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Trade: RUNE/USDT/720/HWMA/ZLMA/4917

Strategy
RUNE/USDT/720/HWMA/ZLMA/4917
Pair
RUNE_USDT
Interval
12h
Score
741261
Daily Profit
0.762394
Profit Factor
6.134452
Profitability
46.666667
Streak
56.073699
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-10-07 04:46
Expiration Time
2025-12-01 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1262391.6782 1417671.5587 -155279.8806 -161588.6871 -323308.7906 161720.1035
Total P&L (%) 1262.3917 1417.6716 -155.2799 -161.5887 -323.3088 161.7201
Avg Daily Profit (%) 0.6789 0.7624 -0.0835 0 0 0.0518
Buy And Hold Return (%) 145.7871 145.7871 145.7871 145.7871 145.7871 145.7871
Max Trade Drawdown -160406 -90863 -158918 -890789 -555738 -210992
Profit Factor 2.6366 6.1345 0.6865 0.8912 0.5735 1.2225
Total Trades 60 30 30 60 30 30
Winning Trades 30 14 16 28 15 13
Losing Trades 30 16 14 32 15 17
Profitability (%) 50 46.6667 53.3333 46.6667 50 43.3333
Ratio Avg Win / Avg Loss 2.6366 7.0108 0.6007 1.0185 0.5735 1.5987
Largest Winning Trade 1411104 1411104 70626 441026 137858 441026
Largest Losing Trade -149360 -41136 -149360 -555738 -555738 -209461
Avg Bars in Trades 60 57 62 60 57 62
Avg Bars in Winners 77 69 85 43 49 37
Avg Bars in Losers 42 47 36 74 65 82
Bars Traded 3601 1724 1877 3601 1724 1877
Profit Streak 56.0737 56.0737 76.5737 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154938 741261 -579428 -753907 -580825 -257497
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603152000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801567577,
    "expiration_time": 1764615024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 68,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 93,
            "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": [
        [
            1262391.6781892336,
            1417671.5587450147,
            -155279.8805557805,
            -161588.6871014675,
            -323308.7906394759,
            161720.1035380085
        ],
        [
            1262.391678,
            1417.671559,
            -155.279881,
            -161.588687,
            -323.308791,
            161.720104
        ],
        [
            0.678888,
            0.762394,
            -0.083506,
            0,
            0,
            0.051753
        ],
        [
            145.787094,
            145.787094,
            145.787094,
            145.787094,
            145.787094,
            145.787094
        ],
        [
            -160406,
            -90863,
            -158918,
            -890789,
            -555738,
            -210992
        ],
        [
            2.636567,
            6.134452,
            0.686465,
            0.891167,
            0.573496,
            1.222543
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            14,
            16,
            28,
            15,
            13
        ],
        [
            30,
            16,
            14,
            32,
            15,
            17
        ],
        [
            50,
            46.666667,
            53.333333,
            46.666667,
            50,
            43.333333
        ],
        [
            2.636567,
            7.010803,
            0.600657,
            1.018476,
            0.573496,
            1.59871
        ],
        [
            1411104,
            1411104,
            70626,
            441026,
            137858,
            441026
        ],
        [
            -149360,
            -41136,
            -149360,
            -555738,
            -555738,
            -209461
        ],
        [
            60,
            57,
            62,
            60,
            57,
            62
        ],
        [
            77,
            69,
            85,
            43,
            49,
            37
        ],
        [
            42,
            47,
            36,
            74,
            65,
            82
        ],
        [
            3601,
            1724,
            1877,
            3601,
            1724,
            1877
        ],
        [
            56.073699,
            56.073699,
            76.573699,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154938,
            741261,
            -579428,
            -753907,
            -580825,
            -257497
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603152000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801567577,
    "expiration_time": 1764615024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 68,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 93,
            "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)