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Trade: RUNE/USDT/360/VWMA/SWMA/2459

Strategy
RUNE/USDT/360/VWMA/SWMA/2459
Pair
RUNE_USDT
Interval
6h
Score
339156
Daily Profit
0.541331
Profit Factor
2.931458
Profitability
30.909091
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-03 07:14
Expiration Time
2025-11-27 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1004168.7287 869942.9294 134225.7993 12622059.9781 6300013.3759 6322046.6022
Total P&L (%) 1004.1687 869.9429 134.2258 12622.06 6300.0134 6322.0466
Avg Daily Profit (%) 0.5413 0.469 0.0724 0.2616 0.2245 0.2246
Buy And Hold Return (%) 103.8721 103.8721 103.8721 103.8721 103.8721 103.8721
Max Trade Drawdown -73132 -46626 -56044 -3402711 -3090956 -2362671
Profit Factor 2.9315 4.7342 1.4678 1.6434 1.5907 1.7063
Total Trades 110 55 55 110 55 55
Winning Trades 34 18 16 34 18 16
Losing Trades 76 37 39 76 37 39
Profitability (%) 30.9091 32.7273 29.0909 30.9091 32.7273 29.0909
Ratio Avg Win / Avg Loss 6.5527 9.7313 3.5777 3.6736 3.2698 4.1591
Largest Winning Trade 363207 363207 77566 4764276 4355866 4764276
Largest Losing Trade -22113 -18034 -22113 -1085261 -988723 -1085261
Avg Bars in Trades 65 61 69 65 61 69
Avg Bars in Winners 161 135 191 161 135 191
Avg Bars in Losers 22 26 18 22 26 18
Bars Traded 7198 3398 3800 7198 3398 3800
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 339156 -169113 -361089 163594 -175832 -180635
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7420,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759464853810,
    "expiration_time": 1764257760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 6,
            "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": [
        [
            1004168.7286531476,
            869942.9293719897,
            134225.7992811583,
            12622059.97808223,
            6300013.375918673,
            6322046.602163555
        ],
        [
            1004.168729,
            869.942929,
            134.225799,
            12622.059978,
            6300.013376,
            6322.046602
        ],
        [
            0.541331,
            0.468972,
            0.072359,
            0.261577,
            0.22445,
            0.224636
        ],
        [
            103.872054,
            103.872054,
            103.872054,
            103.872054,
            103.872054,
            103.872054
        ],
        [
            -73132,
            -46626,
            -56044,
            -3402711,
            -3090956,
            -2362671
        ],
        [
            2.931458,
            4.734161,
            1.467795,
            1.643448,
            1.590713,
            1.706281
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            30.909091,
            32.727273,
            29.090909,
            30.909091,
            32.727273,
            29.090909
        ],
        [
            6.55267,
            9.731331,
            3.577749,
            3.67359,
            3.269798,
            4.159061
        ],
        [
            363207,
            363207,
            77566,
            4764276,
            4355866,
            4764276
        ],
        [
            -22113,
            -18034,
            -22113,
            -1085261,
            -988723,
            -1085261
        ],
        [
            65,
            61,
            69,
            65,
            61,
            69
        ],
        [
            161,
            135,
            191,
            161,
            135,
            191
        ],
        [
            22,
            26,
            18,
            22,
            26,
            18
        ],
        [
            7198,
            3398,
            3800,
            7198,
            3398,
            3800
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339156,
            -169113,
            -361089,
            163594,
            -175832,
            -180635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7420,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759464853810,
    "expiration_time": 1764257760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 6,
            "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)