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Trade: RUNE/USDT/720/PWMA/MIDPOINT/6113

Strategy
RUNE/USDT/720/PWMA/MIDPOINT/6113
Pair
RUNE_USDT
Interval
12h
Score
718254
Daily Profit
0.475915
Profit Factor
4.147805
Profitability
57.500000
Streak
189.388009
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 1005826.7117 883537.1253 122289.5864 3497152.7737 -1305101.8344 4802254.6081
Total P&L (%) 1005.8267 883.5371 122.2896 3497.1528 -1305.1018 4802.2546
Avg Daily Profit (%) 0.5418 0.4759 0.0659 0.1932 0 0.2099
Buy And Hold Return (%) 82.3044 82.3044 82.3044 82.3044 82.3044 82.3044
Max Trade Drawdown -210544 -115273 -140782 -9401129 -6955072 -3785260
Profit Factor 2.5716 4.1478 1.3403 1.1869 0.8789 1.6053
Total Trades 81 40 41 81 40 41
Winning Trades 44 23 21 44 23 21
Losing Trades 37 17 20 37 17 20
Profitability (%) 54.321 57.5 51.2195 54.321 57.5 51.2195
Ratio Avg Win / Avg Loss 2.1625 3.0658 1.2765 0.9981 0.6496 1.5289
Largest Winning Trade 388440 388440 68554 4104617 3471206 4104617
Largest Losing Trade -41101 -35126 -41101 -2766384 -2766384 -1715261
Avg Bars in Trades 43 54 33 43 54 33
Avg Bars in Winners 56 65 47 56 65 47
Avg Bars in Losers 28 38 19 28 38 19
Bars Traded 3550 2167 1383 3550 2167 1383
Profit Streak 155.888 189.388 155.888 155.888 189.388 155.888
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 57117 718254 -117735 -22916 -578392 457453
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": 1604966400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759569523966,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 112,
            "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": [
        [
            1005826.7117178007,
            883537.1252817861,
            122289.5864360151,
            3497152.773715867,
            -1305101.8343528737,
            4802254.608068739
        ],
        [
            1005.826712,
            883.537125,
            122.289586,
            3497.152774,
            -1305.101834,
            4802.254608
        ],
        [
            0.541787,
            0.475915,
            0.065871,
            0.193169,
            0,
            0.209877
        ],
        [
            82.304401,
            82.304401,
            82.304401,
            82.304401,
            82.304401,
            82.304401
        ],
        [
            -210544,
            -115273,
            -140782,
            -9401129,
            -6955072,
            -3785260
        ],
        [
            2.571613,
            4.147805,
            1.340343,
            1.186885,
            0.878927,
            1.605322
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            54.320988,
            57.5,
            51.219512,
            54.320988,
            57.5,
            51.219512
        ],
        [
            2.162493,
            3.065769,
            1.276517,
            0.998062,
            0.649642,
            1.528878
        ],
        [
            388440,
            388440,
            68554,
            4104617,
            3471206,
            4104617
        ],
        [
            -41101,
            -35126,
            -41101,
            -2766384,
            -2766384,
            -1715261
        ],
        [
            43,
            54,
            33,
            43,
            54,
            33
        ],
        [
            56,
            65,
            47,
            56,
            65,
            47
        ],
        [
            28,
            38,
            19,
            28,
            38,
            19
        ],
        [
            3550,
            2167,
            1383,
            3550,
            2167,
            1383
        ],
        [
            155.888009,
            189.388009,
            155.888009,
            155.888009,
            189.388009,
            155.888009
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            57117,
            718254,
            -117735,
            -22916,
            -578392,
            457453
        ]
    ]
}
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": 1604966400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759569523966,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 112,
            "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)