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Trade: RUNE/USDT/240/VWMA/JMA/2251

Strategy
RUNE/USDT/240/VWMA/JMA/2251
Pair
RUNE_USDT
Interval
4h
Score
546903
Daily Profit
0.458269
Profit Factor
2.086705
Profitability
50.892857
Streak
17.842798
Best Strategy
Training Data Length
1863.170000
Evaluation Time
2025-10-11 11:13
Expiration Time
2025-12-06 03:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 853833.7848 781986.1482 71847.6366 907978.7421 574464.15 333514.5922
Total P&L (%) 853.8338 781.9861 71.8476 907.9787 574.4642 333.5146
Avg Daily Profit (%) 0.4583 0.4197 0.0386 0.1241 0.1025 0.0788
Buy And Hold Return (%) 102.5258 102.5258 102.5258 102.5258 102.5258 102.5258
Max Trade Drawdown -114938 -87911 -109356 -524860 -432736 -340303
Profit Factor 2.0867 3.3403 1.1591 1.383 1.4884 1.2793
Total Trades 112 56 56 112 56 56
Winning Trades 57 29 28 57 29 28
Losing Trades 55 27 28 55 27 28
Profitability (%) 50.8929 51.7857 50 50.8929 51.7857 50
Ratio Avg Win / Avg Loss 2.0135 3.1099 1.1591 1.3345 1.3858 1.2793
Largest Winning Trade 390597 390597 61686 342121 342121 218836
Largest Losing Trade -64609 -46417 -64609 -287593 -287593 -146689
Avg Bars in Trades 96 90 103 96 90 103
Avg Bars in Winners 128 122 135 128 122 135
Avg Bars in Losers 64 56 71 64 56 71
Bars Traded 10850 5061 5789 10850 5061 5789
Profit Streak 17.8428 0 28.0095 17.8428 0 28.0095
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546903 -163521 -531722 -25368 -235244 -269774
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11179,
    "evaluation_days": 1863.17,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760170417723,
    "expiration_time": 1764984528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 183,
            "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": [
        [
            853833.7847974327,
            781986.1481686422,
            71847.6366287906,
            907978.7421409112,
            574464.1499629698,
            333514.5921779412
        ],
        [
            853.833785,
            781.986148,
            71.847637,
            907.978742,
            574.46415,
            333.514592
        ],
        [
            0.458269,
            0.419707,
            0.038562,
            0.124088,
            0.102499,
            0.078755
        ],
        [
            102.525832,
            102.525832,
            102.525832,
            102.525832,
            102.525832,
            102.525832
        ],
        [
            -114938,
            -87911,
            -109356,
            -524860,
            -432736,
            -340303
        ],
        [
            2.086705,
            3.340289,
            1.159107,
            1.383031,
            1.488407,
            1.279253
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            50.892857,
            51.785714,
            50,
            50.892857,
            51.785714,
            50
        ],
        [
            2.013487,
            3.109924,
            1.159107,
            1.334503,
            1.385759,
            1.279253
        ],
        [
            390597,
            390597,
            61686,
            342121,
            342121,
            218836
        ],
        [
            -64609,
            -46417,
            -64609,
            -287593,
            -287593,
            -146689
        ],
        [
            96,
            90,
            103,
            96,
            90,
            103
        ],
        [
            128,
            122,
            135,
            128,
            122,
            135
        ],
        [
            64,
            56,
            71,
            64,
            56,
            71
        ],
        [
            10850,
            5061,
            5789,
            10850,
            5061,
            5789
        ],
        [
            17.842798,
            0,
            28.009464,
            17.842798,
            0,
            28.009464
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546903,
            -163521,
            -531722,
            -25368,
            -235244,
            -269774
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11179,
    "evaluation_days": 1863.17,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760170417723,
    "expiration_time": 1764984528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 183,
            "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)