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Trade: RUNE/USDT/15/WMA/MIDPOINT/3625

Strategy
RUNE/USDT/15/WMA/MIDPOINT/3625
Pair
RUNE_USDT
Interval
15m
Score
331070
Daily Profit
0.263528
Profit Factor
1.405313
Profitability
64.705882
Streak
5.353670
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 06:29
Expiration Time
2025-12-23 05:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 125104.1741 56476.2648 68627.9093 92414.7482 118608.7981 -26194.0499
Total P&L (%) 125.1042 56.4763 68.6279 92.4147 118.6088 -26.1941
Avg Daily Profit (%) 0.4804 0.2169 0.2635 0.2516 0.3008 -0.1166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101984 -39401 -74437 -418280 -93294 -350350
Profit Factor 1.362 1.3205 1.4053 1.0957 1.2937 0.9534
Total Trades 170 85 85 170 85 85
Winning Trades 106 51 55 106 51 55
Losing Trades 64 34 30 64 34 30
Profitability (%) 62.3529 60 64.7059 62.3529 60 64.7059
Ratio Avg Win / Avg Loss 0.8224 0.8803 0.7665 0.6616 0.8625 0.52
Largest Winning Trade 29965 29965 14653 58492 58492 44121
Largest Losing Trade -53116 -31043 -53116 -239767 -50330 -239767
Avg Bars in Trades 144 151 138 144 151 138
Avg Bars in Winners 102 110 94 102 110 94
Avg Bars in Losers 215 213 218 215 213 218
Bars Traded 24622 12858 11764 24622 12858 11764
Profit Streak 1.562 0 5.3537 1.562 0 5.3537
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 268175 189281 331070 -110222 241665 -578714
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737480600000,
    "first_datapoint_time": 1737691200000,
    "last_datapoint_time": 1759979700000,
    "evaluation_time": 1759980557058,
    "expiration_time": 1766459700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 235,
            "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": [
        [
            125104.1740573075,
            56476.2647933056,
            68627.9092640019,
            92414.7482365643,
            118608.7981168323,
            -26194.0498802681
        ],
        [
            125.104174,
            56.476265,
            68.627909,
            92.414748,
            118.608798,
            -26.19405
        ],
        [
            0.480394,
            0.216866,
            0.263528,
            0.251634,
            0.300779,
            -0.116563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101984,
            -39401,
            -74437,
            -418280,
            -93294,
            -350350
        ],
        [
            1.362048,
            1.320478,
            1.405313,
            1.095703,
            1.293691,
            0.953373
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            106,
            51,
            55,
            106,
            51,
            55
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            62.352941,
            60,
            64.705882,
            62.352941,
            60,
            64.705882
        ],
        [
            0.822369,
            0.880319,
            0.766534,
            0.661557,
            0.862461,
            0.520022
        ],
        [
            29965,
            29965,
            14653,
            58492,
            58492,
            44121
        ],
        [
            -53116,
            -31043,
            -53116,
            -239767,
            -50330,
            -239767
        ],
        [
            144,
            151,
            138,
            144,
            151,
            138
        ],
        [
            102,
            110,
            94,
            102,
            110,
            94
        ],
        [
            215,
            213,
            218,
            215,
            213,
            218
        ],
        [
            24622,
            12858,
            11764,
            24622,
            12858,
            11764
        ],
        [
            1.562003,
            0,
            5.35367,
            1.562003,
            0,
            5.35367
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            268175,
            189281,
            331070,
            -110222,
            241665,
            -578714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737480600000,
    "first_datapoint_time": 1737691200000,
    "last_datapoint_time": 1759979700000,
    "evaluation_time": 1759980557058,
    "expiration_time": 1766459700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 235,
            "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)