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Trade: RUNE/USDT/240/SWMA/HILO/3715

Strategy
RUNE/USDT/240/SWMA/HILO/3715
Pair
RUNE_USDT
Interval
4h
Score
302358
Daily Profit
0.401370
Profit Factor
2.120597
Profitability
40.366972
Streak
0.000000
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-07 06:24
Expiration Time
2025-12-01 20:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 746147.6416 695683.5368 50464.1049 1339365.1969 878546.4684 460818.7285
Total P&L (%) 746.1476 695.6835 50.4641 1339.3652 878.5465 460.8187
Avg Daily Profit (%) 0.4014 0.3742 0.0271 0.1436 0.1228 0.0928
Buy And Hold Return (%) 172.6651 172.6651 172.6651 172.6651 172.6651 172.6651
Max Trade Drawdown -77963 -61608 -79496 -1351663 -984131 -952039
Profit Factor 2.1206 3.4411 1.1325 1.2453 1.3189 1.1704
Total Trades 109 55 54 109 55 54
Winning Trades 44 22 22 44 22 22
Losing Trades 65 33 32 65 33 32
Profitability (%) 40.367 40 40.7407 40.367 40 40.7407
Ratio Avg Win / Avg Loss 3.1327 5.1616 1.6473 1.8397 1.9783 1.7024
Largest Winning Trade 325514 325514 75806 749334 749334 678539
Largest Losing Trade -39837 -27730 -39837 -583296 -352842 -583296
Avg Bars in Trades 99 92 106 99 92 106
Avg Bars in Winners 172 157 186 172 157 186
Avg Bars in Losers 50 48 51 50 48 51
Bars Traded 10842 5078 5764 10842 5078 5764
Profit Streak 0 0 169.4756 0 0 169.4756
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302358 -170032 -578326 -3577 -212604 -286725
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11154,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759807494681,
    "expiration_time": 1764613728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            746147.6416389013,
            695683.5367695962,
            50464.1048693056,
            1339365.1969103245,
            878546.4684284448,
            460818.7284818802
        ],
        [
            746.147642,
            695.683537,
            50.464105,
            1339.365197,
            878.546468,
            460.818728
        ],
        [
            0.40137,
            0.374225,
            0.027146,
            0.143556,
            0.12277,
            0.092793
        ],
        [
            172.665148,
            172.665148,
            172.665148,
            172.665148,
            172.665148,
            172.665148
        ],
        [
            -77963,
            -61608,
            -79496,
            -1351663,
            -984131,
            -952039
        ],
        [
            2.120597,
            3.441054,
            1.132502,
            1.245332,
            1.318864,
            1.170411
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            40.366972,
            40,
            40.740741,
            40.366972,
            40,
            40.740741
        ],
        [
            3.132701,
            5.161581,
            1.647276,
            1.839695,
            1.978295,
            1.702417
        ],
        [
            325514,
            325514,
            75806,
            749334,
            749334,
            678539
        ],
        [
            -39837,
            -27730,
            -39837,
            -583296,
            -352842,
            -583296
        ],
        [
            99,
            92,
            106,
            99,
            92,
            106
        ],
        [
            172,
            157,
            186,
            172,
            157,
            186
        ],
        [
            50,
            48,
            51,
            50,
            48,
            51
        ],
        [
            10842,
            5078,
            5764,
            10842,
            5078,
            5764
        ],
        [
            0,
            0,
            169.475633,
            0,
            0,
            169.475633
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302358,
            -170032,
            -578326,
            -3577,
            -212604,
            -286725
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11154,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759807494681,
    "expiration_time": 1764613728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)