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Trade: RUNE/USDT/240/VWMA/SMA/8863

Strategy
RUNE/USDT/240/VWMA/SMA/8863
Pair
RUNE_USDT
Interval
4h
Score
344744
Daily Profit
0.512104
Profit Factor
2.704458
Profitability
33.043478
Streak
0.000000
Best Strategy
Training Data Length
1853.330000
Evaluation Time
2025-10-01 11:45
Expiration Time
2025-11-26 00:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 949097.6265 812181.1574 136916.4691 9055082.515 4190244.417 4864838.098
Total P&L (%) 949.0976 812.1812 136.9165 9055.0825 4190.2444 4864.8381
Avg Daily Profit (%) 0.5121 0.4382 0.0739 0.244 0.203 0.2109
Buy And Hold Return (%) 121.6216 121.6216 121.6216 121.6216 121.6216 121.6216
Max Trade Drawdown -66982 -32654 -86020 -2971893 -2544357 -2705894
Profit Factor 2.7045 4.2843 1.4423 1.61 1.5391 1.688
Total Trades 115 58 57 115 58 57
Winning Trades 38 22 16 38 22 16
Losing Trades 77 36 41 77 36 41
Profitability (%) 33.0435 37.931 28.0702 33.0435 37.931 28.0702
Ratio Avg Win / Avg Loss 5.4801 7.0106 3.696 3.2625 2.5185 4.3256
Largest Winning Trade 373324 373324 73735 3648713 3030413 3648713
Largest Losing Trade -23351 -22879 -23351 -1547662 -1547662 -859990
Avg Bars in Trades 94 87 101 94 87 101
Avg Bars in Winners 226 179 291 226 179 291
Avg Bars in Losers 28 31 26 28 31 26
Bars Traded 10843 5086 5757 10843 5086 5757
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 344744 -167897 -415509 186222 -174306 -185287
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11120,
    "evaluation_days": 1853.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759308354119,
    "expiration_time": 1764109440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 6,
            "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": [
        [
            949097.6264743328,
            812181.1573899409,
            136916.4690843917,
            9055082.514974257,
            4190244.416955366,
            4864838.098018892
        ],
        [
            949.097626,
            812.181157,
            136.916469,
            9055.082515,
            4190.244417,
            4864.838098
        ],
        [
            0.512104,
            0.438228,
            0.073876,
            0.244015,
            0.203026,
            0.210922
        ],
        [
            121.621622,
            121.621622,
            121.621622,
            121.621622,
            121.621622,
            121.621622
        ],
        [
            -66982,
            -32654,
            -86020,
            -2971893,
            -2544357,
            -2705894
        ],
        [
            2.704458,
            4.284275,
            1.442324,
            1.610046,
            1.539111,
            1.68802
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            33.043478,
            37.931034,
            28.070175,
            33.043478,
            37.931034,
            28.070175
        ],
        [
            5.480086,
            7.010632,
            3.695956,
            3.262461,
            2.518546,
            4.325551
        ],
        [
            373324,
            373324,
            73735,
            3648713,
            3030413,
            3648713
        ],
        [
            -23351,
            -22879,
            -23351,
            -1547662,
            -1547662,
            -859990
        ],
        [
            94,
            87,
            101,
            94,
            87,
            101
        ],
        [
            226,
            179,
            291,
            226,
            179,
            291
        ],
        [
            28,
            31,
            26,
            28,
            31,
            26
        ],
        [
            10843,
            5086,
            5757,
            10843,
            5086,
            5757
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344744,
            -167897,
            -415509,
            186222,
            -174306,
            -185287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11120,
    "evaluation_days": 1853.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759308354119,
    "expiration_time": 1764109440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 6,
            "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)