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Trade: RUNE/USDT/360/SSF/ZLMA/2635

Strategy
RUNE/USDT/360/SSF/ZLMA/2635
Pair
RUNE_USDT
Interval
6h
Score
723978
Daily Profit
0.618491
Profit Factor
6.905405
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1850.750000
Evaluation Time
2025-09-29 02:45
Expiration Time
2025-11-23 08:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1291792.2152 1144672.9175 147119.2977 10325194.7436 3621974.464 6703220.2796
Total P&L (%) 1291.7922 1144.6729 147.1193 10325.1947 3621.9745 6703.2203
Avg Daily Profit (%) 0.698 0.6185 0.0795 0.2514 0.1956 0.2283
Buy And Hold Return (%) 109.6803 109.6803 109.6803 109.6803 109.6803 109.6803
Max Trade Drawdown -83802 -55791 -53004 -5167785 -3441359 -3098454
Profit Factor 3.8015 6.9054 1.5504 1.5905 1.3478 1.9479
Total Trades 63 32 31 63 32 31
Winning Trades 30 16 14 30 16 14
Losing Trades 33 16 17 33 16 17
Profitability (%) 47.619 50 45.1613 47.619 50 45.1613
Ratio Avg Win / Avg Loss 4.1816 6.9054 1.8827 1.7495 1.3478 2.3653
Largest Winning Trade 761652 761652 75965 4347425 3489619 4347425
Largest Losing Trade -38267 -35060 -38267 -2044434 -2044434 -1208233
Avg Bars in Trades 114 108 120 114 108 120
Avg Bars in Winners 188 171 207 188 171 207
Avg Bars in Losers 47 45 49 47 45 49
Bars Traded 7208 3469 3739 7208 3469 3739
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 -132715 723978 -145594 -140478 300371 362066
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7403,
    "evaluation_days": 1850.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601316000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759103106322,
    "expiration_time": 1763879544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "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": [
        [
            1291792.2151921983,
            1144672.9174994612,
            147119.2976927371,
            10325194.74358205,
            3621974.463999494,
            6703220.2795825545
        ],
        [
            1291.792215,
            1144.672917,
            147.119298,
            10325.194744,
            3621.974464,
            6703.22028
        ],
        [
            0.697983,
            0.618491,
            0.079492,
            0.251393,
            0.195617,
            0.228275
        ],
        [
            109.680332,
            109.680332,
            109.680332,
            109.680332,
            109.680332,
            109.680332
        ],
        [
            -83802,
            -55791,
            -53004,
            -5167785,
            -3441359,
            -3098454
        ],
        [
            3.801456,
            6.905405,
            1.550432,
            1.590455,
            1.347762,
            1.947888
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            47.619048,
            50,
            45.16129,
            47.619048,
            50,
            45.16129
        ],
        [
            4.181601,
            6.905405,
            1.882667,
            1.7495,
            1.347762,
            2.365293
        ],
        [
            761652,
            761652,
            75965,
            4347425,
            3489619,
            4347425
        ],
        [
            -38267,
            -35060,
            -38267,
            -2044434,
            -2044434,
            -1208233
        ],
        [
            114,
            108,
            120,
            114,
            108,
            120
        ],
        [
            188,
            171,
            207,
            188,
            171,
            207
        ],
        [
            47,
            45,
            49,
            47,
            45,
            49
        ],
        [
            7208,
            3469,
            3739,
            7208,
            3469,
            3739
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132715,
            723978,
            -145594,
            -140478,
            300371,
            362066
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7403,
    "evaluation_days": 1850.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601316000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759103106322,
    "expiration_time": 1763879544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "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)