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Trade: RUNE/USDT/720/ZLMA/HWMA/9840

Strategy
RUNE/USDT/720/ZLMA/HWMA/9840
Pair
RUNE_USDT
Interval
12h
Score
321919
Daily Profit
0.257211
Profit Factor
1.697554
Profitability
47.933884
Streak
17.511605
Best Strategy
Training Data Length
1860.000000
Evaluation Time
2025-10-08 03:16
Expiration Time
2025-12-02 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382960.3146 478412.1523 -95451.8377 -86254.8996 -356309.1933 270054.2937
Total P&L (%) 382.9603 478.4122 -95.4518 -86.2549 -356.3092 270.0543
Avg Daily Profit (%) 0.2059 0.2572 -0.0513 -0.1066 0 0.0704
Buy And Hold Return (%) 118.6441 118.6441 118.6441 118.6441 118.6441 118.6441
Max Trade Drawdown -323072 -180101 -223914 -2071154 -1930408 -460848
Profit Factor 1.2399 1.6976 0.8951 0.9819 0.8758 1.1418
Total Trades 242 121 121 242 121 121
Winning Trades 120 58 62 120 58 62
Losing Trades 122 63 59 122 63 59
Profitability (%) 49.5868 47.9339 51.2397 49.5868 47.9339 51.2397
Ratio Avg Win / Avg Loss 1.2606 1.8439 0.8518 0.9983 0.9513 1.0866
Largest Winning Trade 80238 80238 39177 516950 516950 399611
Largest Losing Trade -86143 -42600 -86143 -660129 -660129 -383634
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3653 1828 1825 3653 1828 1825
Profit Streak 17.5116 17.5116 25.0116 17.5116 17.5116 25.0116
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 249476 321919 -580029 -578327 -580968 -167823
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759882602713,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.58377
        }
    }
}
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": [
        [
            382960.3146209979,
            478412.1522841428,
            -95451.8376631451,
            -86254.8995971489,
            -356309.1932929865,
            270054.293695838
        ],
        [
            382.960315,
            478.412152,
            -95.451838,
            -86.2549,
            -356.309193,
            270.054294
        ],
        [
            0.205893,
            0.257211,
            -0.051318,
            -0.106636,
            0,
            0.070373
        ],
        [
            118.644068,
            118.644068,
            118.644068,
            118.644068,
            118.644068,
            118.644068
        ],
        [
            -323072,
            -180101,
            -223914,
            -2071154,
            -1930408,
            -460848
        ],
        [
            1.239921,
            1.697554,
            0.895149,
            0.98193,
            0.8758,
            1.141798
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            120,
            58,
            62,
            120,
            58,
            62
        ],
        [
            122,
            63,
            59,
            122,
            63,
            59
        ],
        [
            49.586777,
            47.933884,
            51.239669,
            49.586777,
            47.933884,
            51.239669
        ],
        [
            1.260586,
            1.843895,
            0.851835,
            0.998295,
            0.9513,
            1.08655
        ],
        [
            80238,
            80238,
            39177,
            516950,
            516950,
            399611
        ],
        [
            -86143,
            -42600,
            -86143,
            -660129,
            -660129,
            -383634
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3653,
            1828,
            1825,
            3653,
            1828,
            1825
        ],
        [
            17.511605,
            17.511605,
            25.011605,
            17.511605,
            17.511605,
            25.011605
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            249476,
            321919,
            -580029,
            -578327,
            -580968,
            -167823
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759882602713,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.58377
        }
    }
}

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)