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Trade: RUNE/USDT/120/KCU/MIDPRICE/4866

Strategy
RUNE/USDT/120/KCU/MIDPRICE/4866
Pair
RUNE_USDT
Interval
2h
Score
366513
Daily Profit
0.149480
Profit Factor
1.631860
Profitability
48.888889
Streak
29.022890
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 -2421121.5936 -125721.5841 -2295400.0095 -97138.3406 1475607.0894 -1572745.4301
Total P&L (%) -2421.1216 -125.7216 -2295.4 -97.1383 1475.6071 -1572.7454
Avg Daily Profit (%) -1.3116 -0.0681 -1.2435 -0.1923 0.1495 0
Buy And Hold Return (%) 140.04 140.04 140.04 140.04 140.04 140.04
Max Trade Drawdown -2531304 -193497 -2352015 -4579248 -1084631 -4475195
Profit Factor 0.1873 0.6917 0.1073 0.988 1.6319 0.7276
Total Trades 90 45 45 90 45 45
Winning Trades 50 25 25 46 22 24
Losing Trades 40 20 20 44 23 21
Profitability (%) 55.5556 55.5556 55.5556 51.1111 48.8889 53.3333
Ratio Avg Win / Avg Loss 0.1499 0.5534 0.0858 0.9451 1.706 0.6366
Largest Winning Trade 48233 48233 29325 2176015 1335761 2176015
Largest Losing Trade -2049266 -77606 -2049266 -3580202 -536660 -3580202
Avg Bars in Trades 239 191 287 239 191 287
Avg Bars in Winners 102 77 128 242 251 233
Avg Bars in Losers 410 334 487 237 134 349
Bars Traded 21582 8635 12947 21582 8635 12947
Profit Streak 28.2729 29.0229 0 28.2729 29.0229 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579277 -579451 -579991 -579853 366513 -580279

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": 1602216000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758817977656,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 75,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "offset": 172
        }
    }
}
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": [
        [
            -2421121.593633915,
            -125721.5841430162,
            -2295400.009490898,
            -97138.3406216308,
            1475607.0894372656,
            -1572745.4300588951
        ],
        [
            -2421.121594,
            -125.721584,
            -2295.400009,
            -97.138341,
            1475.607089,
            -1572.74543
        ],
        [
            -1.311607,
            -0.068108,
            -1.243499,
            -0.192335,
            0.14948,
            0
        ],
        [
            140.04004,
            140.04004,
            140.04004,
            140.04004,
            140.04004,
            140.04004
        ],
        [
            -2531304,
            -193497,
            -2352015,
            -4579248,
            -1084631,
            -4475195
        ],
        [
            0.187314,
            0.69174,
            0.107305,
            0.98802,
            1.63186,
            0.727582
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            50,
            25,
            25,
            46,
            22,
            24
        ],
        [
            40,
            20,
            20,
            44,
            23,
            21
        ],
        [
            55.555556,
            55.555556,
            55.555556,
            51.111111,
            48.888889,
            53.333333
        ],
        [
            0.149851,
            0.553392,
            0.085844,
            0.945063,
            1.706036,
            0.636634
        ],
        [
            48233,
            48233,
            29325,
            2176015,
            1335761,
            2176015
        ],
        [
            -2049266,
            -77606,
            -2049266,
            -3580202,
            -536660,
            -3580202
        ],
        [
            239,
            191,
            287,
            239,
            191,
            287
        ],
        [
            102,
            77,
            128,
            242,
            251,
            233
        ],
        [
            410,
            334,
            487,
            237,
            134,
            349
        ],
        [
            21582,
            8635,
            12947,
            21582,
            8635,
            12947
        ],
        [
            28.272889,
            29.022889,
            0,
            28.27289,
            29.02289,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579277,
            -579451,
            -579991,
            -579853,
            366513,
            -580279
        ]
    ]
}
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": 1602216000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758817977656,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 75,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "offset": 172
        }
    }
}

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)