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Trade: RUNE/USDT/360/VWMA/HILO/2125

Strategy
RUNE/USDT/360/VWMA/HILO/2125
Pair
RUNE_USDT
Interval
6h
Score
727386
Daily Profit
0.894516
Profit Factor
8.795790
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 04:55
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 1697953.3092 1651724.0644 46229.2449 954866.8374 1174112.1457 -219245.3084
Total P&L (%) 1697.9533 1651.7241 46.2292 954.8668 1174.1121 -219.2453
Avg Daily Profit (%) 0.9196 0.8945 0.025 0.1277 0.1379 0
Buy And Hold Return (%) 141.005 141.005 141.005 141.005 141.005 141.005
Max Trade Drawdown -150424 -83158 -101523 -1841081 -1002353 -1258115
Profit Factor 4.3507 8.7958 1.1568 1.1726 1.5333 0.9342
Total Trades 73 37 36 73 37 36
Winning Trades 34 17 17 34 17 17
Losing Trades 39 20 19 39 20 19
Profitability (%) 46.5753 45.9459 47.2222 46.5753 45.9459 47.2222
Ratio Avg Win / Avg Loss 4.9905 10.348 1.2929 1.3451 1.8038 1.0441
Largest Winning Trade 1506988 1506988 75853 1506988 1506988 892290
Largest Losing Trade -62362 -31199 -62362 -1234627 -427849 -1234627
Avg Bars in Trades 97 89 105 97 89 105
Avg Bars in Winners 154 131 177 154 131 177
Avg Bars in Losers 47 53 41 47 53 41
Bars Traded 7107 3302 3805 7107 3302 3805
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57020 727386 -374359 -130553 -7454 -580193
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": 1603562400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759024556736,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1697953.3092144327,
            1651724.0643557012,
            46229.2448587322,
            954866.8373737049,
            1174112.1457244726,
            -219245.3083507683
        ],
        [
            1697.953309,
            1651.724064,
            46.229245,
            954.866837,
            1174.112146,
            -219.245308
        ],
        [
            0.919552,
            0.894516,
            0.025036,
            0.127674,
            0.137914,
            0
        ],
        [
            141.005025,
            141.005025,
            141.005025,
            141.005025,
            141.005025,
            141.005025
        ],
        [
            -150424,
            -83158,
            -101523,
            -1841081,
            -1002353,
            -1258115
        ],
        [
            4.350674,
            8.79579,
            1.156775,
            1.17263,
            1.533261,
            0.934152
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            46.575342,
            45.945946,
            47.222222,
            46.575342,
            45.945946,
            47.222222
        ],
        [
            4.99048,
            10.347988,
            1.292866,
            1.345075,
            1.803837,
            1.044052
        ],
        [
            1506988,
            1506988,
            75853,
            1506988,
            1506988,
            892290
        ],
        [
            -62362,
            -31199,
            -62362,
            -1234627,
            -427849,
            -1234627
        ],
        [
            97,
            89,
            105,
            97,
            89,
            105
        ],
        [
            154,
            131,
            177,
            154,
            131,
            177
        ],
        [
            47,
            53,
            41,
            47,
            53,
            41
        ],
        [
            7107,
            3302,
            3805,
            7107,
            3302,
            3805
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57020,
            727386,
            -374359,
            -130553,
            -7454,
            -580193
        ]
    ]
}
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": 1603562400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759024556736,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)