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Trade: RUNE/USDT/480/SSF/PWMA/7973

Strategy
RUNE/USDT/480/SSF/PWMA/7973
Pair
RUNE_USDT
Interval
8h
Score
535827
Daily Profit
0.390553
Profit Factor
2.700219
Profitability
50.000000
Streak
94.837034
Best Strategy
Training Data Length
1849.330000
Evaluation Time
2025-09-27 07:05
Expiration Time
2025-11-21 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 619673.6396 722261.6223 -102587.9827 -109384.3387 292265.1632 -401649.5019
Total P&L (%) 619.6736 722.2616 -102.588 -109.3843 292.2652 -401.6495
Avg Daily Profit (%) 0.3351 0.3906 -0.0555 0 0.0739 0
Buy And Hold Return (%) 128.5485 128.5485 128.5485 128.5485 128.5485 128.5485
Max Trade Drawdown -300837 -141120 -177074 -544966 -226393 -358935
Profit Factor 1.6552 2.7002 0.8031 0.8717 1.8829 0.23
Total Trades 80 40 40 80 40 40
Winning Trades 44 20 24 37 21 16
Losing Trades 36 20 16 43 19 24
Profitability (%) 55 50 60 46.25 52.5 40
Ratio Avg Win / Avg Loss 1.3543 2.7002 0.5354 1.0131 1.7036 0.345
Largest Winning Trade 469283 469283 65723 327731 327731 47400
Largest Losing Trade -110120 -49442 -110120 -220906 -220906 -219857
Avg Bars in Trades 66 67 64 66 67 64
Avg Bars in Winners 71 64 77 70 63 79
Avg Bars in Losers 60 71 45 62 72 54
Bars Traded 5296 2714 2582 5296 2714 2582
Profit Streak 94.837 94.837 134.837 0 0 0
Trades During Streak 4 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12006 535827 -578102 -604347 -95367 -584638
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5548,
    "evaluation_days": 1849.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603468800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758945919703,
    "expiration_time": 1763724672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 24,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 150,
            "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": [
        [
            619673.6396071741,
            722261.6223346033,
            -102587.982727429,
            -109384.3387001315,
            292265.1632254547,
            -401649.501925586
        ],
        [
            619.67364,
            722.261622,
            -102.587983,
            -109.384339,
            292.265163,
            -401.649502
        ],
        [
            0.33508,
            0.390553,
            -0.055473,
            0,
            0.073933,
            0
        ],
        [
            128.548516,
            128.548516,
            128.548516,
            128.548516,
            128.548516,
            128.548516
        ],
        [
            -300837,
            -141120,
            -177074,
            -544966,
            -226393,
            -358935
        ],
        [
            1.655233,
            2.700219,
            0.803066,
            0.871714,
            1.882909,
            0.230015
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            44,
            20,
            24,
            37,
            21,
            16
        ],
        [
            36,
            20,
            16,
            43,
            19,
            24
        ],
        [
            55,
            50,
            60,
            46.25,
            52.5,
            40
        ],
        [
            1.354282,
            2.700219,
            0.535377,
            1.013073,
            1.703584,
            0.345022
        ],
        [
            469283,
            469283,
            65723,
            327731,
            327731,
            47400
        ],
        [
            -110120,
            -49442,
            -110120,
            -220906,
            -220906,
            -219857
        ],
        [
            66,
            67,
            64,
            66,
            67,
            64
        ],
        [
            71,
            64,
            77,
            70,
            63,
            79
        ],
        [
            60,
            71,
            45,
            62,
            72,
            54
        ],
        [
            5296,
            2714,
            2582,
            5296,
            2714,
            2582
        ],
        [
            94.837034,
            94.837034,
            134.837034,
            0,
            0,
            0
        ],
        [
            4,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12006,
            535827,
            -578102,
            -604347,
            -95367,
            -584638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5548,
    "evaluation_days": 1849.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603468800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758945919703,
    "expiration_time": 1763724672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 24,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 150,
            "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)