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Trade: RUNE/USDT/120/VWAP/KCU/6067

Strategy
RUNE/USDT/120/VWAP/KCU/6067
Pair
RUNE_USDT
Interval
2h
Score
424705
Daily Profit
0.278773
Profit Factor
1.651938
Profitability
64.596273
Streak
0.000000
Best Strategy
Training Data Length
1857.580000
Evaluation Time
2025-10-06 10:33
Expiration Time
2025-12-12 04:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517842.621 547926.3795 -30083.7585 30460.035 151887.9307 -121427.8957
Total P&L (%) 517.8426 547.9264 -30.0838 30.46 151.8879 -121.4279
Avg Daily Profit (%) 0.2788 0.295 -0.0162 0.0143 0.0497 0
Buy And Hold Return (%) 61.1815 61.1815 61.1815 61.1815 61.1815 61.1815
Max Trade Drawdown -168188 -148383 -58386 -4081014 -3883253 -534564
Profit Factor 1.6519 1.817 0.7567 1.0027 1.0148 0.8753
Total Trades 161 80 81 161 80 81
Winning Trades 104 54 50 104 54 50
Losing Trades 57 26 31 57 26 31
Profitability (%) 64.5963 67.5 61.7284 64.5963 67.5 61.7284
Ratio Avg Win / Avg Loss 0.9054 0.8749 0.4692 0.5496 0.4886 0.5427
Largest Winning Trade 216556 216556 7268 1447688 1447688 161653
Largest Losing Trade -70780 -70780 -21092 -2695544 -2695544 -267401
Avg Bars in Trades 135 268 4 135 268 4
Avg Bars in Winners 73 138 3 73 138 3
Avg Bars in Losers 248 538 5 248 538 5
Bars Traded 21800 21465 335 21800 21465 335
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 424705 -7393 -590660 -555969 -352953 -590660
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22291,
    "evaluation_days": 1857.58,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599408000000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759736028340,
    "expiration_time": 1765508227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            517842.6209517511,
            547926.3794966874,
            -30083.7585449368,
            30460.0350272624,
            151887.9307144822,
            -121427.8956872197
        ],
        [
            517.842621,
            547.926379,
            -30.083759,
            30.460035,
            151.887931,
            -121.427896
        ],
        [
            0.278773,
            0.294968,
            -0.016195,
            0.014315,
            0.049744,
            0
        ],
        [
            61.181548,
            61.181548,
            61.181548,
            61.181548,
            61.181548,
            61.181548
        ],
        [
            -168188,
            -148383,
            -58386,
            -4081014,
            -3883253,
            -534564
        ],
        [
            1.651938,
            1.817004,
            0.756721,
            1.002715,
            1.014823,
            0.875346
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            104,
            54,
            50,
            104,
            54,
            50
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            64.596273,
            67.5,
            61.728395,
            64.596273,
            67.5,
            61.728395
        ],
        [
            0.905389,
            0.874854,
            0.469167,
            0.549565,
            0.488619,
            0.542715
        ],
        [
            216556,
            216556,
            7268,
            1447688,
            1447688,
            161653
        ],
        [
            -70780,
            -70780,
            -21092,
            -2695544,
            -2695544,
            -267401
        ],
        [
            135,
            268,
            4,
            135,
            268,
            4
        ],
        [
            73,
            138,
            3,
            73,
            138,
            3
        ],
        [
            248,
            538,
            5,
            248,
            538,
            5
        ],
        [
            21800,
            21465,
            335,
            21800,
            21465,
            335
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424705,
            -7393,
            -590660,
            -555969,
            -352953,
            -590660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22291,
    "evaluation_days": 1857.58,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599408000000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759736028340,
    "expiration_time": 1765508227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)