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Trade: RUNE/USDT/360/VWMA/HILO/3928

Strategy
RUNE/USDT/360/VWMA/HILO/3928
Pair
RUNE_USDT
Interval
6h
Score
598426
Daily Profit
0.425472
Profit Factor
4.283522
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 16:58
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 726474.5783 785633.7005 -59159.1222 49156.7227 245265.6832 -196108.9605
Total P&L (%) 726.4746 785.6337 -59.1591 49.1567 245.2657 -196.109
Avg Daily Profit (%) 0.3934 0.4255 -0.032 0.0217 0.0671 0
Buy And Hold Return (%) 117.5254 117.5254 117.5254 117.5254 117.5254 117.5254
Max Trade Drawdown -143798 -96483 -154355 -519882 -272329 -282600
Profit Factor 2.1306 4.2835 0.8533 1.0457 1.5503 0.689
Total Trades 85 43 42 85 43 42
Winning Trades 40 21 19 40 21 19
Losing Trades 45 22 23 45 22 23
Profitability (%) 47.0588 48.8372 45.2381 47.0588 48.8372 45.2381
Ratio Avg Win / Avg Loss 2.3969 4.4875 1.033 1.1764 1.6241 0.8341
Largest Winning Trade 644879 644879 76595 313617 313617 91492
Largest Losing Trade -53154 -30582 -53154 -179908 -149114 -179908
Avg Bars in Trades 84 76 92 84 76 92
Avg Bars in Winners 135 111 162 135 111 162
Avg Bars in Losers 39 44 34 39 44 34
Bars Traded 7190 3306 3884 7190 3306 3884
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 442109 598426 -580919 -500916 -107285 -582586

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": 1603065600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895126571,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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": [
        [
            726474.5782724546,
            785633.7004731902,
            -59159.1222007355,
            49156.7227006991,
            245265.6832109457,
            -196108.9605102467
        ],
        [
            726.474578,
            785.6337,
            -59.159122,
            49.156723,
            245.265683,
            -196.108961
        ],
        [
            0.393433,
            0.425472,
            -0.032039,
            0.021656,
            0.06713,
            0
        ],
        [
            117.525399,
            117.525399,
            117.525399,
            117.525399,
            117.525399,
            117.525399
        ],
        [
            -143798,
            -96483,
            -154355,
            -519882,
            -272329,
            -282600
        ],
        [
            2.130559,
            4.283522,
            0.853318,
            1.04567,
            1.550322,
            0.689045
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            47.058824,
            48.837209,
            45.238095,
            47.058824,
            48.837209,
            45.238095
        ],
        [
            2.396878,
            4.487499,
            1.032964,
            1.176379,
            1.624147,
            0.834107
        ],
        [
            644879,
            644879,
            76595,
            313617,
            313617,
            91492
        ],
        [
            -53154,
            -30582,
            -53154,
            -179908,
            -149114,
            -179908
        ],
        [
            84,
            76,
            92,
            84,
            76,
            92
        ],
        [
            135,
            111,
            162,
            135,
            111,
            162
        ],
        [
            39,
            44,
            34,
            39,
            44,
            34
        ],
        [
            7190,
            3306,
            3884,
            7190,
            3306,
            3884
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442109,
            598426,
            -580919,
            -500916,
            -107285,
            -582586
        ]
    ]
}
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": 1603065600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895126571,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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)