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Trade: RUNE/USDT/240/VWMA/EMA/3968

Strategy
RUNE/USDT/240/VWMA/EMA/3968
Pair
RUNE_USDT
Interval
4h
Score
460406
Daily Profit
0.411108
Profit Factor
3.955209
Profitability
42.553191
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 22:23
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 821905.5059 759111.0663 62794.4396 2016428.7842 1270401.3229 746027.4613
Total P&L (%) 821.9055 759.1111 62.7944 2016.4288 1270.4013 746.0275
Avg Daily Profit (%) 0.4451 0.4111 0.034 0.1654 0.1419 0.1157
Buy And Hold Return (%) 148.8584 148.8584 148.8584 148.8584 148.8584 148.8584
Max Trade Drawdown -101746 -56872 -88553 -3090573 -1550990 -2264949
Profit Factor 2.2997 3.9552 1.1672 1.2312 1.3232 1.1558
Total Trades 93 47 46 93 47 46
Winning Trades 39 20 19 39 20 19
Losing Trades 54 27 27 54 27 27
Profitability (%) 41.9355 42.5532 41.3043 41.9355 42.5532 41.3043
Ratio Avg Win / Avg Loss 3.1842 5.3395 1.6587 1.7048 1.7863 1.6424
Largest Winning Trade 400046 400046 75215 1118340 1080350 1118340
Largest Losing Trade -41260 -20927 -41260 -699306 -517779 -699306
Avg Bars in Trades 116 111 122 116 111 122
Avg Bars in Winners 208 187 230 208 187 230
Avg Bars in Losers 50 55 46 50 55 46
Bars Traded 10857 5236 5621 10857 5236 5621
Profit Streak 0 0 140.641 0 0 140.641
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382948 460406 -350663 202637 -4714 -89470
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": 1601136000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914585475,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 40
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 28,
            "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": [
        [
            821905.5058831221,
            759111.0662698726,
            62794.4396132496,
            2016428.7842323622,
            1270401.3229102825,
            746027.4613220815
        ],
        [
            821.905506,
            759.111066,
            62.79444,
            2016.428784,
            1270.401323,
            746.027461
        ],
        [
            0.445115,
            0.411108,
            0.034007,
            0.165439,
            0.141865,
            0.115712
        ],
        [
            148.858447,
            148.858447,
            148.858447,
            148.858447,
            148.858447,
            148.858447
        ],
        [
            -101746,
            -56872,
            -88553,
            -3090573,
            -1550990,
            -2264949
        ],
        [
            2.299716,
            3.955209,
            1.167228,
            1.231221,
            1.323161,
            1.155759
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            41.935484,
            42.553191,
            41.304348,
            41.935484,
            42.553191,
            41.304348
        ],
        [
            3.184222,
            5.339532,
            1.658693,
            1.704768,
            1.786268,
            1.642395
        ],
        [
            400046,
            400046,
            75215,
            1118340,
            1080350,
            1118340
        ],
        [
            -41260,
            -20927,
            -41260,
            -699306,
            -517779,
            -699306
        ],
        [
            116,
            111,
            122,
            116,
            111,
            122
        ],
        [
            208,
            187,
            230,
            208,
            187,
            230
        ],
        [
            50,
            55,
            46,
            50,
            55,
            46
        ],
        [
            10857,
            5236,
            5621,
            10857,
            5236,
            5621
        ],
        [
            0,
            0,
            140.641035,
            0,
            0,
            140.641036
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382948,
            460406,
            -350663,
            202637,
            -4714,
            -89470
        ]
    ]
}
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": 1601136000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914585475,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 40
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 28,
            "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)