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Trade: RUNE/USDT/120/KCL/ZLMA/1258

Strategy
RUNE/USDT/120/KCL/ZLMA/1258
Pair
RUNE_USDT
Interval
2h
Score
313541
Daily Profit
0.436485
Profit Factor
1.960232
Profitability
37.600000
Streak
0.000000
Best Strategy
Training Data Length
1845.920000
Evaluation Time
2025-09-28 04:38
Expiration Time
2025-11-30 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 805717.2916 771923.2998 33793.9918 526185.255 453376.7668 72808.4882
Total P&L (%) 805.7173 771.9233 33.794 526.1853 453.3768 72.8085
Avg Daily Profit (%) 0.4365 0.4182 0.0183 0.0994 0.0927 0.0296
Buy And Hold Return (%) 131.5119 131.5119 131.5119 131.5119 131.5119 131.5119
Max Trade Drawdown -105102 -86748 -74817 -1209226 -883495 -664989
Profit Factor 1.9602 2.5904 1.0955 1.1252 1.1876 1.0408
Total Trades 125 63 62 125 63 62
Winning Trades 47 24 23 47 24 23
Losing Trades 78 39 39 78 39 39
Profitability (%) 37.6 38.0952 37.0968 37.6 38.0952 37.0968
Ratio Avg Win / Avg Loss 3.2532 4.2093 1.8577 1.8674 1.9299 1.7648
Largest Winning Trade 441211 441211 64796 447124 432016 447124
Largest Losing Trade -33314 -33164 -33314 -413187 -256965 -413187
Avg Bars in Trades 174 197 151 174 197 151
Avg Bars in Winners 323 367 276 323 367 276
Avg Bars in Losers 85 92 77 85 92 77
Bars Traded 21842 12445 9397 21842 12445 9397
Profit Streak 0 0 80.2348 0 0 80.2348
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313541 -137499 -607007 -148214 -236474 -652161
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22151,
    "evaluation_days": 1845.92,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600401600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759023489773,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 168,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "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": [
        [
            805717.2915886202,
            771923.2997681887,
            33793.9918204313,
            526185.2549963923,
            453376.7668124731,
            72808.4881839196
        ],
        [
            805.717292,
            771.9233,
            33.793992,
            526.185255,
            453.376767,
            72.808488
        ],
        [
            0.436485,
            0.418178,
            0.018307,
            0.099429,
            0.092727,
            0.029638
        ],
        [
            131.511875,
            131.511875,
            131.511875,
            131.511875,
            131.511875,
            131.511875
        ],
        [
            -105102,
            -86748,
            -74817,
            -1209226,
            -883495,
            -664989
        ],
        [
            1.960232,
            2.59035,
            1.095542,
            1.12521,
            1.187648,
            1.040759
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            37.6,
            38.095238,
            37.096774,
            37.6,
            38.095238,
            37.096774
        ],
        [
            3.253151,
            4.209319,
            1.857659,
            1.867369,
            1.929928,
            1.764765
        ],
        [
            441211,
            441211,
            64796,
            447124,
            432016,
            447124
        ],
        [
            -33314,
            -33164,
            -33314,
            -413187,
            -256965,
            -413187
        ],
        [
            174,
            197,
            151,
            174,
            197,
            151
        ],
        [
            323,
            367,
            276,
            323,
            367,
            276
        ],
        [
            85,
            92,
            77,
            85,
            92,
            77
        ],
        [
            21842,
            12445,
            9397,
            21842,
            12445,
            9397
        ],
        [
            0,
            0,
            80.234835,
            0,
            0,
            80.234835
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313541,
            -137499,
            -607007,
            -148214,
            -236474,
            -652161
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22151,
    "evaluation_days": 1845.92,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600401600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759023489773,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 168,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "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)