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Trade: RUNE/USDT/360/WMA/SINWMA/4239

Strategy
RUNE/USDT/360/WMA/SINWMA/4239
Pair
RUNE_USDT
Interval
6h
Score
529168
Daily Profit
0.473121
Profit Factor
4.883693
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1853.500000
Evaluation Time
2025-10-01 18:30
Expiration Time
2025-11-26 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1002951.9151 876929.0464 126022.8687 9464270.5736 6225198.2763 3239072.2973
Total P&L (%) 1002.9519 876.929 126.0229 9464.2706 6225.1983 3239.0723
Avg Daily Profit (%) 0.5411 0.4731 0.068 0.2464 0.224 0.1895
Buy And Hold Return (%) 131.7881 131.7881 131.7881 131.7881 131.7881 131.7881
Max Trade Drawdown -100227 -58198 -59780 -11654200 -5963516 -7994792
Profit Factor 2.9176 4.8837 1.424 1.3284 1.4447 1.2185
Total Trades 96 48 48 96 48 48
Winning Trades 35 20 15 35 20 15
Losing Trades 61 28 33 61 28 33
Profitability (%) 36.4583 41.6667 31.25 36.4583 41.6667 31.25
Ratio Avg Win / Avg Loss 5.0849 6.8372 3.1328 2.3152 2.0226 2.6808
Largest Winning Trade 392040 392040 75469 6387758 6387758 5232019
Largest Losing Trade -32417 -23508 -32417 -4367386 -1308660 -4367386
Avg Bars in Trades 74 71 78 74 71 78
Avg Bars in Winners 150 124 185 150 124 185
Avg Bars in Losers 31 33 30 31 33 30
Bars Traded 7186 3412 3774 7186 3412 3774
Profit Streak 0 0 48.6464 0 0 48.6464
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414500 529168 -272616 172514 258120 72145
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7414,
    "evaluation_days": 1853.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759332647332,
    "expiration_time": 1764124272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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": [
        [
            1002951.9151344856,
            876929.046425526,
            126022.8687089595,
            9464270.57360429,
            6225198.276331238,
            3239072.2972730505
        ],
        [
            1002.951915,
            876.929046,
            126.022869,
            9464.270574,
            6225.198276,
            3239.072297
        ],
        [
            0.541112,
            0.473121,
            0.067992,
            0.246357,
            0.223996,
            0.189458
        ],
        [
            131.788079,
            131.788079,
            131.788079,
            131.788079,
            131.788079,
            131.788079
        ],
        [
            -100227,
            -58198,
            -59780,
            -11654200,
            -5963516,
            -7994792
        ],
        [
            2.917589,
            4.883693,
            1.423991,
            1.328391,
            1.444695,
            1.218541
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            36.458333,
            41.666667,
            31.25,
            36.458333,
            41.666667,
            31.25
        ],
        [
            5.084941,
            6.83717,
            3.132781,
            2.315195,
            2.022573,
            2.68079
        ],
        [
            392040,
            392040,
            75469,
            6387758,
            6387758,
            5232019
        ],
        [
            -32417,
            -23508,
            -32417,
            -4367386,
            -1308660,
            -4367386
        ],
        [
            74,
            71,
            78,
            74,
            71,
            78
        ],
        [
            150,
            124,
            185,
            150,
            124,
            185
        ],
        [
            31,
            33,
            30,
            31,
            33,
            30
        ],
        [
            7186,
            3412,
            3774,
            7186,
            3412,
            3774
        ],
        [
            0,
            0,
            48.646381,
            0,
            0,
            48.646381
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414500,
            529168,
            -272616,
            172514,
            258120,
            72145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7414,
    "evaluation_days": 1853.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759332647332,
    "expiration_time": 1764124272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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)