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Trade: RUNE/USDT/720/ALMA/HILO/9172

Strategy
RUNE/USDT/720/ALMA/HILO/9172
Pair
RUNE_USDT
Interval
12h
Score
504866
Daily Profit
0.432426
Profit Factor
1.896483
Profitability
58.878505
Streak
31.875826
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 00:01
Expiration Time
2025-11-18 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 798690.3204 794428.3107 4262.0097 102569.0958 429056.4307 -326487.3349
Total P&L (%) 798.6903 794.4283 4.262 102.5691 429.0564 -326.4873
Avg Daily Profit (%) 0.4324 0.4301 0.0023 0.0382 0.0902 0
Buy And Hold Return (%) 126.7398 126.7398 126.7398 126.7398 126.7398 126.7398
Max Trade Drawdown -130580 -73876 -189243 -531431 -218672 -479638
Profit Factor 1.8965 3.2026 1.008 1.0628 1.6536 0.6653
Total Trades 107 53 54 107 53 54
Winning Trades 63 31 32 63 31 32
Losing Trades 44 22 22 44 22 22
Profitability (%) 58.8785 58.4906 59.2593 58.8785 58.4906 59.2593
Ratio Avg Win / Avg Loss 1.3245 2.2728 0.693 0.7423 1.1735 0.4574
Largest Winning Trade 444211 444211 76311 456943 456943 110748
Largest Losing Trade -75503 -48767 -75503 -284871 -163489 -284871
Avg Bars in Trades 33 31 36 33 31 36
Avg Bars in Winners 41 36 45 41 36 45
Avg Bars in Losers 23 25 22 23 25 22
Bars Traded 3628 1672 1956 3628 1672 1956
Profit Streak 31.8758 0 157.8758 31.8758 0 157.8758
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504866 -163317 -746331 -458701 -252193 -758250

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834071383,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            798690.3204008773,
            794428.3106623348,
            4262.0097385429,
            102569.0957571155,
            429056.4307065769,
            -326487.3349494613
        ],
        [
            798.69032,
            794.428311,
            4.26201,
            102.569096,
            429.056431,
            -326.487335
        ],
        [
            0.432426,
            0.430118,
            0.002308,
            0.038227,
            0.090237,
            0
        ],
        [
            126.739788,
            126.739788,
            126.739788,
            126.739788,
            126.739788,
            126.739788
        ],
        [
            -130580,
            -73876,
            -189243,
            -531431,
            -218672,
            -479638
        ],
        [
            1.896483,
            3.202601,
            1.008038,
            1.062847,
            1.653561,
            0.665331
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            58.878505,
            58.490566,
            59.259259,
            58.878505,
            58.490566,
            59.259259
        ],
        [
            1.324528,
            2.272814,
            0.693026,
            0.742306,
            1.173495,
            0.457415
        ],
        [
            444211,
            444211,
            76311,
            456943,
            456943,
            110748
        ],
        [
            -75503,
            -48767,
            -75503,
            -284871,
            -163489,
            -284871
        ],
        [
            33,
            31,
            36,
            33,
            31,
            36
        ],
        [
            41,
            36,
            45,
            41,
            36,
            45
        ],
        [
            23,
            25,
            22,
            23,
            25,
            22
        ],
        [
            3628,
            1672,
            1956,
            3628,
            1672,
            1956
        ],
        [
            31.875826,
            0,
            157.875826,
            31.875826,
            0,
            157.875826
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504866,
            -163317,
            -746331,
            -458701,
            -252193,
            -758250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834071383,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)