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Trade: RUNE/USDT/480/VWMA/HWMA/3636

Strategy
RUNE/USDT/480/VWMA/HWMA/3636
Pair
RUNE_USDT
Interval
8h
Score
307427
Daily Profit
0.196751
Profit Factor
1.443967
Profitability
52.348993
Streak
0.000000
Best Strategy
Training Data Length
1849.000000
Evaluation Time
2025-09-27 01:41
Expiration Time
2025-11-21 05:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102394.0024 363793.426 -261399.4237 -99884.3683 221308.5739 -321192.9422
Total P&L (%) 102.394 363.7934 -261.3994 -99.8844 221.3086 -321.1929
Avg Daily Profit (%) 0.0554 0.1968 -0.1414 -0.3651 0.0631 0
Buy And Hold Return (%) 57.3793 57.3793 57.3793 57.3793 57.3793 57.3793
Max Trade Drawdown -227574 -178218 -372729 -234299 -37376 -313766
Profit Factor 1.0513 1.444 0.7779 0.845 2.4937 0.3526
Total Trades 298 149 149 298 149 149
Winning Trades 155 78 77 155 78 77
Losing Trades 143 71 72 143 71 72
Profitability (%) 52.0134 52.349 51.6779 52.0134 52.349 51.6779
Ratio Avg Win / Avg Loss 0.9699 1.3144 0.7274 0.7795 2.2699 0.3297
Largest Winning Trade 79806 79806 41543 59423 59423 24477
Largest Losing Trade -95373 -47829 -95373 -71562 -35532 -71562
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 5480 2749 2731 5480 2749 2731
Profit Streak 6.9456 0 12.9456 6.9456 0 12.9456
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -290281 307427 -579832 -577996 -105782 -579832

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5547,
    "evaluation_days": 1849,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758926501192,
    "expiration_time": 1763695008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.32797
        }
    }
}
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": [
        [
            102394.0023589051,
            363793.426041676,
            -261399.4236827708,
            -99884.3682775373,
            221308.5738837711,
            -321192.9421613088
        ],
        [
            102.394002,
            363.793426,
            -261.399424,
            -99.884368,
            221.308574,
            -321.192942
        ],
        [
            0.055378,
            0.196751,
            -0.141373,
            -0.365071,
            0.063148,
            0
        ],
        [
            57.37931,
            57.37931,
            57.37931,
            57.37931,
            57.37931,
            57.37931
        ],
        [
            -227574,
            -178218,
            -372729,
            -234299,
            -37376,
            -313766
        ],
        [
            1.051295,
            1.443967,
            0.777865,
            0.844964,
            2.493701,
            0.352572
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            52.013423,
            52.348993,
            51.677852,
            52.013423,
            52.348993,
            51.677852
        ],
        [
            0.969905,
            1.31438,
            0.727354,
            0.779548,
            2.269907,
            0.329678
        ],
        [
            79806,
            79806,
            41543,
            59423,
            59423,
            24477
        ],
        [
            -95373,
            -47829,
            -95373,
            -71562,
            -35532,
            -71562
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            5480,
            2749,
            2731,
            5480,
            2749,
            2731
        ],
        [
            6.945616,
            0,
            12.945616,
            6.945616,
            0,
            12.945616
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -290281,
            307427,
            -579832,
            -577996,
            -105782,
            -579832
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5547,
    "evaluation_days": 1849,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758926501192,
    "expiration_time": 1763695008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.32797
        }
    }
}

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)