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Trade: RUNE/USDT/360/SSF/KCL/7512

Strategy
RUNE/USDT/360/SSF/KCL/7512
Pair
RUNE_USDT
Interval
6h
Score
308559
Daily Profit
0.275299
Profit Factor
1.596415
Profitability
38.235294
Streak
99.798504
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 10:09
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 -1534042.9138 83246.4731 -1617289.3869 7059794.9196 -8860081.3784 15919876.298
Total P&L (%) -1534.0429 83.2465 -1617.2894 7059.7949 -8860.0814 15919.8763
Avg Daily Profit (%) -0.8308 0.0451 -0.8759 0.2316 0 0.2753
Buy And Hold Return (%) 205.8673 205.8673 205.8673 205.8673 205.8673 205.8673
Max Trade Drawdown -1611560 -125078 -362014 -17147888 -13682927 -8594396
Profit Factor 0.2938 1.3541 0.1651 1.1313 0.6727 1.5964
Total Trades 68 34 34 68 34 34
Winning Trades 46 21 25 30 17 13
Losing Trades 22 13 9 38 17 21
Profitability (%) 67.6471 61.7647 73.5294 44.1176 50 38.2353
Ratio Avg Win / Avg Loss 0.1405 0.8382 0.0594 1.433 0.6727 2.5788
Largest Winning Trade 85351 85351 47030 29250128 6867915 29250128
Largest Losing Trade -1482887 -68981 -1482887 -9671259 -9671259 -4464166
Avg Bars in Trades 104 69 140 104 69 140
Avg Bars in Winners 33 27 38 112 73 163
Avg Bars in Losers 254 136 424 98 64 126
Bars Traded 7139 2347 4792 7139 2347 4792
Profit Streak 19.2985 0 99.7985 19.2985 0 99.7985
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -691431 -298217 -576269 -183286 -580795 308559
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": 1603951200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043390783,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -1534042.913771857,
            83246.4731341159,
            -1617289.3869059726,
            7059794.919611631,
            -8860081.37840853,
            15919876.298020164
        ],
        [
            -1534.042914,
            83.246473,
            -1617.289387,
            7059.79492,
            -8860.081378,
            15919.876298
        ],
        [
            -0.830784,
            0.045083,
            -0.875868,
            0.231574,
            0,
            0.275299
        ],
        [
            205.867347,
            205.867347,
            205.867347,
            205.867347,
            205.867347,
            205.867347
        ],
        [
            -1611560,
            -125078,
            -362014,
            -17147888,
            -13682927,
            -8594396
        ],
        [
            0.293816,
            1.35408,
            0.165137,
            1.131309,
            0.672721,
            1.596415
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            46,
            21,
            25,
            30,
            17,
            13
        ],
        [
            22,
            13,
            9,
            38,
            17,
            21
        ],
        [
            67.647059,
            61.764706,
            73.529412,
            44.117647,
            50,
            38.235294
        ],
        [
            0.140521,
            0.83824,
            0.059449,
            1.432992,
            0.672721,
            2.578824
        ],
        [
            85351,
            85351,
            47030,
            29250128,
            6867915,
            29250128
        ],
        [
            -1482887,
            -68981,
            -1482887,
            -9671259,
            -9671259,
            -4464166
        ],
        [
            104,
            69,
            140,
            104,
            69,
            140
        ],
        [
            33,
            27,
            38,
            112,
            73,
            163
        ],
        [
            254,
            136,
            424,
            98,
            64,
            126
        ],
        [
            7139,
            2347,
            4792,
            7139,
            2347,
            4792
        ],
        [
            19.298504,
            0,
            99.798504,
            19.298504,
            0,
            99.798504
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -691431,
            -298217,
            -576269,
            -183286,
            -580795,
            308559
        ]
    ]
}
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": 1603951200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043390783,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)