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Trade: RUNE/USDT/720/LINREG/VWAP/1347

Strategy
RUNE/USDT/720/LINREG/VWAP/1347
Pair
RUNE_USDT
Interval
12h
Score
350248
Daily Profit
0.159265
Profit Factor
1.590232
Profitability
64.102564
Streak
0.000000
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-10-03 12:33
Expiration Time
2025-11-27 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1380195.3194 -11182.1313 -1369013.1881 164901.9135 1815981.4517 -1651079.5382
Total P&L (%) -1380.1953 -11.1821 -1369.0132 164.9019 1815.9815 -1651.0795
Avg Daily Profit (%) -0.7438 -0.006 -0.7378 0.0525 0.1593 0
Buy And Hold Return (%) 156.246 156.246 156.246 156.246 156.246 156.246
Max Trade Drawdown -389717 -149747 -286041 -2830243 -1264254 -1769451
Profit Factor 0.2731 0.9636 0.1399 1.024 1.5902 0.566
Total Trades 79 39 40 79 39 40
Winning Trades 51 23 28 49 25 24
Losing Trades 28 16 12 30 14 16
Profitability (%) 64.557 58.9744 70 62.0253 64.1026 60
Ratio Avg Win / Avg Loss 0.15 0.6703 0.06 0.6269 0.8905 0.3773
Largest Winning Trade 69657 69657 40399 1921936 1921936 574922
Largest Losing Trade -1241436 -75398 -1241436 -1241436 -889269 -1241436
Avg Bars in Trades 44 46 42 44 46 42
Avg Bars in Winners 17 17 16 43 49 36
Avg Bars in Losers 94 88 101 46 41 50
Bars Traded 3502 1819 1683 3502 1819 1683
Profit Streak 39.398 0 191.898 39.398 0 191.898
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609343 -579594 -576692 -496053 350248 -577988
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759483987465,
    "expiration_time": 1764259056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 102
        }
    }
}
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": [
        [
            -1380195.3193677366,
            -11182.1313100189,
            -1369013.1880577174,
            164901.9135086236,
            1815981.4517071985,
            -1651079.5381985744
        ],
        [
            -1380.195319,
            -11.182131,
            -1369.013188,
            164.901914,
            1815.981452,
            -1651.079538
        ],
        [
            -0.74384,
            -0.006026,
            -0.737814,
            0.052517,
            0.159265,
            0
        ],
        [
            156.245996,
            156.245996,
            156.245996,
            156.245996,
            156.245996,
            156.245996
        ],
        [
            -389717,
            -149747,
            -286041,
            -2830243,
            -1264254,
            -1769451
        ],
        [
            0.273145,
            0.963587,
            0.13994,
            1.023964,
            1.590232,
            0.56602
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            51,
            23,
            28,
            49,
            25,
            24
        ],
        [
            28,
            16,
            12,
            30,
            14,
            16
        ],
        [
            64.556962,
            58.974359,
            70,
            62.025316,
            64.102564,
            60
        ],
        [
            0.149962,
            0.670322,
            0.059974,
            0.626917,
            0.89053,
            0.377347
        ],
        [
            69657,
            69657,
            40399,
            1921936,
            1921936,
            574922
        ],
        [
            -1241436,
            -75398,
            -1241436,
            -1241436,
            -889269,
            -1241436
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            17,
            17,
            16,
            43,
            49,
            36
        ],
        [
            94,
            88,
            101,
            46,
            41,
            50
        ],
        [
            3502,
            1819,
            1683,
            3502,
            1819,
            1683
        ],
        [
            39.398003,
            0,
            191.898003,
            39.398003,
            0,
            191.898003
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -609343,
            -579594,
            -576692,
            -496053,
            350248,
            -577988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759483987465,
    "expiration_time": 1764259056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 102
        }
    }
}

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)