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Trade: RUNE/USDT/60/SINWMA/KCL/8192

Strategy
RUNE/USDT/60/SINWMA/KCL/8192
Pair
RUNE_USDT
Interval
1h
Score
307202
Daily Profit
0.312537
Profit Factor
1.560655
Profitability
41.791045
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 14:54
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 325544.9644 279874.4701 45670.4943 244043.9404 329198.4652 -85154.5247
Total P&L (%) 325.545 279.8745 45.6705 244.0439 329.1985 -85.1545
Avg Daily Profit (%) 0.3125 0.2687 0.0438 0.1187 0.14 -0.183
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119711 -81552 -85428 -492695 -289907 -362547
Profit Factor 1.5607 2.0951 1.1405 1.1478 1.474 0.911
Total Trades 134 67 67 134 67 67
Winning Trades 56 27 29 56 27 29
Losing Trades 78 40 38 78 40 38
Profitability (%) 41.791 40.2985 43.2836 41.791 40.2985 43.2836
Ratio Avg Win / Avg Loss 2.1738 3.1038 1.4944 1.5987 2.1836 1.1937
Largest Winning Trade 208116 208116 58251 224088 224088 120935
Largest Losing Trade -25065 -13966 -25065 -85582 -74421 -85582
Avg Bars in Trades 183 146 221 183 146 221
Avg Bars in Winners 311 254 364 311 254 364
Avg Bars in Losers 92 73 111 92 73 111
Bars Traded 24620 9809 14811 24620 9809 14811
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 307202 -108539 -321620 -94244 -124676 -698681

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669503600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758887650488,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            325544.9643903293,
            279874.4701107577,
            45670.4942795716,
            244043.9404489279,
            329198.4651927766,
            -85154.5247438486
        ],
        [
            325.544964,
            279.87447,
            45.670494,
            244.04394,
            329.198465,
            -85.154525
        ],
        [
            0.312537,
            0.268692,
            0.043846,
            0.118693,
            0.139952,
            -0.182958
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119711,
            -81552,
            -85428,
            -492695,
            -289907,
            -362547
        ],
        [
            1.560655,
            2.095082,
            1.140491,
            1.14778,
            1.47396,
            0.911003
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            41.791045,
            40.298507,
            43.283582,
            41.791045,
            40.298507,
            43.283582
        ],
        [
            2.173769,
            3.103826,
            1.494437,
            1.598694,
            2.183644,
            1.193729
        ],
        [
            208116,
            208116,
            58251,
            224088,
            224088,
            120935
        ],
        [
            -25065,
            -13966,
            -25065,
            -85582,
            -74421,
            -85582
        ],
        [
            183,
            146,
            221,
            183,
            146,
            221
        ],
        [
            311,
            254,
            364,
            311,
            254,
            364
        ],
        [
            92,
            73,
            111,
            92,
            73,
            111
        ],
        [
            24620,
            9809,
            14811,
            24620,
            9809,
            14811
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307202,
            -108539,
            -321620,
            -94244,
            -124676,
            -698681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669503600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758887650488,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)