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Trade: RUNE/USDT/120/KCL/SWMA/3291

Strategy
RUNE/USDT/120/KCL/SWMA/3291
Pair
RUNE_USDT
Interval
2h
Score
333785
Daily Profit
0.457177
Profit Factor
1.677654
Profitability
37.058824
Streak
0.000000
Best Strategy
Training Data Length
1845.920000
Evaluation Time
2025-09-25 19:32
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 843911.432 1023206.6652 -179295.2332 -93460.4999 155120.7958 -248581.2957
Total P&L (%) 843.9114 1023.2067 -179.2952 -93.4605 155.1208 -248.5813
Avg Daily Profit (%) 0.4572 0.5543 -0.0971 -0.1476 0.0508 0
Buy And Hold Return (%) 119.2357 119.2357 119.2357 119.2357 119.2357 119.2357
Max Trade Drawdown -201312 -170748 -190238 -363127 -198511 -249771
Profit Factor 1.6777 2.3154 0.6165 0.8942 1.3007 0.3235
Total Trades 170 85 85 170 85 85
Winning Trades 63 28 35 63 28 35
Losing Trades 107 57 50 107 57 50
Profitability (%) 37.0588 32.9412 41.1765 37.0588 32.9412 41.1765
Ratio Avg Win / Avg Loss 2.8493 4.7135 0.8807 1.5187 2.6479 0.4622
Largest Winning Trade 903180 903180 55009 231263 231263 29289
Largest Losing Trade -40286 -40286 -36599 -105999 -74362 -105999
Avg Bars in Trades 129 191 67 129 191 67
Avg Bars in Winners 217 369 95 217 369 95
Avg Bars in Losers 77 103 47 77 103 47
Bars Traded 21972 16256 5716 21972 16256 5716
Profit Streak 0 0 32.8562 0 0 32.8562
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333785 306511 -583540 -582142 -203047 -583540

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": 1600250400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758817978509,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 147,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "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": [
        [
            843911.4320254945,
            1023206.6652470098,
            -179295.2332215156,
            -93460.4999096265,
            155120.7957556406,
            -248581.2956652673
        ],
        [
            843.911432,
            1023.206665,
            -179.295233,
            -93.4605,
            155.120796,
            -248.581296
        ],
        [
            0.457177,
            0.554307,
            -0.097131,
            -0.147639,
            0.05075,
            0
        ],
        [
            119.235692,
            119.235692,
            119.235692,
            119.235692,
            119.235692,
            119.235692
        ],
        [
            -201312,
            -170748,
            -190238,
            -363127,
            -198511,
            -249771
        ],
        [
            1.677654,
            2.315416,
            0.616469,
            0.894194,
            1.300713,
            0.323539
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            107,
            57,
            50,
            107,
            57,
            50
        ],
        [
            37.058824,
            32.941176,
            41.176471,
            37.058824,
            32.941176,
            41.176471
        ],
        [
            2.849349,
            4.713526,
            0.880669,
            1.51871,
            2.647879,
            0.462198
        ],
        [
            903180,
            903180,
            55009,
            231263,
            231263,
            29289
        ],
        [
            -40286,
            -40286,
            -36599,
            -105999,
            -74362,
            -105999
        ],
        [
            129,
            191,
            67,
            129,
            191,
            67
        ],
        [
            217,
            369,
            95,
            217,
            369,
            95
        ],
        [
            77,
            103,
            47,
            77,
            103,
            47
        ],
        [
            21972,
            16256,
            5716,
            21972,
            16256,
            5716
        ],
        [
            0,
            0,
            32.856233,
            0,
            0,
            32.856233
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333785,
            306511,
            -583540,
            -582142,
            -203047,
            -583540
        ]
    ]
}
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": 1600250400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758817978509,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 147,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "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)