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Trade: RUNE/USDT/120/HMA/ZLMA/2449

Strategy
RUNE/USDT/120/HMA/ZLMA/2449
Pair
RUNE_USDT
Interval
2h
Score
303266
Daily Profit
0.284519
Profit Factor
1.464077
Profitability
40.322581
Streak
8.161813
Best Strategy
Training Data Length
1857.420000
Evaluation Time
2025-10-06 06:53
Expiration Time
2025-12-12 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460685.3286 528471.801 -67786.4724 -23000.3613 91022.3043 -114022.6655
Total P&L (%) 460.6853 528.4718 -67.7865 -23.0004 91.0223 -114.0227
Avg Daily Profit (%) 0.248 0.2845 -0.0365 -0.0141 0.0349 0
Buy And Hold Return (%) 84.7471 84.7471 84.7471 84.7471 84.7471 84.7471
Max Trade Drawdown -247371 -104974 -336263 -180703 -130634 -222598
Profit Factor 1.1856 1.4641 0.9495 0.985 1.1289 0.8617
Total Trades 619 310 309 619 310 309
Winning Trades 250 125 125 250 125 125
Losing Trades 369 185 184 369 185 184
Profitability (%) 40.3877 40.3226 40.4531 40.3877 40.3226 40.4531
Ratio Avg Win / Avg Loss 1.75 2.1668 1.3977 1.4538 1.6707 1.2684
Largest Winning Trade 92841 92841 55419 50073 38438 50073
Largest Losing Trade -32461 -32008 -32461 -50637 -50637 -28997
Avg Bars in Trades 35 36 35 35 36 35
Avg Bars in Winners 51 53 50 51 53 50
Avg Bars in Losers 24 24 24 24 24 24
Bars Traded 22098 11240 10858 22098 11240 10858
Profit Streak 8.1618 8.1618 17.9951 8.1618 8.1618 17.9951
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7599 303266 -580697 -578486 -368776 -580697
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22289,
    "evaluation_days": 1857.42,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600099200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759722780620,
    "expiration_time": 1765493308800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "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": [
        [
            460685.3286006365,
            528471.8009624713,
            -67786.4723618343,
            -23000.3612552759,
            91022.3042500866,
            -114022.6655053627
        ],
        [
            460.685329,
            528.471801,
            -67.786472,
            -23.000361,
            91.022304,
            -114.022666
        ],
        [
            0.248024,
            0.284519,
            -0.036495,
            -0.014071,
            0.034851,
            0
        ],
        [
            84.747082,
            84.747082,
            84.747082,
            84.747082,
            84.747082,
            84.747082
        ],
        [
            -247371,
            -104974,
            -336263,
            -180703,
            -130634,
            -222598
        ],
        [
            1.185639,
            1.464077,
            0.949521,
            0.984972,
            1.128858,
            0.861651
        ],
        [
            619,
            310,
            309,
            619,
            310,
            309
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            369,
            185,
            184,
            369,
            185,
            184
        ],
        [
            40.387722,
            40.322581,
            40.453074,
            40.387722,
            40.322581,
            40.453074
        ],
        [
            1.750003,
            2.166834,
            1.397695,
            1.453819,
            1.670709,
            1.268351
        ],
        [
            92841,
            92841,
            55419,
            50073,
            38438,
            50073
        ],
        [
            -32461,
            -32008,
            -32461,
            -50637,
            -50637,
            -28997
        ],
        [
            35,
            36,
            35,
            35,
            36,
            35
        ],
        [
            51,
            53,
            50,
            51,
            53,
            50
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            22098,
            11240,
            10858,
            22098,
            11240,
            10858
        ],
        [
            8.161813,
            8.161813,
            17.995146,
            8.161813,
            8.161813,
            17.995146
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7599,
            303266,
            -580697,
            -578486,
            -368776,
            -580697
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22289,
    "evaluation_days": 1857.42,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600099200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759722780620,
    "expiration_time": 1765493308800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "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)