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Trade: RUNE/USDT/720/SINWMA/DCM/9957

Strategy
RUNE/USDT/720/SINWMA/DCM/9957
Pair
RUNE_USDT
Interval
12h
Score
341500
Daily Profit
0.257372
Profit Factor
2.285067
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-25 19:52
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 338236.0192 475365.3896 -137129.3704 -93963.6277 115738.5611 -209702.1888
Total P&L (%) 338.236 475.3654 -137.1294 -93.9636 115.7386 -209.7022
Avg Daily Profit (%) 0.1831 0.2574 -0.0742 -0.1519 0.0416 0
Buy And Hold Return (%) 173.9319 173.9319 173.9319 173.9319 173.9319 173.9319
Max Trade Drawdown -291925 -157008 -193021 -377215 -306178 -290004
Profit Factor 1.3838 2.2851 0.7319 0.9182 1.2079 0.646
Total Trades 65 32 33 65 32 33
Winning Trades 31 17 14 31 17 14
Losing Trades 34 15 19 34 15 19
Profitability (%) 47.6923 53.125 42.4242 47.6923 53.125 42.4242
Ratio Avg Win / Avg Loss 1.5177 2.0162 0.9933 1.0071 1.0658 0.8767
Largest Winning Trade 211966 211966 50096 173406 173406 83394
Largest Losing Trade -85058 -53461 -85058 -204391 -204391 -140566
Avg Bars in Trades 53 70 37 53 70 37
Avg Bars in Winners 63 73 52 63 73 52
Avg Bars in Losers 44 67 26 44 67 26
Bars Traded 3483 2249 1234 3483 2249 1234
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134971 341500 -583748 -716008 -303173 -583748

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603800000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819140819,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 108,
            "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": [
        [
            338236.0192227506,
            475365.3896419769,
            -137129.3704192264,
            -93963.627744269,
            115738.5611024795,
            -209702.1888467485
        ],
        [
            338.236019,
            475.36539,
            -137.12937,
            -93.963628,
            115.738561,
            -209.702189
        ],
        [
            0.183127,
            0.257372,
            -0.074244,
            -0.151881,
            0.041638,
            0
        ],
        [
            173.931917,
            173.931917,
            173.931917,
            173.931917,
            173.931917,
            173.931917
        ],
        [
            -291925,
            -157008,
            -193021,
            -377215,
            -306178,
            -290004
        ],
        [
            1.383762,
            2.285067,
            0.731883,
            0.918226,
            1.207885,
            0.645968
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            47.692308,
            53.125,
            42.424242,
            47.692308,
            53.125,
            42.424242
        ],
        [
            1.517674,
            2.016235,
            0.99327,
            1.007087,
            1.065781,
            0.876671
        ],
        [
            211966,
            211966,
            50096,
            173406,
            173406,
            83394
        ],
        [
            -85058,
            -53461,
            -85058,
            -204391,
            -204391,
            -140566
        ],
        [
            53,
            70,
            37,
            53,
            70,
            37
        ],
        [
            63,
            73,
            52,
            63,
            73,
            52
        ],
        [
            44,
            67,
            26,
            44,
            67,
            26
        ],
        [
            3483,
            2249,
            1234,
            3483,
            2249,
            1234
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134971,
            341500,
            -583748,
            -716008,
            -303173,
            -583748
        ]
    ]
}
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": 1603800000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819140819,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 108,
            "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)