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Trade: RUNE/USDT/240/SINWMA/DCM/5796

Strategy
RUNE/USDT/240/SINWMA/DCM/5796
Pair
RUNE_USDT
Interval
4h
Score
367779
Daily Profit
0.563472
Profit Factor
2.774651
Profitability
35.042735
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 10:22
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1040450.9663 899370.3203 141080.646 10691404.1604 5408916.4531 5282487.7074
Total P&L (%) 1040.451 899.3703 141.0806 10691.4042 5408.9165 5282.4877
Avg Daily Profit (%) 0.5635 0.4871 0.0764 0.2538 0.2173 0.2161
Buy And Hold Return (%) 175.6322 175.6322 175.6322 175.6322 175.6322 175.6322
Max Trade Drawdown -90304 -70502 -61522 -11588084 -8701441 -8592785
Profit Factor 2.7747 4.2524 1.4555 1.3311 1.3245 1.3382
Total Trades 117 59 58 117 59 58
Winning Trades 41 22 19 41 22 19
Losing Trades 76 37 39 76 37 39
Profitability (%) 35.0427 37.2881 32.7586 35.0427 37.2881 32.7586
Ratio Avg Win / Avg Loss 5.1433 7.1518 2.9875 2.4675 2.2276 2.7468
Largest Winning Trade 408911 408911 76942 6446436 6446436 5490680
Largest Losing Trade -25149 -21533 -25149 -3360060 -2861236 -3360060
Avg Bars in Trades 92 88 97 92 88 97
Avg Bars in Winners 205 184 229 205 184 229
Avg Bars in Losers 32 30 33 32 30 33
Bars Traded 10846 5194 5652 10846 5194 5652
Profit Streak 0 0 43.1408 0 0 43.1408
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367779 -165416 -441052 157576 -172370 -176881

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602100800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871365503,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 10,
            "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": [
        [
            1040450.9663127633,
            899370.320281467,
            141080.6460312964,
            10691404.160444252,
            5408916.453062928,
            5282487.707381322
        ],
        [
            1040.450966,
            899.37032,
            141.080646,
            10691.40416,
            5408.916453,
            5282.487707
        ],
        [
            0.563472,
            0.487068,
            0.076404,
            0.253846,
            0.217347,
            0.216087
        ],
        [
            175.632184,
            175.632184,
            175.632184,
            175.632184,
            175.632184,
            175.632184
        ],
        [
            -90304,
            -70502,
            -61522,
            -11588084,
            -8701441,
            -8592785
        ],
        [
            2.774651,
            4.252407,
            1.455451,
            1.331137,
            1.324515,
            1.338203
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            35.042735,
            37.288136,
            32.758621,
            35.042735,
            37.288136,
            32.758621
        ],
        [
            5.143255,
            7.151775,
            2.987505,
            2.467473,
            2.227594,
            2.746838
        ],
        [
            408911,
            408911,
            76942,
            6446436,
            6446436,
            5490680
        ],
        [
            -25149,
            -21533,
            -25149,
            -3360060,
            -2861236,
            -3360060
        ],
        [
            92,
            88,
            97,
            92,
            88,
            97
        ],
        [
            205,
            184,
            229,
            205,
            184,
            229
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            10846,
            5194,
            5652,
            10846,
            5194,
            5652
        ],
        [
            0,
            0,
            43.140804,
            0,
            0,
            43.140804
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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        ],
        [
            367779,
            -165416,
            -441052,
            157576,
            -172370,
            -176881
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602100800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871365503,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 10,
            "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)