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Trade: RUNE/USDT/720/KCB/HILO/5777

Strategy
RUNE/USDT/720/KCB/HILO/5777
Pair
RUNE_USDT
Interval
12h
Score
719083
Daily Profit
0.752257
Profit Factor
3.376039
Profitability
54.117647
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 1389418.144 1341215.4843 48202.6598 211337.3073 698636.1701 -487298.8629
Total P&L (%) 1389.4181 1341.2155 48.2027 211.3373 698.6362 -487.2989
Avg Daily Profit (%) 0.7523 0.7262 0.0261 0.0615 0.1126 0
Buy And Hold Return (%) 110.314 110.314 110.314 110.314 110.314 110.314
Max Trade Drawdown -117186 -54715 -94006 -1133223 -274946 -1068171
Profit Factor 3.376 7.8123 1.1243 1.0761 1.8838 0.7545
Total Trades 85 43 42 85 43 42
Winning Trades 46 20 26 46 20 26
Losing Trades 39 23 16 39 23 16
Profitability (%) 54.1176 46.5116 61.9048 54.1176 46.5116 61.9048
Ratio Avg Win / Avg Loss 2.8623 8.9841 0.6919 0.9124 2.1663 0.4643
Largest Winning Trade 1122729 1122729 72254 372662 372662 239856
Largest Losing Trade -90884 -24952 -90884 -1068171 -133419 -1068171
Avg Bars in Trades 42 35 49 42 35 49
Avg Bars in Winners 57 57 57 57 57 57
Avg Bars in Losers 24 17 34 24 17 34
Bars Traded 3599 1534 2065 3599 1534 2065
Profit Streak 0 0 70.4749 0 0 70.4749
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 719083 711267 -406727 -255922 -40489 -578223

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929034447,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1389418.1440385203,
            1341215.4842747024,
            48202.6597638184,
            211337.3072565194,
            698636.1701163184,
            -487298.8628597988
        ],
        [
            1389.418144,
            1341.215484,
            48.20266,
            211.337307,
            698.63617,
            -487.298863
        ],
        [
            0.752257,
            0.726159,
            0.026098,
            0.061508,
            0.112556,
            0
        ],
        [
            110.31398,
            110.31398,
            110.31398,
            110.31398,
            110.31398,
            110.31398
        ],
        [
            -117186,
            -54715,
            -94006,
            -1133223,
            -274946,
            -1068171
        ],
        [
            3.376039,
            7.81225,
            1.124272,
            1.076142,
            1.883772,
            0.754517
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            54.117647,
            46.511628,
            61.904762,
            54.117647,
            46.511628,
            61.904762
        ],
        [
            2.862294,
            8.984087,
            0.69186,
            0.912381,
            2.166337,
            0.464318
        ],
        [
            1122729,
            1122729,
            72254,
            372662,
            372662,
            239856
        ],
        [
            -90884,
            -24952,
            -90884,
            -1068171,
            -133419,
            -1068171
        ],
        [
            42,
            35,
            49,
            42,
            35,
            49
        ],
        [
            57,
            57,
            57,
            57,
            57,
            57
        ],
        [
            24,
            17,
            34,
            24,
            17,
            34
        ],
        [
            3599,
            1534,
            2065,
            3599,
            1534,
            2065
        ],
        [
            0,
            0,
            70.474936,
            0,
            0,
            70.474936
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            719083,
            711267,
            -406727,
            -255922,
            -40489,
            -578223
        ]
    ]
}
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": 1603022400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929034447,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)