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Trade: RUNE/USDT/720/HWMA/WMA/3280

Strategy
RUNE/USDT/720/HWMA/WMA/3280
Pair
RUNE_USDT
Interval
12h
Score
307159
Daily Profit
0.150600
Profit Factor
1.284127
Profitability
49.760766
Streak
12.011672
Best Strategy
Training Data Length
1860.000000
Evaluation Time
2025-10-08 03:16
Expiration Time
2025-12-02 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 128977.834 280115.159 -151137.325 -94882.2754 232296.82 -327179.0954
Total P&L (%) 128.9778 280.1152 -151.1373 -94.8823 232.2968 -327.1791
Avg Daily Profit (%) 0.0693 0.1506 -0.0813 -0.1597 0.0646 0
Buy And Hold Return (%) 28.0044 28.0044 28.0044 28.0044 28.0044 28.0044
Max Trade Drawdown -280391 -185210 -246375 -315574 -171854 -347824
Profit Factor 1.0609 1.2841 0.8663 0.9448 1.3181 0.6695
Total Trades 418 209 209 418 209 209
Winning Trades 209 104 105 209 104 105
Losing Trades 209 105 104 209 105 104
Profitability (%) 50 49.7608 50.2392 50 49.7608 50.2392
Ratio Avg Win / Avg Loss 1.0609 1.2965 0.8581 0.9448 1.3308 0.6632
Largest Winning Trade 58154 58154 39660 116785 116785 49840
Largest Losing Trade -53165 -28272 -53165 -117785 -49297 -117785
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3563 1781 1782 3563 1781 1782
Profit Streak 7.5117 12.0117 0 7.5117 12.0117 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -252388 307159 -579930 -577636 -105154 -579930
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759882608494,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.31902,
            "nc": 0.77462
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "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": [
        [
            128977.8340412121,
            280115.1590054888,
            -151137.3249642769,
            -94882.2753976755,
            232296.819970415,
            -327179.0953680901
        ],
        [
            128.977834,
            280.115159,
            -151.137325,
            -94.882275,
            232.29682,
            -327.179095
        ],
        [
            0.069343,
            0.1506,
            -0.081257,
            -0.159682,
            0.064583,
            0
        ],
        [
            28.00441,
            28.00441,
            28.00441,
            28.00441,
            28.00441,
            28.00441
        ],
        [
            -280391,
            -185210,
            -246375,
            -315574,
            -171854,
            -347824
        ],
        [
            1.060936,
            1.284127,
            0.866337,
            0.944846,
            1.318103,
            0.669538
        ],
        [
            418,
            209,
            209,
            418,
            209,
            209
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            50,
            49.760766,
            50.239234,
            50,
            49.760766,
            50.239234
        ],
        [
            1.060936,
            1.296475,
            0.858086,
            0.944846,
            1.330777,
            0.663161
        ],
        [
            58154,
            58154,
            39660,
            116785,
            116785,
            49840
        ],
        [
            -53165,
            -28272,
            -53165,
            -117785,
            -49297,
            -117785
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3563,
            1781,
            1782,
            3563,
            1781,
            1782
        ],
        [
            7.511672,
            12.011672,
            0,
            7.511672,
            12.011672,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -252388,
            307159,
            -579930,
            -577636,
            -105154,
            -579930
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759882608494,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.31902,
            "nc": 0.77462
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "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)