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Trade: RUNE/USDT/720/DCL/HWMA/5632

Strategy
RUNE/USDT/720/DCL/HWMA/5632
Pair
RUNE_USDT
Interval
12h
Score
643271
Daily Profit
0.788201
Profit Factor
2.669028
Profitability
47.058824
Streak
29.703132
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-25 19:52
Expiration Time
2025-11-18 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1455806.5494 1503913.6977 -48107.1483 -22365.6346 -148690.8087 126325.1741
Total P&L (%) 1455.8065 1503.9137 -48.1071 -22.3656 -148.6908 126.3252
Avg Daily Profit (%) 0.7882 0.8142 -0.026 -0.0137 0 0.0442
Buy And Hold Return (%) 64.8337 64.8337 64.8337 64.8337 64.8337 64.8337
Max Trade Drawdown -265901 -184395 -125337 -2468894 -2486472 -912221
Profit Factor 2.669 3.485 0.8199 0.9969 0.9732 1.078
Total Trades 119 59 60 119 59 60
Winning Trades 56 23 33 56 23 33
Losing Trades 63 36 27 63 36 27
Profitability (%) 47.0588 38.9831 55 47.0588 38.9831 55
Ratio Avg Win / Avg Loss 3.0027 5.4548 0.6708 1.1215 1.5232 0.882
Largest Winning Trade 1279981 1279981 18553 1572390 1572390 273999
Largest Losing Trade -45480 -45015 -45480 -895192 -895192 -261599
Avg Bars in Trades 30 53 7 30 53 7
Avg Bars in Winners 31 66 7 31 66 7
Avg Bars in Losers 29 45 7 29 45 7
Bars Traded 3615 3185 430 3615 3185 430
Profit Streak 29.7031 0 108.7031 29.7031 0 108.7031
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 643271 -161398 -748074 -579399 -759242 -444750

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819150622,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1455806.5494017894,
            1503913.6977194154,
            -48107.148317626,
            -22365.6346366584,
            -148690.8087091199,
            126325.1740724617
        ],
        [
            1455.806549,
            1503.913698,
            -48.107148,
            -22.365635,
            -148.690809,
            126.325174
        ],
        [
            0.788201,
            0.814247,
            -0.026046,
            -0.013706,
            0,
            0.044233
        ],
        [
            64.833654,
            64.833654,
            64.833654,
            64.833654,
            64.833654,
            64.833654
        ],
        [
            -265901,
            -184395,
            -125337,
            -2468894,
            -2486472,
            -912221
        ],
        [
            2.669028,
            3.485023,
            0.819862,
            0.996876,
            0.973162,
            1.078001
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            56,
            23,
            33,
            56,
            23,
            33
        ],
        [
            63,
            36,
            27,
            63,
            36,
            27
        ],
        [
            47.058824,
            38.983051,
            55,
            47.058824,
            38.983051,
            55
        ],
        [
            3.002656,
            5.454818,
            0.670796,
            1.121486,
            1.523211,
            0.882001
        ],
        [
            1279981,
            1279981,
            18553,
            1572390,
            1572390,
            273999
        ],
        [
            -45480,
            -45015,
            -45480,
            -895192,
            -895192,
            -261599
        ],
        [
            30,
            53,
            7,
            30,
            53,
            7
        ],
        [
            31,
            66,
            7,
            31,
            66,
            7
        ],
        [
            29,
            45,
            7,
            29,
            45,
            7
        ],
        [
            3615,
            3185,
            430,
            3615,
            3185,
            430
        ],
        [
            29.703132,
            0,
            108.703132,
            29.703132,
            0,
            108.703132
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            643271,
            -161398,
            -748074,
            -579399,
            -759242,
            -444750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819150622,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)