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Trade: RUNE/USDT/720/HMA/VWMA/6728

Strategy
RUNE/USDT/720/HMA/VWMA/6728
Pair
RUNE_USDT
Interval
12h
Score
300068
Daily Profit
0.224335
Profit Factor
2.443221
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
1861.000000
Evaluation Time
2025-10-09 00:55
Expiration Time
2025-12-03 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 552092.5944 417487.9127 134604.6817 774423.0638 286619.5754 487803.4884
Total P&L (%) 552.0926 417.4879 134.6047 774.4231 286.6196 487.8035
Avg Daily Profit (%) 0.2967 0.2243 0.0723 0.1166 0.0727 0.0952
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106925 -69732 -82040 -1301635 -884624 -761078
Profit Factor 2.0409 2.4432 1.5583 1.246 1.1543 1.3782
Total Trades 67 33 34 67 33 34
Winning Trades 30 13 17 30 13 17
Losing Trades 37 20 17 37 20 17
Profitability (%) 44.7761 39.3939 50 44.7761 39.3939 50
Ratio Avg Win / Avg Loss 2.5172 3.7588 1.5583 1.5368 1.7758 1.3782
Largest Winning Trade 170652 170652 76937 522909 522909 369531
Largest Losing Trade -36846 -36846 -35246 -579268 -579268 -423893
Avg Bars in Trades 50 56 44 50 56 44
Avg Bars in Winners 86 105 71 86 105 71
Avg Bars in Losers 20 24 17 20 24 17
Bars Traded 3357 1858 1499 3357 1858 1499
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 -110565 300068 -93611 -159385 -149749 -65300
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3722,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1610366400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759960554178,
    "expiration_time": 1764748512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "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": [
        [
            552092.5943819085,
            417487.9126710566,
            134604.6817108518,
            774423.0637899383,
            286619.5754278068,
            487803.4883621313
        ],
        [
            552.092594,
            417.487913,
            134.604682,
            774.423064,
            286.619575,
            487.803488
        ],
        [
            0.296664,
            0.224335,
            0.072329,
            0.116586,
            0.07269,
            0.095221
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106925,
            -69732,
            -82040,
            -1301635,
            -884624,
            -761078
        ],
        [
            2.040943,
            2.443221,
            1.558289,
            1.246037,
            1.154275,
            1.378216
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            44.776119,
            39.393939,
            50,
            44.776119,
            39.393939,
            50
        ],
        [
            2.517163,
            3.758802,
            1.558289,
            1.536779,
            1.775808,
            1.378216
        ],
        [
            170652,
            170652,
            76937,
            522909,
            522909,
            369531
        ],
        [
            -36846,
            -36846,
            -35246,
            -579268,
            -579268,
            -423893
        ],
        [
            50,
            56,
            44,
            50,
            56,
            44
        ],
        [
            86,
            105,
            71,
            86,
            105,
            71
        ],
        [
            20,
            24,
            17,
            20,
            24,
            17
        ],
        [
            3357,
            1858,
            1499,
            3357,
            1858,
            1499
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110565,
            300068,
            -93611,
            -159385,
            -149749,
            -65300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3722,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1610366400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759960554178,
    "expiration_time": 1764748512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "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)