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Trade: RUNE/USDT/720/OHLC4/SINWMA/3844

Strategy
RUNE/USDT/720/OHLC4/SINWMA/3844
Pair
RUNE_USDT
Interval
12h
Score
456475
Daily Profit
0.163399
Profit Factor
2.181453
Profitability
55.813953
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 00:01
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 -2842797.364 -107780.0127 -2735017.3513 194.6297 1939948.0847 -1939753.455
Total P&L (%) -2842.7974 -107.78 -2735.0174 0.1946 1939.9481 -1939.7535
Avg Daily Profit (%) -1.5391 -0.0584 -1.4808 0.0001 0.1634 0
Buy And Hold Return (%) 217.8685 217.8685 217.8685 217.8685 217.8685 217.8685
Max Trade Drawdown -345198 -128210 -274713 -822230 -693569 -490799
Profit Factor 0.134 0.6625 0.077 1 2.1815 0.4611
Total Trades 87 43 44 87 43 44
Winning Trades 63 29 34 47 24 23
Losing Trades 24 14 10 40 19 21
Profitability (%) 72.4138 67.4419 77.2727 54.023 55.814 52.2727
Ratio Avg Win / Avg Loss 0.051 0.3198 0.0227 0.8511 1.727 0.421
Largest Winning Trade 28064 28064 22485 1110124 1110124 639648
Largest Losing Trade -2570200 -76245 -2570200 -2570200 -393598 -2570200
Avg Bars in Trades 40 42 39 40 42 39
Avg Bars in Winners 12 12 12 41 47 34
Avg Bars in Losers 116 105 130 40 36 44
Bars Traded 3556 1832 1724 3556 1832 1724
Profit Streak 7.8758 0 105.3758 7.8758 0 105.3758
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576686 -578466 -575752 -579167 456475 -578993

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604491200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834066872,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "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": [
        [
            -2842797.363988683,
            -107780.0126721811,
            -2735017.351316502,
            194.6296899269,
            1939948.0847142823,
            -1939753.4550243558
        ],
        [
            -2842.797364,
            -107.780013,
            -2735.017351,
            0.19463,
            1939.948085,
            -1939.753455
        ],
        [
            -1.539143,
            -0.058354,
            -1.480789,
            0.000105,
            0.163399,
            0
        ],
        [
            217.868505,
            217.868505,
            217.868505,
            217.868505,
            217.868505,
            217.868505
        ],
        [
            -345198,
            -128210,
            -274713,
            -822230,
            -693569,
            -490799
        ],
        [
            0.133967,
            0.662451,
            0.077021,
            1.000037,
            2.181453,
            0.461149
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            63,
            29,
            34,
            47,
            24,
            23
        ],
        [
            24,
            14,
            10,
            40,
            19,
            21
        ],
        [
            72.413793,
            67.44186,
            77.272727,
            54.022989,
            55.813953,
            52.272727
        ],
        [
            0.051035,
            0.319804,
            0.022653,
            0.851095,
            1.726984,
            0.421049
        ],
        [
            28064,
            28064,
            22485,
            1110124,
            1110124,
            639648
        ],
        [
            -2570200,
            -76245,
            -2570200,
            -2570200,
            -393598,
            -2570200
        ],
        [
            40,
            42,
            39,
            40,
            42,
            39
        ],
        [
            12,
            12,
            12,
            41,
            47,
            34
        ],
        [
            116,
            105,
            130,
            40,
            36,
            44
        ],
        [
            3556,
            1832,
            1724,
            3556,
            1832,
            1724
        ],
        [
            7.875774,
            0,
            105.375774,
            7.875774,
            0,
            105.375774
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576686,
            -578466,
            -575752,
            -579167,
            456475,
            -578993
        ]
    ]
}
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": 1604491200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834066872,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "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)