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Trade: RUNE/USDT/15/DEMA/VWMA/8694

Strategy
RUNE/USDT/15/DEMA/VWMA/8694
Pair
RUNE_USDT
Interval
15m
Score
414070
Daily Profit
0.401020
Profit Factor
1.330105
Profitability
72.661871
Streak
7.984416
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 19:37
Expiration Time
2025-12-19 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104433.721 24908.9196 79524.8013 54887.4279 24997.4242 29890.0037
Total P&L (%) 104.4337 24.9089 79.5248 54.8874 24.9974 29.89
Avg Daily Profit (%) 0.401 0.0956 0.3054 0.1682 0.0857 0.1005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60964 -44868 -61322 -134008 -41288 -137025
Profit Factor 1.3301 1.1354 1.6005 1.1211 1.1095 1.1329
Total Trades 139 69 70 139 69 70
Winning Trades 101 45 56 101 45 56
Losing Trades 38 24 14 38 24 14
Profitability (%) 72.6619 65.2174 80 72.6619 65.2174 80
Ratio Avg Win / Avg Loss 0.5004 0.6056 0.4001 0.4218 0.5918 0.2832
Largest Winning Trade 32156 32156 15844 26063 26063 18599
Largest Losing Trade -48036 -40489 -48036 -102661 -42253 -102661
Avg Bars in Trades 176 184 168 176 184 168
Avg Bars in Winners 108 105 110 108 105 110
Avg Bars in Losers 357 331 401 357 331 401
Bars Traded 24510 12716 11794 24510 12716 11794
Profit Streak 7.9844 7.9844 20.5782 7.9844 7.9844 20.5782
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414070 -242091 -81308 -79066 -283756 -228091
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737182700000,
    "first_datapoint_time": 1737400500000,
    "last_datapoint_time": 1759681800000,
    "evaluation_time": 1759682253584,
    "expiration_time": 1766161800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "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": [
        [
            104433.7209516598,
            24908.9196082924,
            79524.8013433674,
            54887.4279106045,
            24997.4241987054,
            29890.0037118991
        ],
        [
            104.433721,
            24.90892,
            79.524801,
            54.887428,
            24.997424,
            29.890004
        ],
        [
            0.40102,
            0.095649,
            0.305371,
            0.16815,
            0.085715,
            0.100472
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60964,
            -44868,
            -61322,
            -134008,
            -41288,
            -137025
        ],
        [
            1.330105,
            1.135422,
            1.60051,
            1.121113,
            1.109532,
            1.132862
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            101,
            45,
            56,
            101,
            45,
            56
        ],
        [
            38,
            24,
            14,
            38,
            24,
            14
        ],
        [
            72.661871,
            65.217391,
            80,
            72.661871,
            65.217391,
            80
        ],
        [
            0.500436,
            0.605558,
            0.400128,
            0.421805,
            0.59175,
            0.283215
        ],
        [
            32156,
            32156,
            15844,
            26063,
            26063,
            18599
        ],
        [
            -48036,
            -40489,
            -48036,
            -102661,
            -42253,
            -102661
        ],
        [
            176,
            184,
            168,
            176,
            184,
            168
        ],
        [
            108,
            105,
            110,
            108,
            105,
            110
        ],
        [
            357,
            331,
            401,
            357,
            331,
            401
        ],
        [
            24510,
            12716,
            11794,
            24510,
            12716,
            11794
        ],
        [
            7.984416,
            7.984416,
            20.578166,
            7.984416,
            7.984416,
            20.578166
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414070,
            -242091,
            -81308,
            -79066,
            -283756,
            -228091
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737182700000,
    "first_datapoint_time": 1737400500000,
    "last_datapoint_time": 1759681800000,
    "evaluation_time": 1759682253584,
    "expiration_time": 1766161800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "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)