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Trade: RUNE/USDT/720/SWMA/VWMA/9381

Strategy
RUNE/USDT/720/SWMA/VWMA/9381
Pair
RUNE_USDT
Interval
12h
Score
751140
Daily Profit
0.787874
Profit Factor
7.955310
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-27 10:16
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 1577635.1914 1455203.2355 122431.9559 5019651.3881 937871.4313 4081779.9568
Total P&L (%) 1577.6352 1455.2032 122.432 5019.6514 937.8714 4081.78
Avg Daily Profit (%) 0.8542 0.7879 0.0663 0.2133 0.1268 0.2023
Buy And Hold Return (%) 135.7452 135.7452 135.7452 135.7452 135.7452 135.7452
Max Trade Drawdown -110516 -80681 -63930 -22720814 -14908257 -10342361
Profit Factor 4.7018 7.9553 1.5643 1.1377 1.0457 1.2558
Total Trades 59 29 30 59 29 30
Winning Trades 32 14 18 32 14 18
Losing Trades 27 15 12 27 15 12
Profitability (%) 54.2373 48.2759 60 54.2373 48.2759 60
Ratio Avg Win / Avg Loss 3.9671 8.5235 1.0429 0.9599 1.1204 0.8372
Largest Winning Trade 964311 964311 76540 8392564 8392564 5561900
Largest Losing Trade -63930 -41891 -63930 -11662853 -11662853 -10342361
Avg Bars in Trades 60 64 56 60 64 56
Avg Bars in Winners 88 101 78 88 101 78
Avg Bars in Losers 27 29 24 27 29 24
Bars Traded 3572 1875 1697 3572 1875 1697
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158161 751140 -267253 -241554 -194373 268323
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758957402098,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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": [
        [
            1577635.1913745634,
            1455203.235481147,
            122431.9558934159,
            5019651.388092152,
            937871.4312645646,
            4081779.956827591
        ],
        [
            1577.635191,
            1455.203235,
            122.431956,
            5019.651388,
            937.871431,
            4081.779957
        ],
        [
            0.854161,
            0.787874,
            0.066287,
            0.213312,
            0.126759,
            0.202333
        ],
        [
            135.745183,
            135.745183,
            135.745183,
            135.745183,
            135.745183,
            135.745183
        ],
        [
            -110516,
            -80681,
            -63930,
            -22720814,
            -14908257,
            -10342361
        ],
        [
            4.701778,
            7.95531,
            1.564304,
            1.137671,
            1.045743,
            1.255783
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            54.237288,
            48.275862,
            60,
            54.237288,
            48.275862,
            60
        ],
        [
            3.967125,
            8.523547,
            1.042869,
            0.95991,
            1.120439,
            0.837189
        ],
        [
            964311,
            964311,
            76540,
            8392564,
            8392564,
            5561900
        ],
        [
            -63930,
            -41891,
            -63930,
            -11662853,
            -11662853,
            -10342361
        ],
        [
            60,
            64,
            56,
            60,
            64,
            56
        ],
        [
            88,
            101,
            78,
            88,
            101,
            78
        ],
        [
            27,
            29,
            24,
            27,
            29,
            24
        ],
        [
            3572,
            1875,
            1697,
            3572,
            1875,
            1697
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158161,
            751140,
            -267253,
            -241554,
            -194373,
            268323
        ]
    ]
}
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": 1603497600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758957402098,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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)