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Trade: RUNE/USDT/720/SSF/HILO/4133

Strategy
RUNE/USDT/720/SSF/HILO/4133
Pair
RUNE_USDT
Interval
12h
Score
662056
Daily Profit
0.919581
Profit Factor
8.257849
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1850.500000
Evaluation Time
2025-09-28 14:54
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 1750721.5639 1701684.2858 49037.2782 1058122.4771 1368626.462 -310503.9849
Total P&L (%) 1750.7216 1701.6843 49.0373 1058.1225 1368.6265 -310.504
Avg Daily Profit (%) 0.9461 0.9196 0.0265 0.1325 0.1453 0
Buy And Hold Return (%) 73.5884 73.5884 73.5884 73.5884 73.5884 73.5884
Max Trade Drawdown -146977 -80579 -128814 -3985998 -2798855 -2807616
Profit Factor 4.3089 8.2578 1.1664 1.1007 1.2475 0.9377
Total Trades 57 29 28 57 29 28
Winning Trades 29 12 17 29 12 17
Losing Trades 28 17 11 28 17 11
Profitability (%) 50.8772 41.3793 60.7143 50.8772 41.3793 60.7143
Ratio Avg Win / Avg Loss 4.1603 11.6986 0.7548 1.0627 1.7673 0.6067
Largest Winning Trade 1488165 1488165 73978 2030945 2030945 1017042
Largest Losing Trade -64408 -36985 -64408 -1677820 -1528948 -1677820
Avg Bars in Trades 63 60 65 63 60 65
Avg Bars in Winners 95 115 81 95 115 81
Avg Bars in Losers 29 22 40 29 22 40
Bars Traded 3600 1768 1832 3600 1768 1832
Profit Streak 0 0 70.9958 0 0 70.9958
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158805 662056 -381069 -304976 -1183 -599476
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": 1600084800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060440194,
    "expiration_time": 1763814096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1750721.5639420915,
            1701684.2857870306,
            49037.2781550612,
            1058122.4771182002,
            1368626.4620348555,
            -310503.9849166559
        ],
        [
            1750.721564,
            1701.684286,
            49.037278,
            1058.122477,
            1368.626462,
            -310.503985
        ],
        [
            0.94608,
            0.919581,
            0.026499,
            0.132451,
            0.145305,
            0
        ],
        [
            73.588427,
            73.588427,
            73.588427,
            73.588427,
            73.588427,
            73.588427
        ],
        [
            -146977,
            -80579,
            -128814,
            -3985998,
            -2798855,
            -2807616
        ],
        [
            4.30887,
            8.257849,
            1.166432,
            1.100659,
            1.247486,
            0.937673
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            28,
            17,
            11,
            28,
            17,
            11
        ],
        [
            50.877193,
            41.37931,
            60.714286,
            50.877193,
            41.37931,
            60.714286
        ],
        [
            4.160288,
            11.69862,
            0.75475,
            1.062705,
            1.767271,
            0.60673
        ],
        [
            1488165,
            1488165,
            73978,
            2030945,
            2030945,
            1017042
        ],
        [
            -64408,
            -36985,
            -64408,
            -1677820,
            -1528948,
            -1677820
        ],
        [
            63,
            60,
            65,
            63,
            60,
            65
        ],
        [
            95,
            115,
            81,
            95,
            115,
            81
        ],
        [
            29,
            22,
            40,
            29,
            22,
            40
        ],
        [
            3600,
            1768,
            1832,
            3600,
            1768,
            1832
        ],
        [
            0,
            0,
            70.995835,
            0,
            0,
            70.995836
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158805,
            662056,
            -381069,
            -304976,
            -1183,
            -599476
        ]
    ]
}
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": 1600084800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060440194,
    "expiration_time": 1763814096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)