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Trade: RUNE/USDT/15/ALMA/SSF/5486

Strategy
RUNE/USDT/15/ALMA/SSF/5486
Pair
RUNE_USDT
Interval
15m
Score
344279
Daily Profit
0.526438
Profit Factor
1.436816
Profitability
52.739726
Streak
3.036539
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 23:37
Expiration Time
2025-12-18 22:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137094.8901 46796.895 90297.9951 123222.126 69147.1133 54075.0127
Total P&L (%) 137.0949 46.7969 90.298 123.2221 69.1471 54.075
Avg Daily Profit (%) 0.5264 0.1797 0.3467 0.3088 0.202 0.1661
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109166 -34400 -78618 -298777 -103152 -210459
Profit Factor 1.4368 1.3946 1.4624 1.1657 1.2555 1.1143
Total Trades 146 73 73 146 73 73
Winning Trades 77 37 40 77 37 40
Losing Trades 69 36 33 69 36 33
Profitability (%) 52.7397 50.6849 54.7945 52.7397 50.6849 54.7945
Ratio Avg Win / Avg Loss 1.2875 1.3569 1.2065 1.0446 1.2216 0.9193
Largest Winning Trade 53290 29367 53290 95932 81038 95932
Largest Losing Trade -44738 -9286 -44738 -94894 -35235 -94894
Avg Bars in Trades 168 172 164 168 172 164
Avg Bars in Winners 159 165 154 159 165 154
Avg Bars in Losers 178 179 176 178 179 176
Bars Traded 24588 12582 12005 24588 12582 12005
Profit Streak 3.0365 4.4845 0 3.0365 4.4845 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 344279 -66540 -62502 -31471 -65638 -162633
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737110700000,
    "first_datapoint_time": 1737303300000,
    "last_datapoint_time": 1759609800000,
    "evaluation_time": 1759610256949,
    "expiration_time": 1766089800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 168,
            "poles": 3
        }
    }
}
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": [
        [
            137094.8900912886,
            46796.8949835218,
            90297.9951077668,
            123222.1260245641,
            69147.1133322905,
            54075.0126922736
        ],
        [
            137.09489,
            46.796895,
            90.297995,
            123.222126,
            69.147113,
            54.075013
        ],
        [
            0.526438,
            0.179698,
            0.34674,
            0.308823,
            0.202031,
            0.166127
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109166,
            -34400,
            -78618,
            -298777,
            -103152,
            -210459
        ],
        [
            1.436816,
            1.394638,
            1.46243,
            1.165702,
            1.255534,
            1.114314
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            52.739726,
            50.684932,
            54.794521,
            52.739726,
            50.684932,
            54.794521
        ],
        [
            1.287537,
            1.356946,
            1.206505,
            1.04459,
            1.2216,
            0.919309
        ],
        [
            53290,
            29367,
            53290,
            95932,
            81038,
            95932
        ],
        [
            -44738,
            -9286,
            -44738,
            -94894,
            -35235,
            -94894
        ],
        [
            168,
            172,
            164,
            168,
            172,
            164
        ],
        [
            159,
            165,
            154,
            159,
            165,
            154
        ],
        [
            178,
            179,
            176,
            178,
            179,
            176
        ],
        [
            24588,
            12582,
            12005,
            24588,
            12582,
            12005
        ],
        [
            3.036539,
            4.484455,
            0,
            3.036539,
            4.484455,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344279,
            -66540,
            -62502,
            -31471,
            -65638,
            -162633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737110700000,
    "first_datapoint_time": 1737303300000,
    "last_datapoint_time": 1759609800000,
    "evaluation_time": 1759610256949,
    "expiration_time": 1766089800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 168,
            "poles": 3
        }
    }
}

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)