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Trade: RUNE/USDT/720/SSF/HWMA/5832

Strategy
RUNE/USDT/720/SSF/HWMA/5832
Pair
RUNE_USDT
Interval
12h
Score
311005
Daily Profit
0.227077
Profit Factor
1.449744
Profitability
44.497608
Streak
0.000000
Best Strategy
Training Data Length
1852.500000
Evaluation Time
2025-09-30 12:05
Expiration Time
2025-11-24 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350590.46 420659.5853 -70069.1253 -64877.0222 -1426.106 -63450.9162
Total P&L (%) 350.5905 420.6596 -70.0691 -64.877 -1.4261 -63.4509
Avg Daily Profit (%) 0.1893 0.2271 -0.0378 -0.0565 -0.0008 -0.0543
Buy And Hold Return (%) 57.3816 57.3816 57.3816 57.3816 57.3816 57.3816
Max Trade Drawdown -307086 -136505 -373356 -84768 -38102 -96048
Profit Factor 1.1747 1.4497 0.9346 0.8243 0.9918 0.6737
Total Trades 418 209 209 418 209 209
Winning Trades 201 93 108 201 93 108
Losing Trades 217 116 101 217 116 101
Profitability (%) 48.0861 44.4976 51.6746 48.0861 44.4976 51.6746
Ratio Avg Win / Avg Loss 1.2682 1.8083 0.874 0.8899 1.2371 0.6301
Largest Winning Trade 75949 75949 41386 23125 23125 16196
Largest Losing Trade -43820 -26488 -43820 -19646 -18552 -19646
Avg Bars in Trades 8 9 8 8 9 8
Avg Bars in Winners 11 12 10 11 12 10
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3693 1905 1788 3693 1905 1788
Profit Streak 8.8789 0 11.8789 8.8789 0 11.8789
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19055 311005 -579119 -578390 -580434 -579119
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3705,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759223136678,
    "expiration_time": 1763992080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.84036,
            "nc": 0.1
        }
    }
}
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": [
        [
            350590.4600009053,
            420659.5852636016,
            -70069.1252626965,
            -64877.0222280979,
            -1426.1060000687,
            -63450.9162280292
        ],
        [
            350.59046,
            420.659585,
            -70.069125,
            -64.877022,
            -1.426106,
            -63.450916
        ],
        [
            0.189253,
            0.227077,
            -0.037824,
            -0.056465,
            -0.000775,
            -0.054318
        ],
        [
            57.381616,
            57.381616,
            57.381616,
            57.381616,
            57.381616,
            57.381616
        ],
        [
            -307086,
            -136505,
            -373356,
            -84768,
            -38102,
            -96048
        ],
        [
            1.174681,
            1.449744,
            0.934619,
            0.824287,
            0.991839,
            0.67373
        ],
        [
            418,
            209,
            209,
            418,
            209,
            209
        ],
        [
            201,
            93,
            108,
            201,
            93,
            108
        ],
        [
            217,
            116,
            101,
            217,
            116,
            101
        ],
        [
            48.086124,
            44.497608,
            51.674641,
            48.086124,
            44.497608,
            51.674641
        ],
        [
            1.268188,
            1.808282,
            0.874041,
            0.889902,
            1.237133,
            0.630063
        ],
        [
            75949,
            75949,
            41386,
            23125,
            23125,
            16196
        ],
        [
            -43820,
            -26488,
            -43820,
            -19646,
            -18552,
            -19646
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3693,
            1905,
            1788,
            3693,
            1905,
            1788
        ],
        [
            8.878897,
            0,
            11.878897,
            8.878897,
            0,
            11.878897
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19055,
            311005,
            -579119,
            -578390,
            -580434,
            -579119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3705,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759223136678,
    "expiration_time": 1763992080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.84036,
            "nc": 0.1
        }
    }
}

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)