [
            -96394,
            -64434,
            -92274,
            -1290224,
            -653620,
            -914313
        ],
        [
            2.042141,
            3.07607,
            1.096386,
            1.197755,
            1.223521,
            1.169813
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            35.238095,
            35.849057,
            34.615385,
            35.238095,
            35.849057,
            34.615385
        ],
        [
            3.753123,
            5.504547,
            2.070951,
            2.201279,
            2.189459,
            2.209646
        ],
        [
            362253,
            362253,
            72780,
            525412,
            525412,
            468826
        ],
        [
            -35297,
            -25307,
            -35297,
            -419502,
            -217621,
            -419502
        ],
        [
            68,
            67,
            69,
            68,
            67,
            69
        ],
        [
            138,
            132,
            143,
            138,
            132,
            143
        ],
        [
            31,
            31,
            30,
            31,
            31,
            30
        ],
        [
            7230,
            3598,
            3633,
            7230,
            3598,
            3633
        ],
        [
            0,
            0,
            143.372336,
            0,
            0,
            143.372336
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300802,
            -169920,
            -629481,
            -31363,
            -242405,
            -297404
        ]
    ]
}
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": 1599998400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759136169800,
    "expiration_time": 1763924040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 38,
            "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)