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Trade: RUNE/USDT/480/MIDPRICE/PWMA/3204

Strategy
RUNE/USDT/480/MIDPRICE/PWMA/3204
Pair
RUNE_USDT
Interval
8h
Score
306489
Daily Profit
0.235797
Profit Factor
1.802268
Profitability
53.571429
Streak
0.000000
Best Strategy
Training Data Length
1856.330000
Evaluation Time
2025-10-04 08:58
Expiration Time
2025-11-28 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243141.23 437717.9258 -194576.6958 -102422.1693 -304229.29 201807.1207
Total P&L (%) 243.1412 437.7179 -194.5767 -102.4222 -304.2293 201.8071
Avg Daily Profit (%) 0.131 0.2358 -0.1048 0 0 0.0595
Buy And Hold Return (%) 158.0852 158.0852 158.0852 158.0852 158.0852 158.0852
Max Trade Drawdown -289171 -93926 -344762 -519798 -462430 -195590
Profit Factor 1.1523 1.8023 0.8149 0.8972 0.4646 1.4709
Total Trades 223 112 111 223 112 111
Winning Trades 129 60 69 110 53 57
Losing Trades 94 52 42 113 59 54
Profitability (%) 57.8475 53.5714 62.1622 49.3274 47.3214 51.3514
Ratio Avg Win / Avg Loss 0.8396 1.562 0.496 0.9217 0.5171 1.3935
Largest Winning Trade 67054 67054 57617 239530 71497 239530
Largest Losing Trade -129621 -36327 -129621 -160610 -108585 -160610
Avg Bars in Trades 24 20 28 24 20 28
Avg Bars in Winners 21 17 24 26 24 28
Avg Bars in Losers 29 24 34 22 18 28
Bars Traded 5459 2338 3121 5459 2338 3121
Profit Streak 0 0 48.9156 17.9156 85.2489 0
Trades During Streak 0 0 1 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80355 306489 -578619 -579029 -580434 -191853
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5569,
    "evaluation_days": 1856.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601107200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759557507499,
    "expiration_time": 1764347616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "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": [
        [
            243141.2299656886,
            437717.9258092302,
            -194576.6958435416,
            -102422.1692897298,
            -304229.2899660109,
            201807.1206762813
        ],
        [
            243.14123,
            437.717926,
            -194.576696,
            -102.422169,
            -304.22929,
            201.807121
        ],
        [
            0.13098,
            0.235797,
            -0.104818,
            0,
            0,
            0.059523
        ],
        [
            158.085243,
            158.085243,
            158.085243,
            158.085243,
            158.085243,
            158.085243
        ],
        [
            -289171,
            -93926,
            -344762,
            -519798,
            -462430,
            -195590
        ],
        [
            1.152283,
            1.802268,
            0.814872,
            0.897238,
            0.464551,
            1.470945
        ],
        [
            223,
            112,
            111,
            223,
            112,
            111
        ],
        [
            129,
            60,
            69,
            110,
            53,
            57
        ],
        [
            94,
            52,
            42,
            113,
            59,
            54
        ],
        [
            57.847534,
            53.571429,
            62.162162,
            49.327354,
            47.321429,
            51.351351
        ],
        [
            0.839648,
            1.561965,
            0.496009,
            0.921708,
            0.517142,
            1.393527
        ],
        [
            67054,
            67054,
            57617,
            239530,
            71497,
            239530
        ],
        [
            -129621,
            -36327,
            -129621,
            -160610,
            -108585,
            -160610
        ],
        [
            24,
            20,
            28,
            24,
            20,
            28
        ],
        [
            21,
            17,
            24,
            26,
            24,
            28
        ],
        [
            29,
            24,
            34,
            22,
            18,
            28
        ],
        [
            5459,
            2338,
            3121,
            5459,
            2338,
            3121
        ],
        [
            0,
            0,
            48.915596,
            17.915596,
            85.248929,
            0
        ],
        [
            0,
            0,
            1,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80355,
            306489,
            -578619,
            -579029,
            -580434,
            -191853
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5569,
    "evaluation_days": 1856.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601107200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759557507499,
    "expiration_time": 1764347616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "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)