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Trade: RUNE/USDT/720/PWMA/HILO/8843

Strategy
RUNE/USDT/720/PWMA/HILO/8843
Pair
RUNE_USDT
Interval
12h
Score
376229
Daily Profit
0.302963
Profit Factor
1.570837
Profitability
49.612403
Streak
59.469962
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 14:16
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 559573.3952 609034.0908 -49460.6956 7912.4804 274653.2971 -266740.8167
Total P&L (%) 559.5734 609.0341 -49.4607 7.9125 274.6533 -266.7408
Avg Daily Profit (%) 0.303 0.3297 -0.0268 0.0041 0.0715 0
Buy And Hold Return (%) 191.5147 191.5147 191.5147 191.5147 191.5147 191.5147
Max Trade Drawdown -131109 -84560 -194267 -241354 -117214 -297758
Profit Factor 1.5708 2.4262 0.9106 1.0079 1.762 0.5812
Total Trades 129 64 65 129 64 65
Winning Trades 64 31 33 64 31 33
Losing Trades 65 33 32 65 33 32
Profitability (%) 49.6124 48.4375 50.7692 49.6124 48.4375 50.7692
Ratio Avg Win / Avg Loss 1.5954 2.5827 0.883 1.0237 1.8756 0.5636
Largest Winning Trade 233493 233493 75939 181236 181236 75426
Largest Losing Trade -63108 -46281 -63108 -150303 -52706 -150303
Avg Bars in Trades 27 25 30 27 25 30
Avg Bars in Winners 36 34 39 36 34 39
Avg Bars in Losers 19 17 21 19 17 21
Bars Traded 3599 1639 1960 3599 1639 1960
Profit Streak 59.47 59.47 76.97 59.47 59.47 76.97
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376229 -128131 -711394 -563024 -263752 -711394

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885404687,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "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": [
        [
            559573.3952493935,
            609034.0908223217,
            -49460.6955729284,
            7912.4803761813,
            274653.2970844529,
            -266740.8167082716
        ],
        [
            559.573395,
            609.034091,
            -49.460696,
            7.91248,
            274.653297,
            -266.740817
        ],
        [
            0.302963,
            0.329742,
            -0.026779,
            0.004123,
            0.071538,
            0
        ],
        [
            191.514709,
            191.514709,
            191.514709,
            191.514709,
            191.514709,
            191.514709
        ],
        [
            -131109,
            -84560,
            -194267,
            -241354,
            -117214,
            -297758
        ],
        [
            1.570837,
            2.426189,
            0.910597,
            1.007933,
            1.761957,
            0.581224
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            49.612403,
            48.4375,
            50.769231,
            49.612403,
            48.4375,
            50.769231
        ],
        [
            1.595381,
            2.582718,
            0.883003,
            1.023682,
            1.875632,
            0.563611
        ],
        [
            233493,
            233493,
            75939,
            181236,
            181236,
            75426
        ],
        [
            -63108,
            -46281,
            -63108,
            -150303,
            -52706,
            -150303
        ],
        [
            27,
            25,
            30,
            27,
            25,
            30
        ],
        [
            36,
            34,
            39,
            36,
            34,
            39
        ],
        [
            19,
            17,
            21,
            19,
            17,
            21
        ],
        [
            3599,
            1639,
            1960,
            3599,
            1639,
            1960
        ],
        [
            59.469962,
            59.469962,
            76.969962,
            59.469962,
            59.469962,
            76.969962
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376229,
            -128131,
            -711394,
            -563024,
            -263752,
            -711394
        ]
    ]
}
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": 1601899200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885404687,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "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)