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Trade: RUNE/USDT/720/HWMA/HILO/9624

Strategy
RUNE/USDT/720/HWMA/HILO/9624
Pair
RUNE_USDT
Interval
12h
Score
576129
Daily Profit
0.555541
Profit Factor
4.689318
Profitability
43.333333
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 989624.78 1026083.4272 -36458.6473 40477.8325 1143408.3421 -1102930.5095
Total P&L (%) 989.6248 1026.0834 -36.4586 40.4778 1143.4083 -1102.9305
Avg Daily Profit (%) 0.5358 0.5555 -0.0197 0.0184 0.1366 0
Buy And Hold Return (%) 146.4036 146.4036 146.4036 146.4036 146.4036 146.4036
Max Trade Drawdown -139067 -80958 -118687 -1841934 -804431 -1747993
Profit Factor 2.5168 4.6893 0.9026 1.0076 1.573 0.6681
Total Trades 59 30 29 59 30 29
Winning Trades 25 13 12 25 13 12
Losing Trades 34 17 17 34 17 17
Profitability (%) 42.3729 43.3333 41.3793 42.3729 43.3333 41.3793
Ratio Avg Win / Avg Loss 3.4228 6.1322 1.2787 1.3704 2.057 0.9464
Largest Winning Trade 833459 833459 74373 1122031 1122031 678351
Largest Losing Trade -64720 -43899 -64720 -906652 -391496 -906652
Avg Bars in Trades 60 59 61 60 59 61
Avg Bars in Winners 85 83 88 85 83 88
Avg Bars in Losers 41 41 42 41 41 42
Bars Traded 3564 1786 1778 3564 1786 1778
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 -166920 576129 -582518 -728667 -10092 -584185

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603152000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866594882,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 92,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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": [
        [
            989624.7799882281,
            1026083.4272491843,
            -36458.6472609562,
            40477.8325462976,
            1143408.342075379,
            -1102930.5095290807
        ],
        [
            989.62478,
            1026.083427,
            -36.458647,
            40.477833,
            1143.408342,
            -1102.93051
        ],
        [
            0.535801,
            0.555541,
            -0.019739,
            0.018403,
            0.136555,
            0
        ],
        [
            146.403617,
            146.403617,
            146.403617,
            146.403617,
            146.403617,
            146.403617
        ],
        [
            -139067,
            -80958,
            -118687,
            -1841934,
            -804431,
            -1747993
        ],
        [
            2.516762,
            4.689318,
            0.902605,
            1.007611,
            1.573023,
            0.668082
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            42.372881,
            43.333333,
            41.37931,
            42.372881,
            43.333333,
            41.37931
        ],
        [
            3.422796,
            6.132186,
            1.27869,
            1.370351,
            2.05703,
            0.946449
        ],
        [
            833459,
            833459,
            74373,
            1122031,
            1122031,
            678351
        ],
        [
            -64720,
            -43899,
            -64720,
            -906652,
            -391496,
            -906652
        ],
        [
            60,
            59,
            61,
            60,
            59,
            61
        ],
        [
            85,
            83,
            88,
            85,
            83,
            88
        ],
        [
            41,
            41,
            42,
            41,
            41,
            42
        ],
        [
            3564,
            1786,
            1778,
            3564,
            1786,
            1778
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166920,
            576129,
            -582518,
            -728667,
            -10092,
            -584185
        ]
    ]
}
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": 1603152000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866594882,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 92,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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)