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Trade: RUNE/USDT/720/FWMA/VWMA/6901

Strategy
RUNE/USDT/720/FWMA/VWMA/6901
Pair
RUNE_USDT
Interval
12h
Score
329869
Daily Profit
0.155187
Profit Factor
1.650268
Profitability
42.424242
Streak
166.423540
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-06 13:09
Expiration Time
2025-11-30 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2397443.596 -77578.9586 -2319864.6374 3282.3986 1684827.6152 -1681545.2166
Total P&L (%) -2397.4436 -77.579 -2319.8646 3.2824 1684.8276 -1681.5452
Avg Daily Profit (%) -1.29 -0.0417 -1.2482 0.0017 0.1552 0
Buy And Hold Return (%) 187.6712 187.6712 187.6712 187.6712 187.6712 187.6712
Max Trade Drawdown -356637 -143456 -275615 -1736748 -1424706 -1014471
Profit Factor 0.1598 0.7519 0.087 1.0005 1.6503 0.5542
Total Trades 67 33 34 67 33 34
Winning Trades 46 22 24 30 14 16
Losing Trades 21 11 10 37 19 18
Profitability (%) 68.6567 66.6667 70.5882 44.7761 42.4242 47.0588
Ratio Avg Win / Avg Loss 0.073 0.376 0.0362 1.234 2.2397 0.6235
Largest Winning Trade 52290 52290 23161 1734299 1734299 930742
Largest Losing Trade -2164848 -74920 -2164848 -2164848 -860483 -2164848
Avg Bars in Trades 51 53 50 51 53 50
Avg Bars in Winners 19 19 19 57 69 47
Avg Bars in Losers 123 121 125 47 41 52
Bars Traded 3483 1766 1717 3483 1766 1717
Profit Streak 122.9235 166.4235 122.9235 122.9235 166.4235 122.9235
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -697904 -577288 -576774 -698080 329869 -580587
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759745393875,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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": [
        [
            -2397443.5960157607,
            -77578.9586103262,
            -2319864.6374054356,
            3282.3986366517,
            1684827.615223433,
            -1681545.2165867812
        ],
        [
            -2397.443596,
            -77.578959,
            -2319.864637,
            3.282399,
            1684.827615,
            -1681.545217
        ],
        [
            -1.289988,
            -0.041743,
            -1.248246,
            0.001738,
            0.155187,
            0
        ],
        [
            187.671233,
            187.671233,
            187.671233,
            187.671233,
            187.671233,
            187.671233
        ],
        [
            -356637,
            -143456,
            -275615,
            -1736748,
            -1424706,
            -1014471
        ],
        [
            0.159847,
            0.751933,
            0.086972,
            1.000516,
            1.650268,
            0.554202
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            46,
            22,
            24,
            30,
            14,
            16
        ],
        [
            21,
            11,
            10,
            37,
            19,
            18
        ],
        [
            68.656716,
            66.666667,
            70.588235,
            44.776119,
            42.424242,
            47.058824
        ],
        [
            0.072974,
            0.375967,
            0.036238,
            1.23397,
            2.23965,
            0.623478
        ],
        [
            52290,
            52290,
            23161,
            1734299,
            1734299,
            930742
        ],
        [
            -2164848,
            -74920,
            -2164848,
            -2164848,
            -860483,
            -2164848
        ],
        [
            51,
            53,
            50,
            51,
            53,
            50
        ],
        [
            19,
            19,
            19,
            57,
            69,
            47
        ],
        [
            123,
            121,
            125,
            47,
            41,
            52
        ],
        [
            3483,
            1766,
            1717,
            3483,
            1766,
            1717
        ],
        [
            122.92354,
            166.42354,
            122.92354,
            122.92354,
            166.42354,
            122.92354
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -697904,
            -577288,
            -576774,
            -698080,
            329869,
            -580587
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759745393875,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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)