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Trade: RUNE/USDT/360/VWMA/HMA/4262

Strategy
RUNE/USDT/360/VWMA/HMA/4262
Pair
RUNE_USDT
Interval
6h
Score
414635
Daily Profit
0.524204
Profit Factor
5.948135
Profitability
35.483871
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 13:00
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 987195.5519 967942.7871 19252.7648 468936.3926 263373.0011 205563.3915
Total P&L (%) 987.1956 967.9428 19.2528 468.9364 263.373 205.5634
Avg Daily Profit (%) 0.5346 0.5242 0.0104 0.0942 0.0699 0.0605
Buy And Hold Return (%) 233.7044 233.7044 233.7044 233.7044 233.7044 233.7044
Max Trade Drawdown -170322 -56470 -128192 -1122514 -542429 -677465
Profit Factor 2.7058 5.9481 1.0503 1.1485 1.2028 1.1106
Total Trades 62 31 31 62 31 31
Winning Trades 26 11 15 26 11 15
Losing Trades 36 20 16 36 20 16
Profitability (%) 41.9355 35.4839 48.3871 41.9355 35.4839 48.3871
Ratio Avg Win / Avg Loss 3.7466 10.8148 1.1203 1.5902 2.1868 1.1846
Largest Winning Trade 770534 770534 75259 442111 370173 442111
Largest Losing Trade -47243 -34442 -47243 -361696 -341615 -361696
Avg Bars in Trades 115 109 122 115 109 122
Avg Bars in Winners 203 203 202 203 203 202
Avg Bars in Losers 53 57 47 53 57 47
Bars Traded 7191 3399 3792 7191 3399 3792
Profit Streak 57.6668 0 157.4168 57.6668 0 157.4168
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147315 414635 -509629 -291472 -230973 -376492

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": 1601964000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880812364,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 120,
            "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": [
        [
            987195.5519042732,
            967942.7870826146,
            19252.7648216587,
            468936.3925838764,
            263373.0010776769,
            205563.3915061994
        ],
        [
            987.195552,
            967.942787,
            19.252765,
            468.936393,
            263.373001,
            205.563392
        ],
        [
            0.534631,
            0.524204,
            0.010427,
            0.094201,
            0.0699,
            0.06051
        ],
        [
            233.704425,
            233.704425,
            233.704425,
            233.704425,
            233.704425,
            233.704425
        ],
        [
            -170322,
            -56470,
            -128192,
            -1122514,
            -542429,
            -677465
        ],
        [
            2.705842,
            5.948135,
            1.050256,
            1.148497,
            1.202755,
            1.110583
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            41.935484,
            35.483871,
            48.387097,
            41.935484,
            35.483871,
            48.387097
        ],
        [
            3.74655,
            10.814791,
            1.120273,
            1.590227,
            2.186827,
            1.184622
        ],
        [
            770534,
            770534,
            75259,
            442111,
            370173,
            442111
        ],
        [
            -47243,
            -34442,
            -47243,
            -361696,
            -341615,
            -361696
        ],
        [
            115,
            109,
            122,
            115,
            109,
            122
        ],
        [
            203,
            203,
            202,
            203,
            203,
            202
        ],
        [
            53,
            57,
            47,
            53,
            57,
            47
        ],
        [
            7191,
            3399,
            3792,
            7191,
            3399,
            3792
        ],
        [
            57.66681,
            0,
            157.41681,
            57.66681,
            0,
            157.41681
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147315,
            414635,
            -509629,
            -291472,
            -230973,
            -376492
        ]
    ]
}
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": 1601964000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880812364,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 120,
            "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)