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Trade: RUNE/USDT/240/VWAP/KCL/7769

Strategy
RUNE/USDT/240/VWAP/KCL/7769
Pair
RUNE_USDT
Interval
4h
Score
343403
Daily Profit
0.283507
Profit Factor
2.161105
Profitability
45.783133
Streak
54.562005
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 361483.629 525196.9671 -163713.3381 -85784.5496 181613.5355 -267398.085
Total P&L (%) 361.4836 525.197 -163.7133 -85.7846 181.6135 -267.3981
Avg Daily Profit (%) 0.1951 0.2835 -0.0884 -0.1053 0.0559 0
Buy And Hold Return (%) 135.6141 135.6141 135.6141 135.6141 135.6141 135.6141
Max Trade Drawdown -166554 -91904 -234171 -411176 -185985 -274781
Profit Factor 1.3261 2.1611 0.7505 0.9028 1.5378 0.5092
Total Trades 165 83 82 165 83 82
Winning Trades 76 38 38 76 38 38
Losing Trades 89 45 44 89 45 44
Profitability (%) 46.0606 45.7831 46.3415 46.0606 45.7831 46.3415
Ratio Avg Win / Avg Loss 1.553 2.5592 0.869 1.0572 1.8211 0.5896
Largest Winning Trade 296057 296057 78334 207600 207600 56722
Largest Losing Trade -53420 -32659 -53420 -120154 -120154 -95526
Avg Bars in Trades 64 59 69 64 59 69
Avg Bars in Winners 92 84 100 92 84 100
Avg Bars in Losers 40 38 42 40 38 42
Bars Traded 10670 4979 5691 10670 4979 5691
Profit Streak 54.3953 54.562 54.3953 54.3953 54.562 54.3953
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 225479 343403 -586096 -578373 -176856 -586096
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": 1602187200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238957235,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 208
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            361483.6289629458,
            525196.9670638352,
            -163713.3381008895,
            -85784.5495796982,
            181613.5354684774,
            -267398.0850481758
        ],
        [
            361.483629,
            525.196967,
            -163.713338,
            -85.78455,
            181.613535,
            -267.398085
        ],
        [
            0.195133,
            0.283507,
            -0.088374,
            -0.105253,
            0.055906,
            0
        ],
        [
            135.614145,
            135.614145,
            135.614145,
            135.614145,
            135.614145,
            135.614145
        ],
        [
            -166554,
            -91904,
            -234171,
            -411176,
            -185985,
            -274781
        ],
        [
            1.326128,
            2.161105,
            0.750469,
            0.902795,
            1.537778,
            0.509182
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            46.060606,
            45.783133,
            46.341463,
            46.060606,
            45.783133,
            46.341463
        ],
        [
            1.552966,
            2.559203,
            0.868965,
            1.05722,
            1.821053,
            0.589579
        ],
        [
            296057,
            296057,
            78334,
            207600,
            207600,
            56722
        ],
        [
            -53420,
            -32659,
            -53420,
            -120154,
            -120154,
            -95526
        ],
        [
            64,
            59,
            69,
            64,
            59,
            69
        ],
        [
            92,
            84,
            100,
            92,
            84,
            100
        ],
        [
            40,
            38,
            42,
            40,
            38,
            42
        ],
        [
            10670,
            4979,
            5691,
            10670,
            4979,
            5691
        ],
        [
            54.395338,
            54.562005,
            54.395338,
            54.395338,
            54.562005,
            54.395338
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
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        ],
        [
            225479,
            343403,
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            -578373,
            -176856,
            -586096
        ]
    ]
}
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": 1602187200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238957235,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 208
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)