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Trade: RUNE/USDT/15/WMA/VWMA/5196

Strategy
RUNE/USDT/15/WMA/VWMA/5196
Pair
RUNE_USDT
Interval
15m
Score
342035
Daily Profit
0.365897
Profit Factor
1.287526
Profitability
61.481481
Streak
5.201492
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 20:50
Expiration Time
2025-12-16 19:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95286.9757 15850.5469 79436.4288 49400.6239 23116.0123 26284.6116
Total P&L (%) 95.287 15.8505 79.4364 49.4006 23.116 26.2846
Avg Daily Profit (%) 0.3659 0.0609 0.305 0.1543 0.0799 0.0897
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112729 -46724 -76966 -299893 -109363 -207961
Profit Factor 1.2875 1.0883 1.523 1.0794 1.0778 1.0808
Total Trades 135 68 67 135 68 67
Winning Trades 83 36 47 83 36 47
Losing Trades 52 32 20 52 32 20
Profitability (%) 61.4815 52.9412 70.1493 61.4815 52.9412 70.1493
Ratio Avg Win / Avg Loss 0.8066 0.9674 0.6481 0.6762 0.9581 0.4599
Largest Winning Trade 26685 26685 22600 48772 34491 48772
Largest Losing Trade -45756 -24503 -45756 -116380 -40036 -116380
Avg Bars in Trades 181 182 180 181 182 180
Avg Bars in Winners 126 124 127 126 124 127
Avg Bars in Losers 270 248 304 270 248 304
Bars Traded 24515 12417 12098 24515 12417 12098
Profit Streak 5.2015 5.2015 10.0557 5.2015 5.2015 10.0557
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342035 -355395 -105622 -126921 -336710 -323959
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736927100000,
    "first_datapoint_time": 1737143100000,
    "last_datapoint_time": 1759426200000,
    "evaluation_time": 1759427408941,
    "expiration_time": 1765906200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "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": [
        [
            95286.9757328385,
            15850.5469466294,
            79436.4287862089,
            49400.6238939451,
            23116.0123072432,
            26284.611586702
        ],
        [
            95.286976,
            15.850547,
            79.436429,
            49.400624,
            23.116012,
            26.284612
        ],
        [
            0.365897,
            0.060865,
            0.305032,
            0.154278,
            0.079886,
            0.089652
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112729,
            -46724,
            -76966,
            -299893,
            -109363,
            -207961
        ],
        [
            1.287526,
            1.088291,
            1.523029,
            1.079371,
            1.077818,
            1.080789
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            83,
            36,
            47,
            83,
            36,
            47
        ],
        [
            52,
            32,
            20,
            52,
            32,
            20
        ],
        [
            61.481481,
            52.941176,
            70.149254,
            61.481481,
            52.941176,
            70.149254
        ],
        [
            0.806643,
            0.96737,
            0.648097,
            0.676233,
            0.95806,
            0.45991
        ],
        [
            26685,
            26685,
            22600,
            48772,
            34491,
            48772
        ],
        [
            -45756,
            -24503,
            -45756,
            -116380,
            -40036,
            -116380
        ],
        [
            181,
            182,
            180,
            181,
            182,
            180
        ],
        [
            126,
            124,
            127,
            126,
            124,
            127
        ],
        [
            270,
            248,
            304,
            270,
            248,
            304
        ],
        [
            24515,
            12417,
            12098,
            24515,
            12417,
            12098
        ],
        [
            5.201492,
            5.201492,
            10.055659,
            5.201492,
            5.201492,
            10.055659
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342035,
            -355395,
            -105622,
            -126921,
            -336710,
            -323959
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736927100000,
    "first_datapoint_time": 1737143100000,
    "last_datapoint_time": 1759426200000,
    "evaluation_time": 1759427408941,
    "expiration_time": 1765906200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "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)