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Trade: RUNE/USDT/360/SINWMA/LINREG/9248

Strategy
RUNE/USDT/360/SINWMA/LINREG/9248
Pair
RUNE_USDT
Interval
6h
Score
410657
Daily Profit
0.915766
Profit Factor
7.332297
Profitability
29.411765
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 20:27
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1752968.7505 1690961.3675 62007.3831 1743219.55 1856121.2563 -112901.7063
Total P&L (%) 1752.9688 1690.9614 62.0074 1743.2196 1856.1213 -112.9017
Avg Daily Profit (%) 0.9493 0.9158 0.0336 0.1579 0.1612 0
Buy And Hold Return (%) 204.4693 204.4693 204.4693 204.4693 204.4693 204.4693
Max Trade Drawdown -108835 -90632 -74220 -2344584 -1456509 -1502533
Profit Factor 4.4099 7.3323 1.251 1.1814 1.3621 0.9748
Total Trades 67 34 33 67 34 33
Winning Trades 20 10 10 20 10 10
Losing Trades 47 24 23 47 24 23
Profitability (%) 29.8507 29.4118 30.303 29.8507 29.4118 30.303
Ratio Avg Win / Avg Loss 10.3632 17.5975 2.8773 2.7763 3.269 2.2421
Largest Winning Trade 1509831 1509831 75571 1509831 1509831 1329611
Largest Losing Trade -44391 -34614 -44391 -892865 -727066 -892865
Avg Bars in Trades 106 101 110 106 101 110
Avg Bars in Winners 257 254 259 257 254 259
Avg Bars in Losers 41 38 45 41 38 45
Bars Traded 7110 3457 3653 7110 3457 3653
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 -109055 410657 -320598 -141924 -1107 -585684
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604080800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758994052456,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 42,
            "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": [
        [
            1752968.750541063,
            1690961.3674610099,
            62007.3830800532,
            1743219.5500088688,
            1856121.2562634205,
            -112901.706254551
        ],
        [
            1752.968751,
            1690.961367,
            62.007383,
            1743.21955,
            1856.121256,
            -112.901706
        ],
        [
            0.949347,
            0.915766,
            0.033581,
            0.157942,
            0.161167,
            0
        ],
        [
            204.469274,
            204.469274,
            204.469274,
            204.469274,
            204.469274,
            204.469274
        ],
        [
            -108835,
            -90632,
            -74220,
            -2344584,
            -1456509,
            -1502533
        ],
        [
            4.409864,
            7.332297,
            1.250991,
            1.181388,
            1.362104,
            0.974824
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            29.850746,
            29.411765,
            30.30303,
            29.850746,
            29.411765,
            30.30303
        ],
        [
            10.363181,
            17.597512,
            2.87728,
            2.776262,
            3.269049,
            2.242095
        ],
        [
            1509831,
            1509831,
            75571,
            1509831,
            1509831,
            1329611
        ],
        [
            -44391,
            -34614,
            -44391,
            -892865,
            -727066,
            -892865
        ],
        [
            106,
            101,
            110,
            106,
            101,
            110
        ],
        [
            257,
            254,
            259,
            257,
            254,
            259
        ],
        [
            41,
            38,
            45,
            41,
            38,
            45
        ],
        [
            7110,
            3457,
            3653,
            7110,
            3457,
            3653
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109055,
            410657,
            -320598,
            -141924,
            -1107,
            -585684
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604080800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758994052456,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 42,
            "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)