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Trade: RUNE/USDT/120/MIDPRICE/RMA/5332

Strategy
RUNE/USDT/120/MIDPRICE/RMA/5332
Pair
RUNE_USDT
Interval
2h
Score
449761
Daily Profit
0.175966
Profit Factor
1.980264
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1861.420000
Evaluation Time
2025-10-10 05:46
Expiration Time
2025-12-16 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2796486.6609 -121897.562 -2674589.0989 -39650.3912 2537944.0407 -2577594.4319
Total P&L (%) -2796.4867 -121.8976 -2674.5891 -39.6504 2537.944 -2577.5944
Avg Daily Profit (%) -1.5023 -0.0655 -1.4369 -0.0271 0.176 0
Buy And Hold Return (%) 221.3889 221.3889 221.3889 221.3889 221.3889 221.3889
Max Trade Drawdown -2839555 -168405 -2715568 -4396548 -1970967 -4045118
Profit Factor 0.1613 0.676 0.0958 0.9952 1.9803 0.5475
Total Trades 97 48 49 97 48 49
Winning Trades 56 25 31 52 27 25
Losing Trades 41 23 18 45 21 24
Profitability (%) 57.732 52.0833 63.2653 53.6082 56.25 51.0204
Ratio Avg Win / Avg Loss 0.1181 0.6219 0.0556 0.8612 1.5402 0.5256
Largest Winning Trade 35792 35792 22685 1855548 1855548 852847
Largest Losing Trade -2510416 -75149 -2510416 -3184462 -918493 -3184462
Avg Bars in Trades 223 233 212 223 233 212
Avg Bars in Winners 92 97 88 224 240 207
Avg Bars in Losers 401 381 427 221 224 218
Bars Traded 21644 11212 10432 21644 11212 10432
Profit Streak 24.1992 0 126.2825 24.1992 0 126.2825
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578972 -580419 -577576 -579507 449761 -579164
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22337,
    "evaluation_days": 1861.42,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600754400000,
    "last_datapoint_time": 1760061600000,
    "evaluation_time": 1760064410166,
    "expiration_time": 1765851350400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 217,
            "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": [
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            -121897.5620339501,
            -2674589.0988791636,
            -39650.3911753403,
            2537944.0407201108,
            -2577594.431895453
        ],
        [
            -2796.486661,
            -121.897562,
            -2674.589099,
            -39.650391,
            2537.944041,
            -2577.594432
        ],
        [
            -1.502341,
            -0.065486,
            -1.436854,
            -0.027127,
            0.175966,
            0
        ],
        [
            221.388889,
            221.388889,
            221.388889,
            221.388889,
            221.388889,
            221.388889
        ],
        [
            -2839555,
            -168405,
            -2715568,
            -4396548,
            -1970967,
            -4045118
        ],
        [
            0.161257,
            0.675987,
            0.09579,
            0.995214,
            1.980264,
            0.547488
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            56,
            25,
            31,
            52,
            27,
            25
        ],
        [
            41,
            23,
            18,
            45,
            21,
            24
        ],
        [
            57.731959,
            52.083333,
            63.265306,
            53.608247,
            56.25,
            51.020408
        ],
        [
            0.118063,
            0.621908,
            0.05562,
            0.861243,
            1.540205,
            0.525589
        ],
        [
            35792,
            35792,
            22685,
            1855548,
            1855548,
            852847
        ],
        [
            -2510416,
            -75149,
            -2510416,
            -3184462,
            -918493,
            -3184462
        ],
        [
            223,
            233,
            212,
            223,
            233,
            212
        ],
        [
            92,
            97,
            88,
            224,
            240,
            207
        ],
        [
            401,
            381,
            427,
            221,
            224,
            218
        ],
        [
            21644,
            11212,
            10432,
            21644,
            11212,
            10432
        ],
        [
            24.199192,
            0,
            126.282525,
            24.199192,
            0,
            126.282525
        ],
        [
            1,
            0,
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            1,
            0,
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        ],
        [
            0.8,
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            0.8,
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            1.45
        ],
        [
            -578972,
            -580419,
            -577576,
            -579507,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22337,
    "evaluation_days": 1861.42,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600754400000,
    "last_datapoint_time": 1760061600000,
    "evaluation_time": 1760064410166,
    "expiration_time": 1765851350400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 217,
            "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)