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Trade: RUNE/USDT/120/SINWMA/BBM/6407

Strategy
RUNE/USDT/120/SINWMA/BBM/6407
Pair
RUNE_USDT
Interval
2h
Score
329753
Daily Profit
0.244000
Profit Factor
1.726439
Profitability
50.000000
Streak
27.885078
Best Strategy
Training Data Length
1845.920000
Evaluation Time
2025-09-26 12:14
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 363225.4042 450404.109 -87178.7048 -103447.2851 437912.6979 -541359.983
Total P&L (%) 363.2254 450.4041 -87.1787 -103.4473 437.9127 -541.36
Avg Daily Profit (%) 0.1968 0.244 -0.0472 0 0.0912 0
Buy And Hold Return (%) 119.2357 119.2357 119.2357 119.2357 119.2357 119.2357
Max Trade Drawdown -293979 -133721 -311355 -517446 -20746 -594051
Profit Factor 1.24 1.7264 0.9024 0.8597 8.6538 0.2041
Total Trades 243 122 121 243 122 121
Winning Trades 125 61 64 128 64 64
Losing Trades 118 61 57 115 58 57
Profitability (%) 51.4403 50 52.8926 52.6749 52.459 52.8926
Ratio Avg Win / Avg Loss 1.1705 1.7264 0.8037 0.7724 7.8425 0.1818
Largest Winning Trade 65661 65661 38986 185525 185525 46837
Largest Losing Trade -132946 -47602 -132946 -339383 -20746 -339383
Avg Bars in Trades 89 92 86 89 92 86
Avg Bars in Winners 85 91 79 88 97 78
Avg Bars in Losers 94 93 94 91 86 96
Bars Traded 21820 11297 10523 21820 11297 10523
Profit Streak 26.0517 27.8851 0 0 0 36.3851
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 224664 329753 -580635 -579159 -65115 -580092

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": 1758878070708,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 147,
            "offset": 0,
            "std": 2.08046
        }
    }
}
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": [
        [
            363225.4042293246,
            450404.1090379658,
            -87178.7048086415,
            -103447.2851352877,
            437912.6978662683,
            -541359.9830015555
        ],
        [
            363.225404,
            450.404109,
            -87.178705,
            -103.447285,
            437.912698,
            -541.359983
        ],
        [
            0.196772,
            0.244,
            -0.047228,
            0,
            0.09119,
            0
        ],
        [
            119.235692,
            119.235692,
            119.235692,
            119.235692,
            119.235692,
            119.235692
        ],
        [
            -293979,
            -133721,
            -311355,
            -517446,
            -20746,
            -594051
        ],
        [
            1.239968,
            1.726439,
            0.902444,
            0.859712,
            8.653829,
            0.204088
        ],
        [
            243,
            122,
            121,
            243,
            122,
            121
        ],
        [
            125,
            61,
            64,
            128,
            64,
            64
        ],
        [
            118,
            61,
            57,
            115,
            58,
            57
        ],
        [
            51.440329,
            50,
            52.892562,
            52.674897,
            52.459016,
            52.892562
        ],
        [
            1.17053,
            1.726439,
            0.803739,
            0.772397,
            7.842533,
            0.181766
        ],
        [
            65661,
            65661,
            38986,
            185525,
            185525,
            46837
        ],
        [
            -132946,
            -47602,
            -132946,
            -339383,
            -20746,
            -339383
        ],
        [
            89,
            92,
            86,
            89,
            92,
            86
        ],
        [
            85,
            91,
            79,
            88,
            97,
            78
        ],
        [
            94,
            93,
            94,
            91,
            86,
            96
        ],
        [
            21820,
            11297,
            10523,
            21820,
            11297,
            10523
        ],
        [
            26.051744,
            27.885078,
            0,
            0,
            0,
            36.385078
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            224664,
            329753,
            -580635,
            -579159,
            -65115,
            -580092
        ]
    ]
}
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": 1758878070708,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 147,
            "offset": 0,
            "std": 2.08046
        }
    }
}

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)