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Trade: RUNE/USDT/720/JMA/LINREG/6945

Strategy
RUNE/USDT/720/JMA/LINREG/6945
Pair
RUNE_USDT
Interval
12h
Score
317561
Daily Profit
0.308051
Profit Factor
2.745948
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-10-01 00:30
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 493126.1113 570818.1617 -77692.0504 -29290.1627 233533.7547 -262823.9174
Total P&L (%) 493.1261 570.8182 -77.6921 -29.2902 233.5338 -262.8239
Avg Daily Profit (%) 0.2661 0.3081 -0.0419 -0.0187 0.065 0
Buy And Hold Return (%) 131.9106 131.9106 131.9106 131.9106 131.9106 131.9106
Max Trade Drawdown -190505 -75730 -169029 -299564 -165357 -269970
Profit Factor 1.6114 2.7459 0.838 0.9757 1.4479 0.6155
Total Trades 67 34 33 67 34 33
Winning Trades 27 14 13 27 14 13
Losing Trades 40 20 20 40 20 20
Profitability (%) 40.2985 41.1765 39.3939 40.2985 41.1765 39.3939
Ratio Avg Win / Avg Loss 2.3873 3.9228 1.2892 1.4455 2.0685 0.9469
Largest Winning Trade 277579 277579 78641 216901 216901 102885
Largest Losing Trade -62440 -48278 -62440 -129547 -129547 -89395
Avg Bars in Trades 53 51 54 53 51 54
Avg Bars in Winners 90 82 99 90 82 99
Avg Bars in Losers 27 29 26 27 29 26
Bars Traded 3560 1748 1812 3560 1748 1812
Profit Streak 0 0 45.3961 0 0 45.3961
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116268 317561 -582704 -704161 -115871 -584371
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267822256,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 40,
            "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": [
        [
            493126.1112893509,
            570818.161736246,
            -77692.0504468955,
            -29290.162683671,
            233533.7547207702,
            -262823.9174044414
        ],
        [
            493.126111,
            570.818162,
            -77.69205,
            -29.290163,
            233.533755,
            -262.823917
        ],
        [
            0.266123,
            0.308051,
            -0.041928,
            -0.018702,
            0.065028,
            0
        ],
        [
            131.910569,
            131.910569,
            131.910569,
            131.910569,
            131.910569,
            131.910569
        ],
        [
            -190505,
            -75730,
            -169029,
            -299564,
            -165357,
            -269970
        ],
        [
            1.611414,
            2.745948,
            0.838005,
            0.975691,
            1.447938,
            0.615505
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            40.298507,
            41.176471,
            39.393939,
            40.298507,
            41.176471,
            39.393939
        ],
        [
            2.38728,
            3.922783,
            1.289238,
            1.445468,
            2.068482,
            0.946931
        ],
        [
            277579,
            277579,
            78641,
            216901,
            216901,
            102885
        ],
        [
            -62440,
            -48278,
            -62440,
            -129547,
            -129547,
            -89395
        ],
        [
            53,
            51,
            54,
            53,
            51,
            54
        ],
        [
            90,
            82,
            99,
            90,
            82,
            99
        ],
        [
            27,
            29,
            26,
            27,
            29,
            26
        ],
        [
            3560,
            1748,
            1812,
            3560,
            1748,
            1812
        ],
        [
            0,
            0,
            45.396091,
            0,
            0,
            45.396091
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116268,
            317561,
            -582704,
            -704161,
            -115871,
            -584371
        ]
    ]
}
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": 1604750400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267822256,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 40,
            "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)