← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: RUNE/USDT/720/OHLC4/JMA/1836

Strategy
RUNE/USDT/720/OHLC4/JMA/1836
Pair
RUNE_USDT
Interval
12h
Score
344319
Daily Profit
0.182988
Profit Factor
1.303078
Profitability
66.106443
Streak
9.888057
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-10-04 12:18
Expiration Time
2025-11-28 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 225352.5523 339717.1429 -114364.5907 -91807.5073 16965.6773 -108773.1846
Total P&L (%) 225.3526 339.7171 -114.3646 -91.8075 16.9657 -108.7732
Avg Daily Profit (%) 0.1214 0.183 -0.0616 -0.1347 0.0084 0
Buy And Hold Return (%) 64.0088 64.0088 64.0088 64.0088 64.0088 64.0088
Max Trade Drawdown -180167 -99553 -293777 -114226 -84960 -154819
Profit Factor 1.0893 1.3031 0.9184 0.9106 1.0353 0.8009
Total Trades 713 357 356 713 357 356
Winning Trades 470 236 234 470 236 234
Losing Trades 243 121 122 243 121 122
Profitability (%) 65.9187 66.1064 65.7303 65.9187 66.1064 65.7303
Ratio Avg Win / Avg Loss 0.5632 0.6681 0.4788 0.4708 0.5308 0.4176
Largest Winning Trade 25070 25070 24245 19443 17495 19443
Largest Losing Trade -55442 -42404 -55442 -44512 -39687 -44512
Avg Bars in Trades 5 5 4 5 5 4
Avg Bars in Winners 3 3 3 3 3 3
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 3692 1934 1758 3692 1934 1758
Profit Streak 9.8881 9.8881 19.8881 9.8881 9.8881 19.8881
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149462 344319 -575685 -572711 -525928 -575685
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759569528113,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 12,
            "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": [
        [
            225352.5522697352,
            339717.1429345159,
            -114364.5906647802,
            -91807.5073004287,
            16965.677345282,
            -108773.1846457106
        ],
        [
            225.352552,
            339.717143,
            -114.364591,
            -91.807507,
            16.965677,
            -108.773185
        ],
        [
            0.121386,
            0.182988,
            -0.061602,
            -0.134676,
            0.008442,
            0
        ],
        [
            64.008798,
            64.008798,
            64.008798,
            64.008798,
            64.008798,
            64.008798
        ],
        [
            -180167,
            -99553,
            -293777,
            -114226,
            -84960,
            -154819
        ],
        [
            1.089338,
            1.303078,
            0.918403,
            0.910617,
            1.035284,
            0.800887
        ],
        [
            713,
            357,
            356,
            713,
            357,
            356
        ],
        [
            470,
            236,
            234,
            470,
            236,
            234
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            65.918654,
            66.106443,
            65.730337,
            65.918654,
            66.106443,
            65.730337
        ],
        [
            0.563211,
            0.668104,
            0.478825,
            0.470808,
            0.530802,
            0.417557
        ],
        [
            25070,
            25070,
            24245,
            19443,
            17495,
            19443
        ],
        [
            -55442,
            -42404,
            -55442,
            -44512,
            -39687,
            -44512
        ],
        [
            5,
            5,
            4,
            5,
            5,
            4
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            3692,
            1934,
            1758,
            3692,
            1934,
            1758
        ],
        [
            9.888057,
            9.888057,
            19.888057,
            9.888057,
            9.888057,
            19.888057
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149462,
            344319,
            -575685,
            -572711,
            -525928,
            -575685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759569528113,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 12,
            "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)