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Trade: RUNE/USDT/720/VWMA/HILO/1457

Strategy
RUNE/USDT/720/VWMA/HILO/1457
Pair
RUNE_USDT
Interval
12h
Score
715635
Daily Profit
0.733564
Profit Factor
6.510944
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1864.500000
Evaluation Time
2025-10-12 05:16
Expiration Time
2025-12-07 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1327953.071 1367730.6764 -39777.6053 -87036.4269 1188686.2064 -1275722.6333
Total P&L (%) 1327.9531 1367.7307 -39.7776 -87.0364 1188.6862 -1275.7226
Avg Daily Profit (%) 0.7122 0.7336 -0.0213 -0.1095 0.1372 0
Buy And Hold Return (%) 99.6166 99.6166 99.6166 99.6166 99.6166 99.6166
Max Trade Drawdown -209787 -79747 -212477 -3184118 -1122777 -2091878
Profit Factor 3.0402 6.5109 0.9012 0.9855 1.7771 0.7141
Total Trades 63 32 31 63 32 31
Winning Trades 32 15 17 32 15 17
Losing Trades 31 17 14 31 17 14
Profitability (%) 50.7937 46.875 54.8387 50.7937 46.875 54.8387
Ratio Avg Win / Avg Loss 2.9452 7.3791 0.7422 0.9547 2.014 0.5881
Largest Winning Trade 1280455 1280455 73218 1308756 1280455 1308756
Largest Losing Trade -97279 -31938 -97279 -1386173 -607857 -1386173
Avg Bars in Trades 56 51 61 56 51 61
Avg Bars in Winners 78 75 80 78 75 80
Avg Bars in Losers 33 29 38 33 29 38
Bars Traded 3548 1639 1909 3548 1639 1909
Profit Streak 0 0 83.095 0 0 83.095
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132673 715635 -579632 -731674 -7343 -579632
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3729,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760235408366,
    "expiration_time": 1765059984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "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": [
        [
            1327953.0710492593,
            1367730.6763845508,
            -39777.6053352914,
            -87036.4269189943,
            1188686.206370592,
            -1275722.6332895865
        ],
        [
            1327.953071,
            1367.730676,
            -39.777605,
            -87.036427,
            1188.686206,
            -1275.722633
        ],
        [
            0.71223,
            0.733564,
            -0.021334,
            -0.109515,
            0.137193,
            0
        ],
        [
            99.616583,
            99.616583,
            99.616583,
            99.616583,
            99.616583,
            99.616583
        ],
        [
            -209787,
            -79747,
            -212477,
            -3184118,
            -1122777,
            -2091878
        ],
        [
            3.040163,
            6.510944,
            0.901228,
            0.985476,
            1.77705,
            0.714141
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            50.793651,
            46.875,
            54.83871,
            50.793651,
            46.875,
            54.83871
        ],
        [
            2.945158,
            7.379069,
            0.742188,
            0.95468,
            2.01399,
            0.588116
        ],
        [
            1280455,
            1280455,
            73218,
            1308756,
            1280455,
            1308756
        ],
        [
            -97279,
            -31938,
            -97279,
            -1386173,
            -607857,
            -1386173
        ],
        [
            56,
            51,
            61,
            56,
            51,
            61
        ],
        [
            78,
            75,
            80,
            78,
            75,
            80
        ],
        [
            33,
            29,
            38,
            33,
            29,
            38
        ],
        [
            3548,
            1639,
            1909,
            3548,
            1639,
            1909
        ],
        [
            0,
            0,
            83.095004,
            0,
            0,
            83.095004
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132673,
            715635,
            -579632,
            -731674,
            -7343,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3729,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760235408366,
    "expiration_time": 1765059984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "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)