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Trade: RUNE/USDT/240/SINWMA/SSF/1751

Strategy
RUNE/USDT/240/SINWMA/SSF/1751
Pair
RUNE_USDT
Interval
4h
Score
314658
Daily Profit
0.483272
Profit Factor
2.428747
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-10-04 16:39
Expiration Time
2025-11-29 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 897193.8383 818303.9444 78889.8939 2577363.0161 2103131.4497 474231.5665
Total P&L (%) 897.1938 818.3039 78.8899 2577.363 2103.1315 474.2316
Avg Daily Profit (%) 0.4833 0.4408 0.0425 0.1772 0.1667 0.0942
Buy And Hold Return (%) 178.0122 178.0122 178.0122 178.0122 178.0122 178.0122
Max Trade Drawdown -116227 -66776 -64401 -3240614 -2118767 -2217639
Profit Factor 2.4287 3.9565 1.2246 1.2163 1.368 1.0765
Total Trades 99 50 49 99 50 49
Winning Trades 36 19 17 36 19 17
Losing Trades 63 31 32 63 31 32
Profitability (%) 36.3636 38 34.6939 36.3636 38 34.6939
Ratio Avg Win / Avg Loss 4.2503 6.4554 2.3052 2.1285 2.232 2.0263
Largest Winning Trade 427694 427694 75055 2079160 2079160 1462893
Largest Losing Trade -42303 -23358 -42303 -1202105 -677841 -1202105
Avg Bars in Trades 109 104 114 109 104 114
Avg Bars in Winners 216 192 243 216 192 243
Avg Bars in Losers 48 50 46 48 50 46
Bars Traded 10849 5232 5617 10849 5232 5617
Profit Streak 0 0 148.9023 0 0 148.9023
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314658 -169288 -305695 125535 -175358 -210430
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11139,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759585156327,
    "expiration_time": 1764391248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            897193.8382665823,
            818303.9443665498,
            78889.8939000324,
            2577363.0161489556,
            2103131.449697435,
            474231.5664515202
        ],
        [
            897.193838,
            818.303944,
            78.889894,
            2577.363016,
            2103.13145,
            474.231566
        ],
        [
            0.483272,
            0.440778,
            0.042494,
            0.177233,
            0.166714,
            0.094193
        ],
        [
            178.012189,
            178.012189,
            178.012189,
            178.012189,
            178.012189,
            178.012189
        ],
        [
            -116227,
            -66776,
            -64401,
            -3240614,
            -2118767,
            -2217639
        ],
        [
            2.428747,
            3.956506,
            1.224644,
            1.216276,
            1.367977,
            1.076469
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            36.363636,
            38,
            34.693878,
            36.363636,
            38,
            34.693878
        ],
        [
            4.250307,
            6.455351,
            2.305212,
            2.128484,
            2.231963,
            2.026295
        ],
        [
            427694,
            427694,
            75055,
            2079160,
            2079160,
            1462893
        ],
        [
            -42303,
            -23358,
            -42303,
            -1202105,
            -677841,
            -1202105
        ],
        [
            109,
            104,
            114,
            109,
            104,
            114
        ],
        [
            216,
            192,
            243,
            216,
            192,
            243
        ],
        [
            48,
            50,
            46,
            48,
            50,
            46
        ],
        [
            10849,
            5232,
            5617,
            10849,
            5232,
            5617
        ],
        [
            0,
            0,
            148.902272,
            0,
            0,
            148.902272
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314658,
            -169288,
            -305695,
            125535,
            -175358,
            -210430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11139,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759585156327,
    "expiration_time": 1764391248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    }
}

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)