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Trade: RUNE/USDT/720/SMA/DCM/4073

Strategy
RUNE/USDT/720/SMA/DCM/4073
Pair
RUNE_USDT
Interval
12h
Score
307747
Daily Profit
0.210862
Profit Factor
1.923344
Profitability
41.379310
Streak
247.495793
Best Strategy
Training Data Length
1850.500000
Evaluation Time
2025-09-28 14:53
Expiration Time
2025-11-22 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 188969.2409 390199.7145 -201230.4736 -98186.1257 130460.0628 -228646.1885
Total P&L (%) 188.9692 390.1997 -201.2305 -98.1861 130.4601 -228.6462
Avg Daily Profit (%) 0.1021 0.2109 -0.1087 -0.2164 0.0451 0
Buy And Hold Return (%) 34.9619 34.9619 34.9619 34.9619 34.9619 34.9619
Max Trade Drawdown -268024 -149032 -220244 -298920 -260412 -203480
Profit Factor 1.2388 1.9233 0.4544 0.8745 1.3245 0.3989
Total Trades 59 29 30 59 29 30
Winning Trades 24 12 12 24 12 12
Losing Trades 35 17 18 35 17 18
Profitability (%) 40.678 41.3793 40 40.678 41.3793 40
Ratio Avg Win / Avg Loss 1.8065 2.7247 0.6817 1.2753 1.8764 0.5984
Largest Winning Trade 361713 361713 50057 234985 234985 54505
Largest Losing Trade -74874 -74874 -57859 -150959 -148652 -150959
Avg Bars in Trades 56 89 23 56 89 23
Avg Bars in Winners 66 101 32 66 101 32
Avg Bars in Losers 48 80 18 48 80 18
Bars Traded 3307 2588 719 3307 2588 719
Profit Streak 247.4958 247.4958 252.4958 247.4958 247.4958 252.4958
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -238941 307747 -583465 -761161 -136569 -583465
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3701,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606608000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060436494,
    "expiration_time": 1763814096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "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": [
        [
            188969.2409004199,
            390199.714460908,
            -201230.4735604881,
            -98186.1257372066,
            130460.0627696879,
            -228646.1885068946
        ],
        [
            188.969241,
            390.199714,
            -201.230474,
            -98.186126,
            130.460063,
            -228.646189
        ],
        [
            0.102118,
            0.210862,
            -0.108744,
            -0.216448,
            0.045128,
            0
        ],
        [
            34.961906,
            34.961906,
            34.961906,
            34.961906,
            34.961906,
            34.961906
        ],
        [
            -268024,
            -149032,
            -220244,
            -298920,
            -260412,
            -203480
        ],
        [
            1.238765,
            1.923344,
            0.454439,
            0.87451,
            1.324497,
            0.398905
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            40.677966,
            41.37931,
            40,
            40.677966,
            41.37931,
            40
        ],
        [
            1.806532,
            2.724738,
            0.681658,
            1.275327,
            1.876371,
            0.598357
        ],
        [
            361713,
            361713,
            50057,
            234985,
            234985,
            54505
        ],
        [
            -74874,
            -74874,
            -57859,
            -150959,
            -148652,
            -150959
        ],
        [
            56,
            89,
            23,
            56,
            89,
            23
        ],
        [
            66,
            101,
            32,
            66,
            101,
            32
        ],
        [
            48,
            80,
            18,
            48,
            80,
            18
        ],
        [
            3307,
            2588,
            719,
            3307,
            2588,
            719
        ],
        [
            247.495793,
            247.495793,
            252.495793,
            247.495793,
            247.495793,
            252.495793
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -238941,
            307747,
            -583465,
            -761161,
            -136569,
            -583465
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3701,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606608000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060436494,
    "expiration_time": 1763814096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "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)