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Trade: RUNE/USDT/240/PWMA/VWMA/3121

Strategy
RUNE/USDT/240/PWMA/VWMA/3121
Pair
RUNE_USDT
Interval
4h
Score
305545
Daily Profit
0.325638
Profit Factor
1.635361
Profitability
44.055944
Streak
0.000000
Best Strategy
Training Data Length
1856.830000
Evaluation Time
2025-10-05 02:46
Expiration Time
2025-11-29 14:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 604654.8273 629230.6103 -24575.783 221574.784 348750.5211 -127175.7371
Total P&L (%) 604.6548 629.2306 -24.5758 221.5748 348.7505 -127.1757
Avg Daily Profit (%) 0.3256 0.3389 -0.0132 0.0629 0.0809 0
Buy And Hold Return (%) 134.6999 134.6999 134.6999 134.6999 134.6999 134.6999
Max Trade Drawdown -169115 -104469 -182929 -293748 -231100 -270651
Profit Factor 1.6354 2.4567 0.9527 1.1603 1.5637 0.8334
Total Trades 143 72 71 143 72 71
Winning Trades 63 32 31 63 32 31
Losing Trades 80 40 40 80 40 40
Profitability (%) 44.0559 44.4444 43.662 44.0559 44.4444 43.662
Ratio Avg Win / Avg Loss 2.0766 3.0709 1.2293 1.4734 1.9547 1.0754
Largest Winning Trade 216912 216912 83113 183492 183492 161610
Largest Losing Trade -54696 -33846 -54696 -134560 -68412 -134560
Avg Bars in Trades 76 76 75 76 76 75
Avg Bars in Winners 110 109 112 110 109 112
Avg Bars in Losers 48 50 47 48 50 47
Bars Traded 10901 5525 5376 10901 5525 5376
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305545 -69337 -668534 -164273 -167247 -668534
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11141,
    "evaluation_days": 1856.83,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601553600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759621593062,
    "expiration_time": 1764420912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "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": [
        [
            604654.8272884662,
            629230.6103239777,
            -24575.7830355115,
            221574.7840022267,
            348750.5210909734,
            -127175.7370887468
        ],
        [
            604.654827,
            629.23061,
            -24.575783,
            221.574784,
            348.750521,
            -127.175737
        ],
        [
            0.325638,
            0.338874,
            -0.013235,
            0.062926,
            0.080885,
            0
        ],
        [
            134.699941,
            134.699941,
            134.699941,
            134.699941,
            134.699941,
            134.699941
        ],
        [
            -169115,
            -104469,
            -182929,
            -293748,
            -231100,
            -270651
        ],
        [
            1.635361,
            2.456695,
            0.952713,
            1.160316,
            1.563747,
            0.833428
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            44.055944,
            44.444444,
            43.661972,
            44.055944,
            44.444444,
            43.661972
        ],
        [
            2.076649,
            3.070869,
            1.229307,
            1.473417,
            1.954683,
            1.07539
        ],
        [
            216912,
            216912,
            83113,
            183492,
            183492,
            161610
        ],
        [
            -54696,
            -33846,
            -54696,
            -134560,
            -68412,
            -134560
        ],
        [
            76,
            76,
            75,
            76,
            76,
            75
        ],
        [
            110,
            109,
            112,
            110,
            109,
            112
        ],
        [
            48,
            50,
            47,
            48,
            50,
            47
        ],
        [
            10901,
            5525,
            5376,
            10901,
            5525,
            5376
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305545,
            -69337,
            -668534,
            -164273,
            -167247,
            -668534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11141,
    "evaluation_days": 1856.83,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601553600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759621593062,
    "expiration_time": 1764420912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "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)