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Trade: RUNE/USDT/720/HMA/SINWMA/1682

Strategy
RUNE/USDT/720/HMA/SINWMA/1682
Pair
RUNE_USDT
Interval
12h
Score
507634
Daily Profit
0.231800
Profit Factor
2.751689
Profitability
57.575758
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 09:03
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 305989.9837 428135.0302 -122145.0465 -103233.2066 8737.8745 -111971.0811
Total P&L (%) 305.99 428.135 -122.145 -103.2332 8.7379 -111.9711
Avg Daily Profit (%) 0.1657 0.2318 -0.0661 0 0.0045 0
Buy And Hold Return (%) 31.7582 31.7582 31.7582 31.7582 31.7582 31.7582
Max Trade Drawdown -183178 -69156 -191035 -55243 -15713 -47332
Profit Factor 1.3672 2.7517 0.7926 0.4588 1.2378 0.2729
Total Trades 67 33 34 67 33 34
Winning Trades 37 19 18 31 17 14
Losing Trades 30 14 16 36 16 20
Profitability (%) 55.2239 57.5758 52.9412 46.2687 51.5152 41.1765
Ratio Avg Win / Avg Loss 1.1085 2.0276 0.7045 0.5328 1.165 0.3899
Largest Winning Trade 194349 194349 73932 15517 12076 15517
Largest Losing Trade -117669 -67501 -117669 -88147 -6989 -88147
Avg Bars in Trades 51 56 47 51 56 47
Avg Bars in Winners 51 45 57 46 60 29
Avg Bars in Losers 52 70 37 56 51 60
Bars Traded 3483 1852 1631 3483 1852 1631
Profit Streak 0 0 0 86.2522 139.7522 86.2522
Trades During Streak 0 0 0 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112500 507634 -580413 -702099 -351309 -583265

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605657600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866585989,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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": [
        [
            305989.9837162734,
            428135.0301735265,
            -122145.046457253,
            -103233.2066112499,
            8737.8745137905,
            -111971.0811250404
        ],
        [
            305.989984,
            428.13503,
            -122.145046,
            -103.233207,
            8.737875,
            -111.971081
        ],
        [
            0.165669,
            0.2318,
            -0.066132,
            0,
            0.004536,
            0
        ],
        [
            31.758242,
            31.758242,
            31.758242,
            31.758242,
            31.758242,
            31.758242
        ],
        [
            -183178,
            -69156,
            -191035,
            -55243,
            -15713,
            -47332
        ],
        [
            1.367164,
            2.751689,
            0.792614,
            0.458792,
            1.237789,
            0.272912
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            37,
            19,
            18,
            31,
            17,
            14
        ],
        [
            30,
            14,
            16,
            36,
            16,
            20
        ],
        [
            55.223881,
            57.575758,
            52.941176,
            46.268657,
            51.515152,
            41.176471
        ],
        [
            1.108511,
            2.02756,
            0.704546,
            0.53279,
            1.164978,
            0.389875
        ],
        [
            194349,
            194349,
            73932,
            15517,
            12076,
            15517
        ],
        [
            -117669,
            -67501,
            -117669,
            -88147,
            -6989,
            -88147
        ],
        [
            51,
            56,
            47,
            51,
            56,
            47
        ],
        [
            51,
            45,
            57,
            46,
            60,
            29
        ],
        [
            52,
            70,
            37,
            56,
            51,
            60
        ],
        [
            3483,
            1852,
            1631,
            3483,
            1852,
            1631
        ],
        [
            0,
            0,
            0,
            86.252153,
            139.752153,
            86.252153
        ],
        [
            0,
            0,
            0,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112500,
            507634,
            -580413,
            -702099,
            -351309,
            -583265
        ]
    ]
}
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": 1605657600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866585989,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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)