← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: RUNE/USDT/240/WMA/JMA/2448

Strategy
RUNE/USDT/240/WMA/JMA/2448
Pair
RUNE_USDT
Interval
4h
Score
654539
Daily Profit
0.541395
Profit Factor
5.925479
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-10-04 07:13
Expiration Time
2025-11-28 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1011320.5439 1004829.7999 6490.744 368187.7615 430029.7432 -61841.9816
Total P&L (%) 1011.3205 1004.8298 6.4907 368.1878 430.0297 -61.842
Avg Daily Profit (%) 0.5449 0.5414 0.0035 0.0832 0.0899 -0.0519
Buy And Hold Return (%) 134.515 134.515 134.515 134.515 134.515 134.515
Max Trade Drawdown -72083 -58819 -64687 -537657 -453701 -343725
Profit Factor 2.8989 5.9255 1.0198 1.143 1.3616 0.9554
Total Trades 63 32 31 63 32 31
Winning Trades 31 15 16 31 15 16
Losing Trades 32 17 15 32 17 15
Profitability (%) 49.2063 46.875 51.6129 49.2063 46.875 51.6129
Ratio Avg Win / Avg Loss 2.9924 6.7155 0.956 1.1798 1.5431 0.8957
Largest Winning Trade 798603 798603 77506 513913 513913 388628
Largest Losing Trade -72083 -31410 -72083 -247936 -240975 -247936
Avg Bars in Trades 170 169 172 170 169 172
Avg Bars in Winners 250 257 243 250 257 243
Avg Bars in Losers 93 91 96 93 91 96
Bars Traded 10771 5426 5345 10771 5426 5345
Profit Streak 0 0 81.8424 0 0 81.8424
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134787 654539 -552757 -299782 -75554 -579150
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11136,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602230400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551179686,
    "expiration_time": 1764346752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "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": [
        [
            1011320.5439021003,
            1004829.7999374254,
            6490.7439646749,
            368187.7615243809,
            430029.7431721415,
            -61841.9816477609
        ],
        [
            1011.320544,
            1004.8298,
            6.490744,
            368.187762,
            430.029743,
            -61.841982
        ],
        [
            0.544893,
            0.541395,
            0.003497,
            0.083208,
            0.089898,
            -0.051896
        ],
        [
            134.514998,
            134.514998,
            134.514998,
            134.514998,
            134.514998,
            134.514998
        ],
        [
            -72083,
            -58819,
            -64687,
            -537657,
            -453701,
            -343725
        ],
        [
            2.898932,
            5.925479,
            1.019755,
            1.142964,
            1.361594,
            0.955385
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            49.206349,
            46.875,
            51.612903,
            49.206349,
            46.875,
            51.612903
        ],
        [
            2.992446,
            6.715542,
            0.95602,
            1.179834,
            1.54314,
            0.895674
        ],
        [
            798603,
            798603,
            77506,
            513913,
            513913,
            388628
        ],
        [
            -72083,
            -31410,
            -72083,
            -247936,
            -240975,
            -247936
        ],
        [
            170,
            169,
            172,
            170,
            169,
            172
        ],
        [
            250,
            257,
            243,
            250,
            257,
            243
        ],
        [
            93,
            91,
            96,
            93,
            91,
            96
        ],
        [
            10771,
            5426,
            5345,
            10771,
            5426,
            5345
        ],
        [
            0,
            0,
            81.842357,
            0,
            0,
            81.842357
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134787,
            654539,
            -552757,
            -299782,
            -75554,
            -579150
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11136,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602230400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551179686,
    "expiration_time": 1764346752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "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)