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Trade: RUNE/USDT/360/SWMA/FWMA/5846

Strategy
RUNE/USDT/360/SWMA/FWMA/5846
Pair
RUNE_USDT
Interval
6h
Score
433041
Daily Profit
0.627909
Profit Factor
3.925815
Profitability
32.222222
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 07:30
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 1159433.9804 947639.0869 211794.8934 50291330.4086 23437048.4772 26854281.9314
Total P&L (%) 1159.434 947.6391 211.7949 50291.3304 23437.0485 26854.2819
Avg Daily Profit (%) 0.6279 0.5132 0.1147 0.3376 0.2962 0.3036
Buy And Hold Return (%) 125.3336 125.3336 125.3336 125.3336 125.3336 125.3336
Max Trade Drawdown -74179 -30881 -53719 -38174064 -18545418 -25681504
Profit Factor 3.9258 6.2797 1.977 1.527 1.4789 1.5776
Total Trades 90 45 45 90 45 45
Winning Trades 29 14 15 29 14 15
Losing Trades 61 31 30 61 31 30
Profitability (%) 32.2222 31.1111 33.3333 32.2222 31.1111 33.3333
Ratio Avg Win / Avg Loss 8.2577 13.9051 3.9539 3.212 3.2748 3.1552
Largest Winning Trade 419896 419896 77494 24582133 18441906 24582133
Largest Losing Trade -21677 -15447 -21677 -7604142 -7604142 -7133197
Avg Bars in Trades 79 75 84 79 75 84
Avg Bars in Winners 197 180 212 197 180 212
Avg Bars in Losers 24 28 20 24 28 20
Bars Traded 7189 3401 3788 7189 3401 3788
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 433041 430680 -51487 184397 139271 194354

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": 1602784800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861039586,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 15,
            "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": [
        [
            1159433.9803614772,
            947639.0869180431,
            211794.8934434346,
            50291330.40858889,
            23437048.47721877,
            26854281.931370147
        ],
        [
            1159.43398,
            947.639087,
            211.794893,
            50291.330409,
            23437.048477,
            26854.281931
        ],
        [
            0.627909,
            0.513208,
            0.114701,
            0.337552,
            0.296195,
            0.303559
        ],
        [
            125.333584,
            125.333584,
            125.333584,
            125.333584,
            125.333584,
            125.333584
        ],
        [
            -74179,
            -30881,
            -53719,
            -38174064,
            -18545418,
            -25681504
        ],
        [
            3.925815,
            6.279724,
            1.976955,
            1.526997,
            1.478927,
            1.577593
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            32.222222,
            31.111111,
            33.333333,
            32.222222,
            31.111111,
            33.333333
        ],
        [
            8.257749,
            13.905104,
            3.953911,
            3.211959,
            3.274767,
            3.155186
        ],
        [
            419896,
            419896,
            77494,
            24582133,
            18441906,
            24582133
        ],
        [
            -21677,
            -15447,
            -21677,
            -7604142,
            -7604142,
            -7133197
        ],
        [
            79,
            75,
            84,
            79,
            75,
            84
        ],
        [
            197,
            180,
            212,
            197,
            180,
            212
        ],
        [
            24,
            28,
            20,
            24,
            28,
            20
        ],
        [
            7189,
            3401,
            3788,
            7189,
            3401,
            3788
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433041,
            430680,
            -51487,
            184397,
            139271,
            194354
        ]
    ]
}
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": 1602784800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861039586,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 15,
            "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)