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Trade: RUNE/USDT/480/SSF/SINWMA/8566

Strategy
RUNE/USDT/480/SSF/SINWMA/8566
Pair
RUNE_USDT
Interval
8h
Score
391920
Daily Profit
0.253451
Profit Factor
2.507241
Profitability
47.222222
Streak
47.116710
Best Strategy
Training Data Length
1848.330000
Evaluation Time
2025-09-26 05:48
Expiration Time
2025-11-20 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307031.7087 468461.2424 -161429.5337 -101846.6015 -5984.4952 -95862.1063
Total P&L (%) 307.0317 468.4612 -161.4295 -101.8466 -5.9845 -95.8621
Avg Daily Profit (%) 0.1661 0.2535 -0.0873 0 -0.0033 -0.1722
Buy And Hold Return (%) 96.1572 96.1572 96.1572 96.1572 96.1572 96.1572
Max Trade Drawdown -349881 -116744 -254028 -564598 -353670 -237582
Profit Factor 1.3567 2.5072 0.7064 0.9145 0.9897 0.8437
Total Trades 72 36 36 72 36 36
Winning Trades 34 17 17 30 17 13
Losing Trades 38 19 19 42 19 23
Profitability (%) 47.2222 47.2222 47.2222 41.6667 47.2222 36.1111
Ratio Avg Win / Avg Loss 1.5164 2.8022 0.7895 1.2803 1.1061 1.4927
Largest Winning Trade 291430 291430 72231 230960 150099 230960
Largest Losing Trade -108376 -47677 -108376 -161133 -161133 -101416
Avg Bars in Trades 75 79 70 75 79 70
Avg Bars in Winners 97 89 106 84 83 86
Avg Bars in Losers 54 71 38 68 76 61
Bars Traded 5408 2877 2531 5408 2877 2531
Profit Streak 47.1167 47.1167 149.1167 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77506 391920 -580508 -666129 -580193 -584514

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854883720,
    "expiration_time": 1763635680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "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": [
        [
            307031.7086538978,
            468461.2423697797,
            -161429.5337158819,
            -101846.6015430865,
            -5984.4952179437,
            -95862.106325143
        ],
        [
            307.031709,
            468.461242,
            -161.429534,
            -101.846602,
            -5.984495,
            -95.862106
        ],
        [
            0.166113,
            0.253451,
            -0.087338,
            0,
            -0.003339,
            -0.172168
        ],
        [
            96.157205,
            96.157205,
            96.157205,
            96.157205,
            96.157205,
            96.157205
        ],
        [
            -349881,
            -116744,
            -254028,
            -564598,
            -353670,
            -237582
        ],
        [
            1.356748,
            2.507241,
            0.706402,
            0.914528,
            0.989652,
            0.843678
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            34,
            17,
            17,
            30,
            17,
            13
        ],
        [
            38,
            19,
            19,
            42,
            19,
            23
        ],
        [
            47.222222,
            47.222222,
            47.222222,
            41.666667,
            47.222222,
            36.111111
        ],
        [
            1.516366,
            2.802211,
            0.789509,
            1.280339,
            1.106082,
            1.492661
        ],
        [
            291430,
            291430,
            72231,
            230960,
            150099,
            230960
        ],
        [
            -108376,
            -47677,
            -108376,
            -161133,
            -161133,
            -101416
        ],
        [
            75,
            79,
            70,
            75,
            79,
            70
        ],
        [
            97,
            89,
            106,
            84,
            83,
            86
        ],
        [
            54,
            71,
            38,
            68,
            76,
            61
        ],
        [
            5408,
            2877,
            2531,
            5408,
            2877,
            2531
        ],
        [
            47.11671,
            47.11671,
            149.11671,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77506,
            391920,
            -580508,
            -666129,
            -580193,
            -584514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854883720,
    "expiration_time": 1763635680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "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)