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Trade: RUNE/USDT/120/KCL/SINWMA/9009

Strategy
RUNE/USDT/120/KCL/SINWMA/9009
Pair
RUNE_USDT
Interval
2h
Score
310854
Daily Profit
0.341243
Profit Factor
1.460112
Profitability
39.908257
Streak
0.000000
Best Strategy
Training Data Length
1845.920000
Evaluation Time
2025-09-26 04:44
Expiration Time
2025-11-30 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 629906.6647 738020.6694 -108114.0047 -72617.3224 206592.5746 -279209.8971
Total P&L (%) 629.9067 738.0207 -108.114 -72.6173 206.5926 -279.2099
Avg Daily Profit (%) 0.3412 0.3998 -0.0586 -0.0701 0.0607 0
Buy And Hold Return (%) 69.7339 69.7339 69.7339 69.7339 69.7339 69.7339
Max Trade Drawdown -195643 -116106 -175360 -336768 -179308 -271250
Profit Factor 1.4601 1.9966 0.828 0.9249 1.4296 0.4255
Total Trades 218 109 109 218 109 109
Winning Trades 87 38 49 87 38 49
Losing Trades 131 71 60 131 71 60
Profitability (%) 39.9083 34.8624 44.9541 39.9083 34.8624 44.9541
Ratio Avg Win / Avg Loss 2.1986 3.7305 1.0139 1.3927 2.6711 0.5211
Largest Winning Trade 416548 416548 54356 188632 188632 21947
Largest Losing Trade -57220 -41370 -57220 -125200 -125200 -101528
Avg Bars in Trades 100 132 69 100 132 69
Avg Bars in Winners 154 230 95 154 230 95
Avg Bars in Losers 65 80 47 65 80 47
Bars Traded 21977 14437 7539 21977 14437 7539
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 310854 265977 -581337 -581894 -119165 -583004

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22151,
    "evaluation_days": 1845.92,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600034400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758851065238,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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": [
        [
            629906.6647040666,
            738020.6693631898,
            -108114.0046591226,
            -72617.3224273431,
            206592.5746310432,
            -279209.8970583861
        ],
        [
            629.906665,
            738.020669,
            -108.114005,
            -72.617322,
            206.592575,
            -279.209897
        ],
        [
            0.341243,
            0.399812,
            -0.058569,
            -0.070144,
            0.060712,
            0
        ],
        [
            69.733862,
            69.733862,
            69.733862,
            69.733862,
            69.733862,
            69.733862
        ],
        [
            -195643,
            -116106,
            -175360,
            -336768,
            -179308,
            -271250
        ],
        [
            1.460112,
            1.996606,
            0.827979,
            0.924901,
            1.429588,
            0.425549
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            87,
            38,
            49,
            87,
            38,
            49
        ],
        [
            131,
            71,
            60,
            131,
            71,
            60
        ],
        [
            39.908257,
            34.862385,
            44.954128,
            39.908257,
            34.862385,
            44.954128
        ],
        [
            2.198559,
            3.730501,
            1.013852,
            1.392667,
            2.671072,
            0.52108
        ],
        [
            416548,
            416548,
            54356,
            188632,
            188632,
            21947
        ],
        [
            -57220,
            -41370,
            -57220,
            -125200,
            -125200,
            -101528
        ],
        [
            100,
            132,
            69,
            100,
            132,
            69
        ],
        [
            154,
            230,
            95,
            154,
            230,
            95
        ],
        [
            65,
            80,
            47,
            65,
            80,
            47
        ],
        [
            21977,
            14437,
            7539,
            21977,
            14437,
            7539
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310854,
            265977,
            -581337,
            -581894,
            -119165,
            -583004
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22151,
    "evaluation_days": 1845.92,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600034400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758851065238,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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)