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Trade: RUNE/USDT/360/SSF/WMA/6028

Strategy
RUNE/USDT/360/SSF/WMA/6028
Pair
RUNE_USDT
Interval
6h
Score
508959
Daily Profit
0.414221
Profit Factor
3.664152
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1851.500000
Evaluation Time
2025-09-29 18:38
Expiration Time
2025-11-24 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 800560.2214 766929.6754 33630.5461 813020.1426 294283.1404 518737.0023
Total P&L (%) 800.5602 766.9297 33.6305 813.0201 294.2831 518.737
Avg Daily Profit (%) 0.4324 0.4142 0.0182 0.1195 0.0741 0.0985
Buy And Hold Return (%) 158.0288 158.0288 158.0288 158.0288 158.0288 158.0288
Max Trade Drawdown -87624 -59093 -75924 -1048785 -668187 -658365
Profit Factor 2.1549 3.6642 1.083 1.2674 1.1891 1.3495
Total Trades 71 36 35 71 36 35
Winning Trades 32 17 15 32 17 15
Losing Trades 39 19 20 39 19 20
Profitability (%) 45.0704 47.2222 42.8571 45.0704 47.2222 42.8571
Ratio Avg Win / Avg Loss 2.6262 4.0952 1.444 1.5446 1.3289 1.7993
Largest Winning Trade 393696 393696 74398 472202 375164 472202
Largest Losing Trade -46507 -37582 -46507 -261152 -261152 -171369
Avg Bars in Trades 102 101 102 102 101 102
Avg Bars in Winners 164 155 175 164 155 175
Avg Bars in Losers 50 54 47 50 54 47
Bars Traded 7248 3665 3583 7248 3665 3583
Profit Streak 0 0 162.9021 0 0 162.9021
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80361 508959 -465449 -126465 -115434 -64263
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600624800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160338873,
    "expiration_time": 1763946288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 67,
            "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": [
        [
            800560.2214342483,
            766929.6753520536,
            33630.546082195,
            813020.14263998,
            294283.1403761602,
            518737.0022638197
        ],
        [
            800.560221,
            766.929675,
            33.630546,
            813.020143,
            294.28314,
            518.737002
        ],
        [
            0.432385,
            0.414221,
            0.018164,
            0.11952,
            0.074124,
            0.098483
        ],
        [
            158.028793,
            158.028793,
            158.028793,
            158.028793,
            158.028793,
            158.028793
        ],
        [
            -87624,
            -59093,
            -75924,
            -1048785,
            -668187,
            -658365
        ],
        [
            2.154851,
            3.664152,
            1.082968,
            1.267357,
            1.189052,
            1.349475
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            45.070423,
            47.222222,
            42.857143,
            45.070423,
            47.222222,
            42.857143
        ],
        [
            2.626225,
            4.095229,
            1.443957,
            1.544591,
            1.32894,
            1.7993
        ],
        [
            393696,
            393696,
            74398,
            472202,
            375164,
            472202
        ],
        [
            -46507,
            -37582,
            -46507,
            -261152,
            -261152,
            -171369
        ],
        [
            102,
            101,
            102,
            102,
            101,
            102
        ],
        [
            164,
            155,
            175,
            164,
            155,
            175
        ],
        [
            50,
            54,
            47,
            50,
            54,
            47
        ],
        [
            7248,
            3665,
            3583,
            7248,
            3665,
            3583
        ],
        [
            0,
            0,
            162.90207,
            0,
            0,
            162.90207
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -80361,
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            -465449,
            -126465,
            -115434,
            -64263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600624800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160338873,
    "expiration_time": 1763946288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 67,
            "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)