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Trade: RUNE/USDT/240/SSF/JMA/9685

Strategy
RUNE/USDT/240/SSF/JMA/9685
Pair
RUNE_USDT
Interval
4h
Score
563486
Daily Profit
0.455855
Profit Factor
4.471497
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 06:11
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 918747.5358 841735.749 77011.7867 2923146.3639 1057471.7217 1865674.6422
Total P&L (%) 918.7475 841.7357 77.0118 2923.1464 1057.4717 1865.6746
Avg Daily Profit (%) 0.4976 0.4559 0.0417 0.1848 0.1327 0.1614
Buy And Hold Return (%) 197.6663 197.6663 197.6663 197.6663 197.6663 197.6663
Max Trade Drawdown -80770 -58683 -108188 -5874396 -3498407 -4146065
Profit Factor 2.4748 4.4715 1.2024 1.2485 1.1976 1.291
Total Trades 75 38 37 75 38 37
Winning Trades 36 19 17 36 19 17
Losing Trades 39 19 20 39 19 20
Profitability (%) 48 50 45.9459 48 50 45.9459
Ratio Avg Win / Avg Loss 2.681 4.4715 1.4146 1.3526 1.1976 1.5188
Largest Winning Trade 341103 341103 77829 2562807 2471713 2562807
Largest Losing Trade -39284 -32771 -39284 -2050813 -1868172 -2050813
Avg Bars in Trades 145 137 153 145 137 153
Avg Bars in Winners 219 189 251 219 189 251
Avg Bars in Losers 77 84 70 77 84 70
Bars Traded 10908 5217 5691 10908 5217 5691
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 -48404 563486 -305058 -54378 -19657 261960

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": 1600992000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856316283,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 208,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "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": [
        [
            918747.535753239,
            841735.7490364945,
            77011.7867167446,
            2923146.363911786,
            1057471.7216785203,
            1865674.642233265
        ],
        [
            918.747536,
            841.735749,
            77.011787,
            2923.146364,
            1057.471722,
            1865.674642
        ],
        [
            0.497562,
            0.455855,
            0.041707,
            0.184784,
            0.132708,
            0.161431
        ],
        [
            197.666336,
            197.666336,
            197.666336,
            197.666336,
            197.666336,
            197.666336
        ],
        [
            -80770,
            -58683,
            -108188,
            -5874396,
            -3498407,
            -4146065
        ],
        [
            2.474777,
            4.471497,
            1.202395,
            1.248511,
            1.197639,
            1.290959
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            48,
            50,
            45.945946,
            48,
            50,
            45.945946
        ],
        [
            2.681009,
            4.471497,
            1.414582,
            1.352553,
            1.197639,
            1.518776
        ],
        [
            341103,
            341103,
            77829,
            2562807,
            2471713,
            2562807
        ],
        [
            -39284,
            -32771,
            -39284,
            -2050813,
            -1868172,
            -2050813
        ],
        [
            145,
            137,
            153,
            145,
            137,
            153
        ],
        [
            219,
            189,
            251,
            219,
            189,
            251
        ],
        [
            77,
            84,
            70,
            77,
            84,
            70
        ],
        [
            10908,
            5217,
            5691,
            10908,
            5217,
            5691
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -48404,
            563486,
            -305058,
            -54378,
            -19657,
            261960
        ]
    ]
}
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": 1600992000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856316283,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 208,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "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)