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Trade: RUNE/USDT/720/JMA/SUPERTREND/5926

Strategy
RUNE/USDT/720/JMA/SUPERTREND/5926
Pair
RUNE_USDT
Interval
12h
Score
354509
Daily Profit
0.257406
Profit Factor
2.143734
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-27 02:23
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 455263.0064 475428.4251 -20165.4187 -27683.0883 285835.478 -313518.5663
Total P&L (%) 455.263 475.4284 -20.1654 -27.6831 285.8355 -313.5186
Avg Daily Profit (%) 0.2465 0.2574 -0.0109 -0.0175 0.0731 0
Buy And Hold Return (%) 15.8902 15.8902 15.8902 15.8902 15.8902 15.8902
Max Trade Drawdown -158842 -83793 -124969 -773153 -305783 -609740
Profit Factor 1.542 2.1437 0.9525 0.9838 1.4295 0.7003
Total Trades 97 48 49 97 48 49
Winning Trades 42 21 21 42 21 21
Losing Trades 55 27 28 55 27 28
Profitability (%) 43.299 43.75 42.8571 43.299 43.75 42.8571
Ratio Avg Win / Avg Loss 2.0193 2.7562 1.27 1.2883 1.8379 0.9337
Largest Winning Trade 191349 191349 67501 239894 239894 233172
Largest Losing Trade -77974 -53815 -77974 -574302 -130682 -574302
Avg Bars in Trades 34 39 29 34 39 29
Avg Bars in Winners 49 56 42 49 56 42
Avg Bars in Losers 22 26 19 22 26 19
Bars Traded 3344 1916 1428 3344 1916 1428
Profit Streak 105.4749 0 263.9749 105.4749 0 263.9749
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320617 354509 -580164 -580897 -95653 -581830
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1608422400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929029912,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 92,
            "offset": 0,
            "multiplier": 3.69553
        }
    }
}
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": [
        [
            455263.0063834927,
            475428.425097386,
            -20165.4187138931,
            -27683.0882529647,
            285835.4779988139,
            -313518.5662517787
        ],
        [
            455.263006,
            475.428425,
            -20.165419,
            -27.683088,
            285.835478,
            -313.518566
        ],
        [
            0.246488,
            0.257406,
            -0.010918,
            -0.017546,
            0.073131,
            0
        ],
        [
            15.890199,
            15.890199,
            15.890199,
            15.890199,
            15.890199,
            15.890199
        ],
        [
            -158842,
            -83793,
            -124969,
            -773153,
            -305783,
            -609740
        ],
        [
            1.542002,
            2.143734,
            0.952472,
            0.983825,
            1.4295,
            0.700267
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            43.298969,
            43.75,
            42.857143,
            43.298969,
            43.75,
            42.857143
        ],
        [
            2.019289,
            2.756229,
            1.269963,
            1.288343,
            1.837928,
            0.93369
        ],
        [
            191349,
            191349,
            67501,
            239894,
            239894,
            233172
        ],
        [
            -77974,
            -53815,
            -77974,
            -574302,
            -130682,
            -574302
        ],
        [
            34,
            39,
            29,
            34,
            39,
            29
        ],
        [
            49,
            56,
            42,
            49,
            56,
            42
        ],
        [
            22,
            26,
            19,
            22,
            26,
            19
        ],
        [
            3344,
            1916,
            1428,
            3344,
            1916,
            1428
        ],
        [
            105.474883,
            0,
            263.974883,
            105.474883,
            0,
            263.974883
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320617,
            354509,
            -580164,
            -580897,
            -95653,
            -581830
        ]
    ]
}
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": 1608422400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929029912,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 92,
            "offset": 0,
            "multiplier": 3.69553
        }
    }
}

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)