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Trade: RUNE/USDT/240/VWMA/MIDPRICE/6626

Strategy
RUNE/USDT/240/VWMA/MIDPRICE/6626
Pair
RUNE_USDT
Interval
4h
Score
653957
Daily Profit
0.972159
Profit Factor
7.309847
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
1851.670000
Evaluation Time
2025-09-29 22:09
Expiration Time
2025-11-24 07:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1819090.1986 1800118.3466 18971.852 418043.2847 393545.1975 24498.0872
Total P&L (%) 1819.0902 1800.1183 18.9719 418.0433 393.5452 24.4981
Avg Daily Profit (%) 0.9824 0.9722 0.0102 0.0889 0.0863 0.0118
Buy And Hold Return (%) 113.9673 113.9673 113.9673 113.9673 113.9673 113.9673
Max Trade Drawdown -134919 -72255 -116657 -2585631 -1677011 -1316637
Profit Factor 3.9944 7.3098 1.0589 1.0611 1.1091 1.0076
Total Trades 64 32 32 64 32 32
Winning Trades 27 13 14 27 13 14
Losing Trades 37 19 18 37 19 18
Profitability (%) 42.1875 40.625 43.75 42.1875 40.625 43.75
Ratio Avg Win / Avg Loss 5.4739 10.6836 1.3614 1.4541 1.621 1.2954
Largest Winning Trade 1696334 1696334 75862 1077529 1077529 671361
Largest Losing Trade -59034 -38847 -59034 -1188077 -1188077 -1104082
Avg Bars in Trades 169 167 171 169 167 171
Avg Bars in Winners 265 266 264 265 266 264
Avg Bars in Losers 99 100 98 99 100 98
Bars Traded 10836 5362 5474 10836 5362 5474
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 -126433 653957 -503142 -376986 -183590 -557471
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11110,
    "evaluation_days": 1851.67,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602446400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759172974542,
    "expiration_time": 1763961120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "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": [
        [
            1819090.198601955,
            1800118.346606999,
            18971.8519949559,
            418043.2846812237,
            393545.1974614931,
            24498.0872197308
        ],
        [
            1819.090199,
            1800.118347,
            18.971852,
            418.043285,
            393.545197,
            24.498087
        ],
        [
            0.982405,
            0.972159,
            0.010246,
            0.088872,
            0.086254,
            0.011834
        ],
        [
            113.967311,
            113.967311,
            113.967311,
            113.967311,
            113.967311,
            113.967311
        ],
        [
            -134919,
            -72255,
            -116657,
            -2585631,
            -1677011,
            -1316637
        ],
        [
            3.994447,
            7.309847,
            1.058882,
            1.061076,
            1.109103,
            1.007567
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            42.1875,
            40.625,
            43.75,
            42.1875,
            40.625,
            43.75
        ],
        [
            5.473872,
            10.683623,
            1.36142,
            1.454067,
            1.620997,
            1.295443
        ],
        [
            1696334,
            1696334,
            75862,
            1077529,
            1077529,
            671361
        ],
        [
            -59034,
            -38847,
            -59034,
            -1188077,
            -1188077,
            -1104082
        ],
        [
            169,
            167,
            171,
            169,
            167,
            171
        ],
        [
            265,
            266,
            264,
            265,
            266,
            264
        ],
        [
            99,
            100,
            98,
            99,
            100,
            98
        ],
        [
            10836,
            5362,
            5474,
            10836,
            5362,
            5474
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126433,
            653957,
            -503142,
            -376986,
            -183590,
            -557471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11110,
    "evaluation_days": 1851.67,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602446400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759172974542,
    "expiration_time": 1763961120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "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)