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Trade: RUNE/USDT/60/SWMA/JMA/5695

Strategy
RUNE/USDT/60/SWMA/JMA/5695
Pair
RUNE_USDT
Interval
1h
Score
301964
Daily Profit
0.266771
Profit Factor
1.423341
Profitability
41.614907
Streak
9.711900
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-01 04:05
Expiration Time
2025-12-15 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277887.2872 248640.8036 29246.4836 85804.9185 91725.7536 -5920.8351
Total P&L (%) 277.8873 248.6408 29.2465 85.8049 91.7258 -5.9208
Avg Daily Profit (%) 0.2668 0.2387 0.0281 0.0595 0.0625 -0.0059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91816 -73255 -57938 -168757 -152161 -135323
Profit Factor 1.4233 1.7244 1.0934 1.0837 1.1781 0.9884
Total Trades 161 80 81 161 80 81
Winning Trades 67 32 35 67 32 35
Losing Trades 94 48 46 94 48 46
Profitability (%) 41.6149 40 43.2099 41.6149 40 43.2099
Ratio Avg Win / Avg Loss 1.9969 2.5865 1.437 1.5204 1.7671 1.299
Largest Winning Trade 235130 235130 59329 153361 153361 98741
Largest Losing Trade -17266 -14449 -17266 -45687 -31671 -45687
Avg Bars in Trades 152 148 156 152 148 156
Avg Bars in Winners 239 242 236 239 242 236
Avg Bars in Losers 90 85 95 90 85 95
Bars Traded 24534 11866 12668 24534 11866 12668
Profit Streak 9.7119 0 12.6286 9.7119 0 12.6286
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301964 -12126 -290328 -242627 -156338 -593096
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669276800000,
    "first_datapoint_time": 1669935600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280708185,
    "expiration_time": 1765756800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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": [
        [
            277887.2871686642,
            248640.803563104,
            29246.4836055603,
            85804.9184509693,
            91725.7535611576,
            -5920.8351101883
        ],
        [
            277.887287,
            248.640804,
            29.246484,
            85.804918,
            91.725754,
            -5.920835
        ],
        [
            0.266771,
            0.238694,
            0.028077,
            0.059492,
            0.062505,
            -0.005859
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91816,
            -73255,
            -57938,
            -168757,
            -152161,
            -135323
        ],
        [
            1.423341,
            1.724351,
            1.093393,
            1.083659,
            1.178083,
            0.988404
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            41.614907,
            40,
            43.209877,
            41.614907,
            40,
            43.209877
        ],
        [
            1.996926,
            2.586527,
            1.437031,
            1.520358,
            1.767125,
            1.299045
        ],
        [
            235130,
            235130,
            59329,
            153361,
            153361,
            98741
        ],
        [
            -17266,
            -14449,
            -17266,
            -45687,
            -31671,
            -45687
        ],
        [
            152,
            148,
            156,
            152,
            148,
            156
        ],
        [
            239,
            242,
            236,
            239,
            242,
            236
        ],
        [
            90,
            85,
            95,
            90,
            85,
            95
        ],
        [
            24534,
            11866,
            12668,
            24534,
            11866,
            12668
        ],
        [
            9.7119,
            0,
            12.628567,
            9.7119,
            0,
            12.628567
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301964,
            -12126,
            -290328,
            -242627,
            -156338,
            -593096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669276800000,
    "first_datapoint_time": 1669935600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280708185,
    "expiration_time": 1765756800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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)