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Trade: RUNE/USDT/720/PWMA/HMA/6059

Strategy
RUNE/USDT/720/PWMA/HMA/6059
Pair
RUNE_USDT
Interval
12h
Score
324707
Daily Profit
0.286648
Profit Factor
2.952672
Profitability
40.000000
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 488990.451 531874.4732 -42884.0222 60590.5241 44699.4486 15891.0755
Total P&L (%) 488.9905 531.8745 -42.884 60.5905 44.6994 15.8911
Avg Daily Profit (%) 0.2635 0.2866 -0.0231 0.0255 0.0199 0.0079
Buy And Hold Return (%) 110.4894 110.4894 110.4894 110.4894 110.4894 110.4894
Max Trade Drawdown -124018 -82150 -141208 -518884 -329554 -261898
Profit Factor 1.7181 2.9527 0.895 1.046 1.0684 1.0239
Total Trades 70 35 35 70 35 35
Winning Trades 27 14 13 27 14 13
Losing Trades 43 21 22 43 21 22
Profitability (%) 38.5714 40 37.1429 38.5714 40 37.1429
Ratio Avg Win / Avg Loss 2.7363 4.429 1.5147 1.6658 1.6025 1.7328
Largest Winning Trade 298302 298302 70222 142320 142320 125577
Largest Losing Trade -47343 -30396 -47343 -193061 -193061 -178850
Avg Bars in Trades 51 48 54 51 48 54
Avg Bars in Winners 94 80 109 94 80 109
Avg Bars in Losers 24 26 22 24 26 22
Bars Traded 3598 1689 1909 3598 1689 1909
Profit Streak 0 0 164.8979 0 0 164.8979
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93645 324707 -582043 -596622 -480154 -545132
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": 1603022400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759483982637,
    "expiration_time": 1764259056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 27,
            "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": [
        [
            488990.4510483819,
            531874.4732215795,
            -42884.0221731978,
            60590.5240701811,
            44699.4485785829,
            15891.0754915981
        ],
        [
            488.990451,
            531.874473,
            -42.884022,
            60.590524,
            44.699449,
            15.891075
        ],
        [
            0.263536,
            0.286648,
            -0.023112,
            0.025532,
            0.019915,
            0.007949
        ],
        [
            110.489388,
            110.489388,
            110.489388,
            110.489388,
            110.489388,
            110.489388
        ],
        [
            -124018,
            -82150,
            -141208,
            -518884,
            -329554,
            -261898
        ],
        [
            1.718116,
            2.952672,
            0.895034,
            1.045961,
            1.068355,
            1.02392
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            38.571429,
            40,
            37.142857,
            38.571429,
            40,
            37.142857
        ],
        [
            2.736259,
            4.429007,
            1.514673,
            1.66579,
            1.602532,
            1.732787
        ],
        [
            298302,
            298302,
            70222,
            142320,
            142320,
            125577
        ],
        [
            -47343,
            -30396,
            -47343,
            -193061,
            -193061,
            -178850
        ],
        [
            51,
            48,
            54,
            51,
            48,
            54
        ],
        [
            94,
            80,
            109,
            94,
            80,
            109
        ],
        [
            24,
            26,
            22,
            24,
            26,
            22
        ],
        [
            3598,
            1689,
            1909,
            3598,
            1689,
            1909
        ],
        [
            0,
            0,
            164.897947,
            0,
            0,
            164.897947
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93645,
            324707,
            -582043,
            -596622,
            -480154,
            -545132
        ]
    ]
}
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": 1603022400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759483982637,
    "expiration_time": 1764259056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 27,
            "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)