← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: RUNE/USDT/480/SINWMA/FWMA/5233

Strategy
RUNE/USDT/480/SINWMA/FWMA/5233
Pair
RUNE_USDT
Interval
8h
Score
409006
Daily Profit
0.556936
Profit Factor
2.953225
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
1848.330000
Evaluation Time
2025-09-26 05:48
Expiration Time
2025-11-20 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1029401.7282 872472.9472 156928.781 12763583.3947 5044117.8324 7719465.5624
Total P&L (%) 1029.4017 872.4729 156.9288 12763.5834 5044.1178 7719.4656
Avg Daily Profit (%) 0.5569 0.472 0.0849 0.2631 0.2134 0.2361
Buy And Hold Return (%) 158.1609 158.1609 158.1609 158.1609 158.1609 158.1609
Max Trade Drawdown -85740 -60778 -60519 -16757166 -12303781 -11175071
Profit Factor 2.9532 4.36 1.5869 1.3053 1.2257 1.3968
Total Trades 99 50 49 99 50 49
Winning Trades 36 20 16 36 20 16
Losing Trades 63 30 33 63 30 33
Profitability (%) 36.3636 40 32.6531 36.3636 40 32.6531
Ratio Avg Win / Avg Loss 5.1681 6.54 3.2731 2.2844 1.8386 2.8808
Largest Winning Trade 403709 403709 75055 8715744 8715744 8340079
Largest Losing Trade -32194 -23739 -32194 -4742048 -4742048 -3070231
Avg Bars in Trades 54 51 57 54 51 57
Avg Bars in Winners 119 107 134 119 107 134
Avg Bars in Losers 17 14 20 17 14 20
Bars Traded 5423 2590 2833 5423 2590 2833
Profit Streak 0 0 43.4501 0 0 43.4501
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409006 -167244 -248528 171558 -175050 145294

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602086400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854885913,
    "expiration_time": 1763635680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 11,
            "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": [
        [
            1029401.7281808911,
            872472.9472066837,
            156928.7809742089,
            12763583.394724466,
            5044117.832364723,
            7719465.562359741
        ],
        [
            1029.401728,
            872.472947,
            156.928781,
            12763.583395,
            5044.117832,
            7719.465562
        ],
        [
            0.556936,
            0.472033,
            0.084903,
            0.263123,
            0.213417,
            0.236124
        ],
        [
            158.16092,
            158.16092,
            158.16092,
            158.16092,
            158.16092,
            158.16092
        ],
        [
            -85740,
            -60778,
            -60519,
            -16757166,
            -12303781,
            -11175071
        ],
        [
            2.953225,
            4.360031,
            1.586947,
            1.305344,
            1.225744,
            1.39676
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            36.363636,
            40,
            32.653061,
            36.363636,
            40,
            32.653061
        ],
        [
            5.168144,
            6.540046,
            3.273079,
            2.284352,
            1.838616,
            2.880817
        ],
        [
            403709,
            403709,
            75055,
            8715744,
            8715744,
            8340079
        ],
        [
            -32194,
            -23739,
            -32194,
            -4742048,
            -4742048,
            -3070231
        ],
        [
            54,
            51,
            57,
            54,
            51,
            57
        ],
        [
            119,
            107,
            134,
            119,
            107,
            134
        ],
        [
            17,
            14,
            20,
            17,
            14,
            20
        ],
        [
            5423,
            2590,
            2833,
            5423,
            2590,
            2833
        ],
        [
            0,
            0,
            43.450068,
            0,
            0,
            43.450068
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409006,
            -167244,
            -248528,
            171558,
            -175050,
            145294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602086400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854885913,
    "expiration_time": 1763635680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 11,
            "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)