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Trade: RUNE/USDT/240/SSF/SINWMA/2690

Strategy
RUNE/USDT/240/SSF/SINWMA/2690
Pair
RUNE_USDT
Interval
4h
Score
522310
Daily Profit
0.361500
Profit Factor
3.125978
Profitability
47.619048
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-25 12:54
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 583012.0853 667509.6806 -84497.5953 -14818.3165 101251.4607 -116069.7772
Total P&L (%) 583.0121 667.5097 -84.4976 -14.8183 101.2515 -116.0698
Avg Daily Profit (%) 0.3157 0.3615 -0.0458 -0.0087 0.0379 0
Buy And Hold Return (%) 53.7179 53.7179 53.7179 53.7179 53.7179 53.7179
Max Trade Drawdown -119587 -75321 -122908 -104747 -91588 -91265
Profit Factor 1.703 3.126 0.836 0.9744 1.4356 0.6655
Total Trades 85 42 43 85 42 43
Winning Trades 39 20 19 39 20 19
Losing Trades 46 22 24 46 22 24
Profitability (%) 45.8824 47.619 44.186 45.8824 47.619 44.186
Ratio Avg Win / Avg Loss 2.0086 3.4386 1.0561 1.1493 1.5792 0.8406
Largest Winning Trade 351450 351450 76274 86166 86166 31088
Largest Losing Trade -63260 -34685 -63260 -63260 -35117 -63260
Avg Bars in Trades 127 124 129 127 124 129
Avg Bars in Winners 186 171 203 186 171 203
Avg Bars in Losers 76 82 71 76 82 71
Bars Traded 10818 5232 5586 10818 5232 5586
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 391672 522310 -581321 -580485 -148811 -582988

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": 1599969600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794066694,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "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": [
        [
            583012.0853442668,
            667509.6806343903,
            -84497.5952901236,
            -14818.3165446148,
            101251.4606781059,
            -116069.7772227205
        ],
        [
            583.012085,
            667.509681,
            -84.497595,
            -14.818317,
            101.251461,
            -116.069777
        ],
        [
            0.315739,
            0.3615,
            -0.045761,
            -0.008685,
            0.037883,
            0
        ],
        [
            53.717949,
            53.717949,
            53.717949,
            53.717949,
            53.717949,
            53.717949
        ],
        [
            -119587,
            -75321,
            -122908,
            -104747,
            -91588,
            -91265
        ],
        [
            1.702965,
            3.125978,
            0.836049,
            0.974427,
            1.435599,
            0.665505
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            45.882353,
            47.619048,
            44.186047,
            45.882353,
            47.619048,
            44.186047
        ],
        [
            2.008625,
            3.438576,
            1.056062,
            1.149324,
            1.579159,
            0.840638
        ],
        [
            351450,
            351450,
            76274,
            86166,
            86166,
            31088
        ],
        [
            -63260,
            -34685,
            -63260,
            -63260,
            -35117,
            -63260
        ],
        [
            127,
            124,
            129,
            127,
            124,
            129
        ],
        [
            186,
            171,
            203,
            186,
            171,
            203
        ],
        [
            76,
            82,
            71,
            76,
            82,
            71
        ],
        [
            10818,
            5232,
            5586,
            10818,
            5232,
            5586
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391672,
            522310,
            -581321,
            -580485,
            -148811,
            -582988
        ]
    ]
}
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": 1599969600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794066694,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "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)