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Trade: RUNE/USDT/720/VWMA/HL2/5971

Strategy
RUNE/USDT/720/VWMA/HL2/5971
Pair
RUNE_USDT
Interval
12h
Score
440989
Daily Profit
0.217099
Profit Factor
2.539746
Profitability
46.666667
Streak
130.375777
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 00:01
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 -777956.3848 75826.5965 -853782.9814 2622800.2003 -2766943.5797 5389743.78
Total P&L (%) -777.9564 75.8266 -853.783 2622.8002 -2766.9436 5389.7438
Avg Daily Profit (%) -0.4212 0.0411 -0.4623 0.1791 0 0.2171
Buy And Hold Return (%) 24.0174 24.0174 24.0174 24.0174 24.0174 24.0174
Max Trade Drawdown -881349 -77628 -263556 -5281131 -5255677 -1532362
Profit Factor 0.4169 1.3972 0.2532 1.2522 0.5989 2.5397
Total Trades 60 30 30 60 30 30
Winning Trades 29 12 17 29 15 14
Losing Trades 31 18 13 31 15 16
Profitability (%) 48.3333 40 56.6667 48.3333 50 46.6667
Ratio Avg Win / Avg Loss 0.4456 2.0958 0.1936 1.3386 0.5989 2.9026
Largest Winning Trade 85898 85898 68509 3395784 1779367 3395784
Largest Losing Trade -778893 -64101 -778893 -4395789 -4395789 -859353
Avg Bars in Trades 56 50 63 56 50 63
Avg Bars in Winners 58 67 51 63 51 75
Avg Bars in Losers 55 39 78 51 49 52
Bars Traded 3416 1512 1904 3416 1512 1904
Profit Streak 128.8758 0 130.3758 128.8758 0 130.3758
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -754358 -143186 -579393 -165930 -580825 440989

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1607342400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834067177,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 189
        }
    }
}
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": [
        [
            -777956.3848252492,
            75826.5965349395,
            -853782.9813601892,
            2622800.2002873593,
            -2766943.5797150796,
            5389743.780002439
        ],
        [
            -777.956385,
            75.826597,
            -853.782981,
            2622.8002,
            -2766.94358,
            5389.74378
        ],
        [
            -0.4212,
            0.041054,
            -0.462254,
            0.179058,
            0,
            0.217099
        ],
        [
            24.017377,
            24.017377,
            24.017377,
            24.017377,
            24.017377,
            24.017377
        ],
        [
            -881349,
            -77628,
            -263556,
            -5281131,
            -5255677,
            -1532362
        ],
        [
            0.416869,
            1.397232,
            0.253173,
            1.25222,
            0.598904,
            2.539746
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            29,
            12,
            17,
            29,
            15,
            14
        ],
        [
            31,
            18,
            13,
            31,
            15,
            16
        ],
        [
            48.333333,
            40,
            56.666667,
            48.333333,
            50,
            46.666667
        ],
        [
            0.445618,
            2.095848,
            0.193603,
            1.33858,
            0.598904,
            2.902567
        ],
        [
            85898,
            85898,
            68509,
            3395784,
            1779367,
            3395784
        ],
        [
            -778893,
            -64101,
            -778893,
            -4395789,
            -4395789,
            -859353
        ],
        [
            56,
            50,
            63,
            56,
            50,
            63
        ],
        [
            58,
            67,
            51,
            63,
            51,
            75
        ],
        [
            55,
            39,
            78,
            51,
            49,
            52
        ],
        [
            3416,
            1512,
            1904,
            3416,
            1512,
            1904
        ],
        [
            128.875777,
            0,
            130.375777,
            128.875777,
            0,
            130.375777
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -754358,
            -143186,
            -579393,
            -165930,
            -580825,
            440989
        ]
    ]
}
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": 1607342400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834067177,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 189
        }
    }
}

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)