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Trade: RUNE/USDT/240/SINWMA/JMA/4878

Strategy
RUNE/USDT/240/SINWMA/JMA/4878
Pair
RUNE_USDT
Interval
4h
Score
486152
Daily Profit
0.390597
Profit Factor
3.203066
Profitability
46.938776
Streak
0.000000
Best Strategy
Training Data Length
1852.500000
Evaluation Time
2025-09-30 16:29
Expiration Time
2025-11-25 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 766162.9614 723581.6758 42581.2856 878223.8367 932457.8698 -54234.0332
Total P&L (%) 766.163 723.5817 42.5813 878.2238 932.4579 -54.234
Avg Daily Profit (%) 0.4136 0.3906 0.023 0.1232 0.1261 -0.0422
Buy And Hold Return (%) 138.7617 138.7617 138.7617 138.7617 138.7617 138.7617
Max Trade Drawdown -152450 -83316 -115591 -1897557 -1030137 -1554816
Profit Factor 2.0816 3.2031 1.1121 1.1702 1.4159 0.9814
Total Trades 97 49 48 97 49 48
Winning Trades 43 23 20 43 23 20
Losing Trades 54 26 28 54 26 28
Profitability (%) 44.3299 46.9388 41.6667 44.3299 46.9388 41.6667
Ratio Avg Win / Avg Loss 2.6142 3.6209 1.5569 1.4696 1.6006 1.374
Largest Winning Trade 333479 333479 75646 927077 927077 764313
Largest Losing Trade -44963 -30461 -44963 -982698 -414784 -982698
Avg Bars in Trades 112 107 117 112 107 117
Avg Bars in Winners 179 167 193 179 167 193
Avg Bars in Losers 59 54 63 59 54 63
Bars Traded 10908 5266 5642 10908 5266 5642
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 391993 486152 -427206 -63812 -23634 -582263
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11115,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601107200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238962199,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 91,
            "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": [
        [
            766162.9613861179,
            723581.6758183314,
            42581.2855677863,
            878223.8366578456,
            932457.869820023,
            -54234.033162178
        ],
        [
            766.162961,
            723.581676,
            42.581286,
            878.223837,
            932.45787,
            -54.234033
        ],
        [
            0.413583,
            0.390597,
            0.022986,
            0.123183,
            0.1261,
            -0.042184
        ],
        [
            138.761662,
            138.761662,
            138.761662,
            138.761662,
            138.761662,
            138.761662
        ],
        [
            -152450,
            -83316,
            -115591,
            -1897557,
            -1030137,
            -1554816
        ],
        [
            2.081644,
            3.203066,
            1.112089,
            1.170231,
            1.415872,
            0.981407
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            44.329897,
            46.938776,
            41.666667,
            44.329897,
            46.938776,
            41.666667
        ],
        [
            2.614157,
            3.620857,
            1.556924,
            1.469592,
            1.600551,
            1.373969
        ],
        [
            333479,
            333479,
            75646,
            927077,
            927077,
            764313
        ],
        [
            -44963,
            -30461,
            -44963,
            -982698,
            -414784,
            -982698
        ],
        [
            112,
            107,
            117,
            112,
            107,
            117
        ],
        [
            179,
            167,
            193,
            179,
            167,
            193
        ],
        [
            59,
            54,
            63,
            59,
            54,
            63
        ],
        [
            10908,
            5266,
            5642,
            10908,
            5266,
            5642
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391993,
            486152,
            -427206,
            -63812,
            -23634,
            -582263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11115,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601107200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238962199,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 91,
            "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)