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Trade: RUNE/USDT/360/VWMA/HILO/6654

Strategy
RUNE/USDT/360/VWMA/HILO/6654
Pair
RUNE_USDT
Interval
6h
Score
642089
Daily Profit
0.846243
Profit Factor
8.834906
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 02:56
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 1634661.663 1562587.1551 72074.5079 1499231.6014 1600655.7531 -101424.1518
Total P&L (%) 1634.6617 1562.5872 72.0745 1499.2316 1600.6558 -101.4242
Avg Daily Profit (%) 0.8853 0.8462 0.039 0.1502 0.1536 0
Buy And Hold Return (%) 192.7246 192.7246 192.7246 192.7246 192.7246 192.7246
Max Trade Drawdown -110362 -69342 -68001 -1659792 -668241 -1289190
Profit Factor 4.4659 8.8349 1.2648 1.264 1.7364 0.9711
Total Trades 69 35 34 69 35 34
Winning Trades 32 14 18 32 14 18
Losing Trades 37 21 16 37 21 16
Profitability (%) 46.3768 40 52.9412 46.3768 40 52.9412
Ratio Avg Win / Avg Loss 5.1637 13.2524 1.1243 1.4615 2.6046 0.8632
Largest Winning Trade 1405103 1405103 74335 1405103 1405103 734668
Largest Losing Trade -53657 -26334 -53657 -1102673 -332484 -1102673
Avg Bars in Trades 102 95 111 102 95 111
Avg Bars in Winners 169 181 159 169 181 159
Avg Bars in Losers 45 37 57 45 37 57
Bars Traded 7104 3325 3779 7104 3325 3779
Profit Streak 0 0 69.9975 0 0 69.9975
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87043 642089 -305339 -100210 253220 -579445
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": 1604102400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759017387381,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1634661.662999348,
            1562587.1550512102,
            72074.5079481373,
            1499231.6013778246,
            1600655.753137847,
            -101424.1517600229
        ],
        [
            1634.661663,
            1562.587155,
            72.074508,
            1499.231601,
            1600.655753,
            -101.424152
        ],
        [
            0.885276,
            0.846243,
            0.039033,
            0.15024,
            0.153576,
            0
        ],
        [
            192.724609,
            192.724609,
            192.724609,
            192.724609,
            192.724609,
            192.724609
        ],
        [
            -110362,
            -69342,
            -68001,
            -1659792,
            -668241,
            -1289190
        ],
        [
            4.465933,
            8.834906,
            1.264787,
            1.263968,
            1.7364,
            0.971071
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            46.376812,
            40,
            52.941176,
            46.376812,
            40,
            52.941176
        ],
        [
            5.163735,
            13.252359,
            1.124255,
            1.461463,
            2.6046,
            0.863174
        ],
        [
            1405103,
            1405103,
            74335,
            1405103,
            1405103,
            734668
        ],
        [
            -53657,
            -26334,
            -53657,
            -1102673,
            -332484,
            -1102673
        ],
        [
            102,
            95,
            111,
            102,
            95,
            111
        ],
        [
            169,
            181,
            159,
            169,
            181,
            159
        ],
        [
            45,
            37,
            57,
            45,
            37,
            57
        ],
        [
            7104,
            3325,
            3779,
            7104,
            3325,
            3779
        ],
        [
            0,
            0,
            69.997539,
            0,
            0,
            69.997539
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            -87043,
            642089,
            -305339,
            -100210,
            253220,
            -579445
        ]
    ]
}
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": 1604102400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759017387381,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)