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Trade: RUNE/USDT/480/WMA/SINWMA/4327

Strategy
RUNE/USDT/480/WMA/SINWMA/4327
Pair
RUNE_USDT
Interval
8h
Score
352776
Daily Profit
0.560715
Profit Factor
2.707536
Profitability
32.500000
Streak
0.000000
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-28 20:43
Expiration Time
2025-11-23 06:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1037883.083 917280.3696 120602.7133 7132756.1568 5050073.5047 2082682.6521
Total P&L (%) 1037.8831 917.2804 120.6027 7132.7562 5050.0735 2082.6827
Avg Daily Profit (%) 0.5607 0.4956 0.0652 0.2316 0.2132 0.1667
Buy And Hold Return (%) 121.4857 121.4857 121.4857 121.4857 121.4857 121.4857
Max Trade Drawdown -115412 -73739 -58335 -3966810 -3297438 -3179562
Profit Factor 2.7075 4.1909 1.3765 1.3143 1.4371 1.1869
Total Trades 120 60 60 120 60 60
Winning Trades 39 20 19 39 20 19
Losing Trades 81 40 41 81 40 41
Profitability (%) 32.5 33.3333 31.6667 32.5 33.3333 31.6667
Ratio Avg Win / Avg Loss 5.6233 8.3819 2.9703 2.7297 2.8742 2.5613
Largest Winning Trade 434960 434960 73763 5822263 5822263 3566028
Largest Losing Trade -34203 -26071 -34203 -2550233 -1510181 -2550233
Avg Bars in Trades 44 42 47 44 42 47
Avg Bars in Winners 105 98 113 105 98 113
Avg Bars in Losers 15 14 16 15 14 16
Bars Traded 5390 2563 2827 5390 2563 2827
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352776 -158174 -446636 111696 -165756 -182622
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5553,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759081388110,
    "expiration_time": 1763872992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "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": [
        [
            1037883.0829551544,
            917280.3696403645,
            120602.7133147903,
            7132756.156792992,
            5050073.504737211,
            2082682.6520557771
        ],
        [
            1037.883083,
            917.28037,
            120.602713,
            7132.756157,
            5050.073505,
            2082.682652
        ],
        [
            0.560715,
            0.495559,
            0.065155,
            0.231559,
            0.213171,
            0.166705
        ],
        [
            121.48567,
            121.48567,
            121.48567,
            121.48567,
            121.48567,
            121.48567
        ],
        [
            -115412,
            -73739,
            -58335,
            -3966810,
            -3297438,
            -3179562
        ],
        [
            2.707536,
            4.19093,
            1.37646,
            1.314291,
            1.4371,
            1.186935
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            32.5,
            33.333333,
            31.666667,
            32.5,
            33.333333,
            31.666667
        ],
        [
            5.623345,
            8.38186,
            2.970256,
            2.72968,
            2.874199,
            2.561282
        ],
        [
            434960,
            434960,
            73763,
            5822263,
            5822263,
            3566028
        ],
        [
            -34203,
            -26071,
            -34203,
            -2550233,
            -1510181,
            -2550233
        ],
        [
            44,
            42,
            47,
            44,
            42,
            47
        ],
        [
            105,
            98,
            113,
            105,
            98,
            113
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            5390,
            2563,
            2827,
            5390,
            2563,
            2827
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352776,
            -158174,
            -446636,
            111696,
            -165756,
            -182622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5553,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759081388110,
    "expiration_time": 1763872992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "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)