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Trade: RUNE/USDT/240/VWMA/LINREG/7798

Strategy
RUNE/USDT/240/VWMA/LINREG/7798
Pair
RUNE_USDT
Interval
4h
Score
505147
Daily Profit
0.501410
Profit Factor
4.807839
Profitability
44.186047
Streak
0.000000
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 1021327.336 928862.3633 92464.9727 3938938.841 1883185.7607 2055753.0802
Total P&L (%) 1021.3273 928.8624 92.465 3938.9388 1883.1858 2055.7531
Avg Daily Profit (%) 0.5513 0.5014 0.0499 0.1999 0.1614 0.1659
Buy And Hold Return (%) 220.0682 220.0682 220.0682 220.0682 220.0682 220.0682
Max Trade Drawdown -111304 -73974 -123108 -1622916 -1867415 -1041037
Profit Factor 2.7328 4.8078 1.2677 1.524 1.4756 1.5779
Total Trades 85 43 42 85 43 42
Winning Trades 37 19 18 37 19 18
Losing Trades 48 24 24 48 24 24
Profitability (%) 43.5294 44.186 42.8571 43.5294 44.186 42.8571
Ratio Avg Win / Avg Loss 3.5453 6.0731 1.6902 1.9771 1.8639 2.1039
Largest Winning Trade 445457 445457 80026 1746762 969194 1746762
Largest Losing Trade -63335 -37367 -63335 -828876 -828876 -782636
Avg Bars in Trades 128 121 135 128 121 135
Avg Bars in Winners 207 185 230 207 185 230
Avg Bars in Losers 67 70 64 67 70 64
Bars Traded 10895 5205 5690 10895 5205 5690
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 443277 505147 -293769 299201 279561 284582
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": 1600920000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238957148,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "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": [
        [
            1021327.3360368481,
            928862.363311021,
            92464.9727258272,
            3938938.840957259,
            1883185.7607186818,
            2055753.0802385765
        ],
        [
            1021.327336,
            928.862363,
            92.464973,
            3938.938841,
            1883.185761,
            2055.75308
        ],
        [
            0.551324,
            0.50141,
            0.049914,
            0.199852,
            0.161387,
            0.165899
        ],
        [
            220.068221,
            220.068221,
            220.068221,
            220.068221,
            220.068221,
            220.068221
        ],
        [
            -111304,
            -73974,
            -123108,
            -1622916,
            -1867415,
            -1041037
        ],
        [
            2.732824,
            4.807839,
            1.267653,
            1.524003,
            1.475582,
            1.577903
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            43.529412,
            44.186047,
            42.857143,
            43.529412,
            44.186047,
            42.857143
        ],
        [
            3.545285,
            6.07306,
            1.690204,
            1.977085,
            1.863893,
            2.103871
        ],
        [
            445457,
            445457,
            80026,
            1746762,
            969194,
            1746762
        ],
        [
            -63335,
            -37367,
            -63335,
            -828876,
            -828876,
            -782636
        ],
        [
            128,
            121,
            135,
            128,
            121,
            135
        ],
        [
            207,
            185,
            230,
            207,
            185,
            230
        ],
        [
            67,
            70,
            64,
            67,
            70,
            64
        ],
        [
            10895,
            5205,
            5690,
            10895,
            5205,
            5690
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443277,
            505147,
            -293769,
            299201,
            279561,
            284582
        ]
    ]
}
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": 1600920000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238957148,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "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)