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Trade: RUNE/USDT/720/BBL/VWAP/8220

Strategy
RUNE/USDT/720/BBL/VWAP/8220
Pair
RUNE_USDT
Interval
12h
Score
521736
Daily Profit
0.590603
Profit Factor
2.175789
Profitability
44.378698
Streak
0.000000
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-10-01 00:19
Expiration Time
2025-11-25 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1094388.0337 1052292.7302 42095.3036 651995.7129 -341288.4694 993284.1823
Total P&L (%) 1094.388 1052.2927 42.0953 651.9957 -341.2885 993.2842
Avg Daily Profit (%) 0.5906 0.5679 0.0227 0.1089 0 0.1292
Buy And Hold Return (%) 50.6271 50.6271 50.6271 50.6271 50.6271 50.6271
Max Trade Drawdown -148642 -153110 -20747 -3346967 -3685791 -588870
Profit Factor 2.1758 2.3636 1.2646 1.035 0.9789 1.4064
Total Trades 169 84 85 169 84 85
Winning Trades 75 28 47 75 28 47
Losing Trades 94 56 38 94 56 38
Profitability (%) 44.3787 33.3333 55.2941 44.3787 33.3333 55.2941
Ratio Avg Win / Avg Loss 2.727 4.7272 1.0225 1.2972 1.9578 1.1371
Largest Winning Trade 518553 518553 19267 3152759 3152759 441522
Largest Losing Trade -68599 -68599 -16725 -2304469 -2304469 -588870
Avg Bars in Trades 21 42 1 21 42 1
Avg Bars in Winners 27 70 1 27 70 1
Avg Bars in Losers 17 27 1 17 27 1
Bars Traded 3654 3539 116 3654 3539 116
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 521736 319432 -327789 -230196 -584811 -18806
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267165542,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 1.81876
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1094388.03373625,
            1052292.7301628666,
            42095.3035733828,
            651995.7129282478,
            -341288.4693937488,
            993284.1823219967
        ],
        [
            1094.388034,
            1052.29273,
            42.095304,
            651.995713,
            -341.288469,
            993.284182
        ],
        [
            0.590603,
            0.567886,
            0.022717,
            0.10894,
            0,
            0.129159
        ],
        [
            50.627063,
            50.627063,
            50.627063,
            50.627063,
            50.627063,
            50.627063
        ],
        [
            -148642,
            -153110,
            -20747,
            -3346967,
            -3685791,
            -588870
        ],
        [
            2.175789,
            2.363591,
            1.264647,
            1.034991,
            0.978919,
            1.406402
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            75,
            28,
            47,
            75,
            28,
            47
        ],
        [
            94,
            56,
            38,
            94,
            56,
            38
        ],
        [
            44.378698,
            33.333333,
            55.294118,
            44.378698,
            33.333333,
            55.294118
        ],
        [
            2.726988,
            4.727182,
            1.02248,
            1.297189,
            1.957837,
            1.137091
        ],
        [
            518553,
            518553,
            19267,
            3152759,
            3152759,
            441522
        ],
        [
            -68599,
            -68599,
            -16725,
            -2304469,
            -2304469,
            -588870
        ],
        [
            21,
            42,
            1,
            21,
            42,
            1
        ],
        [
            27,
            70,
            1,
            27,
            70,
            1
        ],
        [
            17,
            27,
            1,
            17,
            27,
            1
        ],
        [
            3654,
            3539,
            116,
            3654,
            3539,
            116
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            521736,
            319432,
            -327789,
            -230196,
            -584811,
            -18806
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267165542,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 1.81876
        }
    },
    "second_band": {
        "type": "vwap",
        "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)