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Trade: RUNE/USDT/480/SSF/MIDPOINT/5409

Strategy
RUNE/USDT/480/SSF/MIDPOINT/5409
Pair
RUNE_USDT
Interval
8h
Score
336160
Daily Profit
0.340974
Profit Factor
1.676951
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1861.000000
Evaluation Time
2025-10-08 23:48
Expiration Time
2025-12-03 13:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634552.6241 659727.2562 -25174.6321 102006.353 486004.782 -383998.4291
Total P&L (%) 634.5526 659.7273 -25.1746 102.0064 486.0048 -383.9984
Avg Daily Profit (%) 0.341 0.3545 -0.0135 0.0378 0.0951 0
Buy And Hold Return (%) 107.9817 107.9817 107.9817 107.9817 107.9817 107.9817
Max Trade Drawdown -120449 -87556 -143486 -890425 -355232 -604096
Profit Factor 1.677 2.4499 0.9478 1.0362 1.3914 0.7563
Total Trades 111 56 55 111 56 55
Winning Trades 48 25 23 48 25 23
Losing Trades 63 31 32 63 31 32
Profitability (%) 43.2432 44.6429 41.8182 43.2432 44.6429 41.8182
Ratio Avg Win / Avg Loss 2.201 3.0379 1.3187 1.36 1.7254 1.0522
Largest Winning Trade 238939 238939 77989 301761 301761 288287
Largest Losing Trade -54128 -38523 -54128 -353304 -161939 -353304
Avg Bars in Trades 49 50 48 49 50 48
Avg Bars in Winners 76 75 78 76 75 78
Avg Bars in Losers 28 30 26 28 30 26
Bars Traded 5464 2822 2642 5464 2822 2642
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 336160 -168705 -762348 -491229 -248227 -762348
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5583,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600156800000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956488003,
    "expiration_time": 1764762912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 35,
            "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": [
        [
            634552.6240595358,
            659727.2561739625,
            -25174.6321144266,
            102006.3529532319,
            486004.7820292163,
            -383998.4290759843
        ],
        [
            634.552624,
            659.727256,
            -25.174632,
            102.006353,
            486.004782,
            -383.998429
        ],
        [
            0.340974,
            0.354501,
            -0.013527,
            0.037789,
            0.095056,
            0
        ],
        [
            107.981716,
            107.981716,
            107.981716,
            107.981716,
            107.981716,
            107.981716
        ],
        [
            -120449,
            -87556,
            -143486,
            -890425,
            -355232,
            -604096
        ],
        [
            1.676951,
            2.449887,
            0.947808,
            1.036208,
            1.391417,
            0.756284
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            43.243243,
            44.642857,
            41.818182,
            43.243243,
            44.642857,
            41.818182
        ],
        [
            2.200998,
            3.03786,
            1.31869,
            1.360023,
            1.725357,
            1.052221
        ],
        [
            238939,
            238939,
            77989,
            301761,
            301761,
            288287
        ],
        [
            -54128,
            -38523,
            -54128,
            -353304,
            -161939,
            -353304
        ],
        [
            49,
            50,
            48,
            49,
            50,
            48
        ],
        [
            76,
            75,
            78,
            76,
            75,
            78
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            5464,
            2822,
            2642,
            5464,
            2822,
            2642
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336160,
            -168705,
            -762348,
            -491229,
            -248227,
            -762348
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5583,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600156800000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956488003,
    "expiration_time": 1764762912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 35,
            "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)