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Trade: RUNE/USDT/240/VWMA/PSAR/5181

Strategy
RUNE/USDT/240/VWMA/PSAR/5181
Pair
RUNE_USDT
Interval
4h
Score
316118
Daily Profit
0.278204
Profit Factor
1.676882
Profitability
50.253807
Streak
3.736308
Best Strategy
Training Data Length
1859.330000
Evaluation Time
2025-10-07 12:40
Expiration Time
2025-12-02 04:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456653.9513 517272.6705 -60618.7192 -23659.8644 26437.6062 -50097.4706
Total P&L (%) 456.654 517.2727 -60.6187 -23.6599 26.4376 -50.0975
Avg Daily Profit (%) 0.2456 0.2782 -0.0326 -0.0145 0.0126 -0.0374
Buy And Hold Return (%) 195.3639 195.3639 195.3639 195.3639 195.3639 195.3639
Max Trade Drawdown -172397 -110240 -279559 -113588 -95008 -117346
Profit Factor 1.2843 1.6769 0.928 0.971 1.0674 0.8818
Total Trades 393 197 196 393 197 196
Winning Trades 194 99 95 194 99 95
Losing Trades 199 98 101 199 98 101
Profitability (%) 49.3639 50.2538 48.4694 49.3639 50.2538 48.4694
Ratio Avg Win / Avg Loss 1.3174 1.6599 0.9866 0.996 1.0566 0.9375
Largest Winning Trade 235770 235770 55719 44381 37747 44381
Largest Losing Trade -35082 -28355 -35082 -28371 -28371 -26028
Avg Bars in Trades 28 26 29 28 26 29
Avg Bars in Winners 36 34 38 36 34 38
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 11006 5317 5689 11006 5317 5689
Profit Streak 3.7363 3.7363 3.903 3.7363 3.7363 3.903
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 195784 316118 -580934 -578699 -487873 -580934
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11156,
    "evaluation_days": 1859.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601006400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759830016994,
    "expiration_time": 1764643392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            456653.9512804357,
            517272.670499086,
            -60618.7192186504,
            -23659.8643518651,
            26437.606199389,
            -50097.4705512541
        ],
        [
            456.653951,
            517.27267,
            -60.618719,
            -23.659864,
            26.437606,
            -50.097471
        ],
        [
            0.245601,
            0.278204,
            -0.032602,
            -0.014519,
            0.012617,
            -0.037377
        ],
        [
            195.363908,
            195.363908,
            195.363908,
            195.363908,
            195.363908,
            195.363908
        ],
        [
            -172397,
            -110240,
            -279559,
            -113588,
            -95008,
            -117346
        ],
        [
            1.284289,
            1.676882,
            0.928015,
            0.971012,
            1.067357,
            0.881762
        ],
        [
            393,
            197,
            196,
            393,
            197,
            196
        ],
        [
            194,
            99,
            95,
            194,
            99,
            95
        ],
        [
            199,
            98,
            101,
            199,
            98,
            101
        ],
        [
            49.363868,
            50.253807,
            48.469388,
            49.363868,
            50.253807,
            48.469388
        ],
        [
            1.317389,
            1.659944,
            0.986626,
            0.996038,
            1.056575,
            0.937452
        ],
        [
            235770,
            235770,
            55719,
            44381,
            37747,
            44381
        ],
        [
            -35082,
            -28355,
            -35082,
            -28371,
            -28371,
            -26028
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            11006,
            5317,
            5689,
            11006,
            5317,
            5689
        ],
        [
            3.736308,
            3.736308,
            3.902974,
            3.736308,
            3.736308,
            3.902974
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            195784,
            316118,
            -580934,
            -578699,
            -487873,
            -580934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11156,
    "evaluation_days": 1859.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601006400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759830016994,
    "expiration_time": 1764643392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)