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Trade: RUNE/USDT/720/WMA/DCM/8380

Strategy
RUNE/USDT/720/WMA/DCM/8380
Pair
RUNE_USDT
Interval
12h
Score
350454
Daily Profit
0.171837
Profit Factor
2.016054
Profitability
44.827586
Streak
248.913842
Best Strategy
Training Data Length
1861.000000
Evaluation Time
2025-10-09 00:55
Expiration Time
2025-12-03 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 217550.8908 319788.5928 -102237.702 -83328.9283 21704.6313 -105033.5596
Total P&L (%) 217.5509 319.7886 -102.2377 -83.3289 21.7046 -105.0336
Avg Daily Profit (%) 0.1169 0.1718 -0.0549 -0.0962 0.0106 0
Buy And Hold Return (%) 14.2885 14.2885 14.2885 14.2885 14.2885 14.2885
Max Trade Drawdown -247878 -154360 -123109 -267922 -237435 -166286
Profit Factor 1.3468 2.0161 0.6729 0.8988 1.0515 0.7387
Total Trades 59 29 30 59 29 30
Winning Trades 24 13 11 24 13 11
Losing Trades 35 16 19 35 16 19
Profitability (%) 40.678 44.8276 36.6667 40.678 44.8276 36.6667
Ratio Avg Win / Avg Loss 1.9641 2.4813 1.1622 1.3108 1.2941 1.2759
Largest Winning Trade 213954 213954 48029 121882 121882 71286
Largest Losing Trade -59934 -59934 -46874 -168502 -168502 -92738
Avg Bars in Trades 55 86 26 55 86 26
Avg Bars in Winners 75 108 35 75 108 35
Avg Bars in Losers 42 68 20 42 68 20
Bars Traded 3291 2507 784 3291 2507 784
Profit Streak 248.4138 248.9138 248.4138 248.4138 248.9138 248.4138
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -217889 350454 -583476 -761542 -354206 -583476
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3722,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606953600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759960555988,
    "expiration_time": 1764748512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "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": [
        [
            217550.8908102887,
            319788.5927861474,
            -102237.7019758587,
            -83328.9283138172,
            21704.6313007727,
            -105033.5596145899
        ],
        [
            217.550891,
            319.788593,
            -102.237702,
            -83.328928,
            21.704631,
            -105.03356
        ],
        [
            0.1169,
            0.171837,
            -0.054937,
            -0.096219,
            0.010555,
            0
        ],
        [
            14.288484,
            14.288484,
            14.288484,
            14.288484,
            14.288484,
            14.288484
        ],
        [
            -247878,
            -154360,
            -123109,
            -267922,
            -237435,
            -166286
        ],
        [
            1.346822,
            2.016054,
            0.672875,
            0.89882,
            1.051478,
            0.738687
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            40.677966,
            44.827586,
            36.666667,
            40.677966,
            44.827586,
            36.666667
        ],
        [
            1.964115,
            2.481297,
            1.162238,
            1.31078,
            1.294127,
            1.275915
        ],
        [
            213954,
            213954,
            48029,
            121882,
            121882,
            71286
        ],
        [
            -59934,
            -59934,
            -46874,
            -168502,
            -168502,
            -92738
        ],
        [
            55,
            86,
            26,
            55,
            86,
            26
        ],
        [
            75,
            108,
            35,
            75,
            108,
            35
        ],
        [
            42,
            68,
            20,
            42,
            68,
            20
        ],
        [
            3291,
            2507,
            784,
            3291,
            2507,
            784
        ],
        [
            248.413842,
            248.913842,
            248.413842,
            248.413842,
            248.913842,
            248.413842
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -217889,
            350454,
            -583476,
            -761542,
            -354206,
            -583476
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3722,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606953600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759960555988,
    "expiration_time": 1764748512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "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)