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Trade: RUNE/USDT/360/VWMA/DCM/3218

Strategy
RUNE/USDT/360/VWMA/DCM/3218
Pair
RUNE_USDT
Interval
6h
Score
546395
Daily Profit
0.484478
Profit Factor
1.528988
Profitability
51.466667
Streak
11.561244
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-10-03 22:28
Expiration Time
2025-11-28 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 898949.1253 793458.6758 105490.4495 2355312.619 7640409.7367 -5285097.1178
Total P&L (%) 898.9491 793.4587 105.4904 2355.3126 7640.4097 -5285.0971
Avg Daily Profit (%) 0.4845 0.4276 0.0569 0.1727 0.2347 0
Buy And Hold Return (%) 137.0099 137.0099 137.0099 137.0099 137.0099 137.0099
Max Trade Drawdown -177244 -123862 -154614 -22752027 -13152352 -13645659
Profit Factor 1.529 1.9077 1.1278 1.0209 1.135 0.9056
Total Trades 375 188 187 375 188 187
Winning Trades 193 94 99 193 94 99
Losing Trades 182 94 88 182 94 88
Profitability (%) 51.4667 50 52.9412 51.4667 50 52.9412
Ratio Avg Win / Avg Loss 1.4418 1.9077 1.0025 0.9627 1.135 0.805
Largest Winning Trade 184759 184759 49759 9156094 9156094 4271944
Largest Losing Trade -45971 -36702 -45971 -6274694 -4704175 -6274694
Avg Bars in Trades 19 21 17 19 21 17
Avg Bars in Winners 22 25 20 22 25 20
Avg Bars in Losers 16 17 14 16 17 14
Bars Traded 7347 4117 3231 7347 4117 3231
Profit Streak 11.5612 11.5612 21.0612 11.5612 11.5612 21.0612
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546395 508934 -361057 -187857 -62318 -579143
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7422,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600581600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519691535,
    "expiration_time": 1764302256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "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": [
        [
            898949.1253234525,
            793458.6758339669,
            105490.4494894852,
            2355312.618964146,
            7640409.736743353,
            -5285097.117779201
        ],
        [
            898.949125,
            793.458676,
            105.490449,
            2355.312619,
            7640.409737,
            -5285.097118
        ],
        [
            0.484478,
            0.427625,
            0.056853,
            0.172654,
            0.234661,
            0
        ],
        [
            137.009851,
            137.009851,
            137.009851,
            137.009851,
            137.009851,
            137.009851
        ],
        [
            -177244,
            -123862,
            -154614,
            -22752027,
            -13152352,
            -13645659
        ],
        [
            1.528988,
            1.907696,
            1.127832,
            1.020922,
            1.135034,
            0.905612
        ],
        [
            375,
            188,
            187,
            375,
            188,
            187
        ],
        [
            193,
            94,
            99,
            193,
            94,
            99
        ],
        [
            182,
            94,
            88,
            182,
            94,
            88
        ],
        [
            51.466667,
            50,
            52.941176,
            51.466667,
            50,
            52.941176
        ],
        [
            1.441843,
            1.907696,
            1.002517,
            0.962735,
            1.135034,
            0.804988
        ],
        [
            184759,
            184759,
            49759,
            9156094,
            9156094,
            4271944
        ],
        [
            -45971,
            -36702,
            -45971,
            -6274694,
            -4704175,
            -6274694
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            22,
            25,
            20,
            22,
            25,
            20
        ],
        [
            16,
            17,
            14,
            16,
            17,
            14
        ],
        [
            7347,
            4117,
            3231,
            7347,
            4117,
            3231
        ],
        [
            11.561244,
            11.561244,
            21.061244,
            11.561245,
            11.561245,
            21.061245
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546395,
            508934,
            -361057,
            -187857,
            -62318,
            -579143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7422,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600581600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519691535,
    "expiration_time": 1764302256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "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)