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Trade: RUNE/USDT/480/HMA/MIDPRICE/3671

Strategy
RUNE/USDT/480/HMA/MIDPRICE/3671
Pair
RUNE_USDT
Interval
8h
Score
666171
Daily Profit
0.397205
Profit Factor
3.451911
Profitability
56.097561
Streak
246.868180
Best Strategy
Training Data Length
1858.330000
Evaluation Time
2025-10-06 07:50
Expiration Time
2025-11-30 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 892780.6615 738138.0344 154642.6271 3412028.8249 286220.134 3125808.691
Total P&L (%) 892.7807 738.138 154.6426 3412.0288 286.2201 3125.8087
Avg Daily Profit (%) 0.4804 0.3972 0.0832 0.1917 0.0727 0.1871
Buy And Hold Return (%) 32.8483 32.8483 32.8483 32.8483 32.8483 32.8483
Max Trade Drawdown -193399 -112319 -119333 -4603144 -3414441 -1312243
Profit Factor 2.4578 3.4519 1.4966 1.3015 1.0406 1.7315
Total Trades 83 41 42 83 41 42
Winning Trades 46 23 23 46 23 23
Losing Trades 37 18 19 37 18 19
Profitability (%) 55.4217 56.0976 54.7619 55.4217 56.0976 54.7619
Ratio Avg Win / Avg Loss 1.9769 2.7015 1.2364 1.0469 0.8144 1.4304
Largest Winning Trade 253827 253827 63122 1911776 1751066 1911776
Largest Losing Trade -55312 -37109 -55312 -1419150 -1419150 -958555
Avg Bars in Trades 62 84 41 62 84 41
Avg Bars in Winners 76 98 55 76 98 55
Avg Bars in Losers 45 67 24 45 67 24
Bars Traded 5206 3467 1738 5206 3467 1738
Profit Streak 0 246.8682 0 0 246.8682 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523562 666171 -81498 269464 -271130 387325
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5575,
    "evaluation_days": 1858.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605715200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759726210779,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 46,
            "offset": 96
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 228,
            "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": [
        [
            892780.6614650436,
            738138.0343768757,
            154642.6270881675,
            3412028.8249434754,
            286220.1339926331,
            3125808.690950844
        ],
        [
            892.780661,
            738.138034,
            154.642627,
            3412.028825,
            286.220134,
            3125.808691
        ],
        [
            0.480421,
            0.397205,
            0.083216,
            0.191688,
            0.072739,
            0.187104
        ],
        [
            32.848349,
            32.848349,
            32.848349,
            32.848349,
            32.848349,
            32.848349
        ],
        [
            -193399,
            -112319,
            -119333,
            -4603144,
            -3414441,
            -1312243
        ],
        [
            2.457783,
            3.451911,
            1.49664,
            1.301525,
            1.040641,
            1.731493
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            55.421687,
            56.097561,
            54.761905,
            55.421687,
            56.097561,
            54.761905
        ],
        [
            1.976912,
            2.701495,
            1.236355,
            1.046879,
            0.814414,
            1.430364
        ],
        [
            253827,
            253827,
            63122,
            1911776,
            1751066,
            1911776
        ],
        [
            -55312,
            -37109,
            -55312,
            -1419150,
            -1419150,
            -958555
        ],
        [
            62,
            84,
            41,
            62,
            84,
            41
        ],
        [
            76,
            98,
            55,
            76,
            98,
            55
        ],
        [
            45,
            67,
            24,
            45,
            67,
            24
        ],
        [
            5206,
            3467,
            1738,
            5206,
            3467,
            1738
        ],
        [
            0,
            246.86818,
            0,
            0,
            246.86818,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523562,
            666171,
            -81498,
            269464,
            -271130,
            387325
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5575,
    "evaluation_days": 1858.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605715200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759726210779,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 46,
            "offset": 96
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 228,
            "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)