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Trade: RUNE/USDT/15/SINWMA/WMA/3212

Strategy
RUNE/USDT/15/SINWMA/WMA/3212
Pair
RUNE_USDT
Interval
15m
Score
312592
Daily Profit
0.433382
Profit Factor
1.235964
Profitability
52.160494
Streak
2.428275
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 06:01
Expiration Time
2025-12-24 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112861.3794 45720.4616 67140.9178 90486.5625 69403.7643 21082.7982
Total P&L (%) 112.8614 45.7205 67.1409 90.4866 69.4038 21.0828
Avg Daily Profit (%) 0.4334 0.1756 0.2578 0.2478 0.2026 0.0735
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94775 -61765 -61451 -271888 -173564 -193875
Profit Factor 1.236 1.1683 1.325 1.0768 1.1144 1.0369
Total Trades 324 162 162 324 162 162
Winning Trades 169 81 88 169 81 88
Losing Trades 155 81 74 155 81 74
Profitability (%) 52.1605 50 54.321 52.1605 50 54.321
Ratio Avg Win / Avg Loss 1.1336 1.1683 1.1142 0.9876 1.1144 0.8719
Largest Winning Trade 20836 20836 18289 39036 33874 39036
Largest Losing Trade -36176 -36176 -35390 -147200 -43214 -147200
Avg Bars in Trades 76 78 74 76 78 74
Avg Bars in Winners 70 74 67 70 74 67
Avg Bars in Losers 82 82 83 82 82 83
Bars Traded 24780 12677 12103 24780 12677 12103
Profit Streak 2.4283 2.4491 2.4283 2.4283 2.4491 2.4283
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312592 -32515 213737 -130346 -89886 -284855
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737565200000,
    "first_datapoint_time": 1737698400000,
    "last_datapoint_time": 1760064300000,
    "evaluation_time": 1760065302986,
    "expiration_time": 1766544300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "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": [
        [
            112861.379411325,
            45720.4616064536,
            67140.9178048713,
            90486.5624635833,
            69403.7642735549,
            21082.7981900287
        ],
        [
            112.861379,
            45.720462,
            67.140918,
            90.486562,
            69.403764,
            21.082798
        ],
        [
            0.433382,
            0.175564,
            0.257818,
            0.247757,
            0.202614,
            0.073487
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94775,
            -61765,
            -61451,
            -271888,
            -173564,
            -193875
        ],
        [
            1.235964,
            1.168253,
            1.325039,
            1.076767,
            1.114366,
            1.036867
        ],
        [
            324,
            162,
            162,
            324,
            162,
            162
        ],
        [
            169,
            81,
            88,
            169,
            81,
            88
        ],
        [
            155,
            81,
            74,
            155,
            81,
            74
        ],
        [
            52.160494,
            50,
            54.320988,
            52.160494,
            50,
            54.320988
        ],
        [
            1.133576,
            1.168253,
            1.114237,
            0.987567,
            1.114366,
            0.871911
        ],
        [
            20836,
            20836,
            18289,
            39036,
            33874,
            39036
        ],
        [
            -36176,
            -36176,
            -35390,
            -147200,
            -43214,
            -147200
        ],
        [
            76,
            78,
            74,
            76,
            78,
            74
        ],
        [
            70,
            74,
            67,
            70,
            74,
            67
        ],
        [
            82,
            82,
            83,
            82,
            82,
            83
        ],
        [
            24780,
            12677,
            12103,
            24780,
            12677,
            12103
        ],
        [
            2.428275,
            2.449109,
            2.428275,
            2.428275,
            2.449109,
            2.428275
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312592,
            -32515,
            213737,
            -130346,
            -89886,
            -284855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737565200000,
    "first_datapoint_time": 1737698400000,
    "last_datapoint_time": 1760064300000,
    "evaluation_time": 1760065302986,
    "expiration_time": 1766544300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "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)