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Trade: RUNE/USDT/120/VWMA/DEMA/1365

Strategy
RUNE/USDT/120/VWMA/DEMA/1365
Pair
RUNE_USDT
Interval
2h
Score
338251
Daily Profit
0.642861
Profit Factor
2.380590
Profitability
33.076923
Streak
63.910003
Best Strategy
Training Data Length
1845.920000
Evaluation Time
2025-09-26 18:50
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 1186669.9016 1283754.3821 -97084.4805 -23652.216 525971.0221 -549623.2381
Total P&L (%) 1186.6699 1283.7544 -97.0845 -23.6522 525.971 -549.6232
Avg Daily Profit (%) 0.6429 0.6955 -0.0526 -0.0146 0.0994 0
Buy And Hold Return (%) 258.5526 258.5526 258.5526 258.5526 258.5526 258.5526
Max Trade Drawdown -186522 -118324 -185731 -1455305 -810058 -950339
Profit Factor 2.3806 4.4283 0.7999 0.992 1.4233 0.6768
Total Trades 130 65 65 130 65 65
Winning Trades 43 28 15 43 28 15
Losing Trades 87 37 50 87 37 50
Profitability (%) 33.0769 43.0769 23.0769 33.0769 43.0769 23.0769
Ratio Avg Win / Avg Loss 4.8165 5.8516 2.6662 2.007 1.8808 2.256
Largest Winning Trade 1191495 1191495 65558 804356 804356 428192
Largest Losing Trade -59631 -35305 -59631 -326554 -326554 -294075
Avg Bars in Trades 163 140 186 163 140 186
Avg Bars in Winners 305 200 499 305 200 499
Avg Bars in Losers 93 94 93 93 94 93
Bars Traded 21280 9137 12143 21280 9137 12143
Profit Streak 63.91 63.91 67.3267 63.91 63.91 67.3267
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338251 -115807 -747690 -583263 -198644 -747690

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": 1600920000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901824251,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 240,
            "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": [
        [
            1186669.9015654528,
            1283754.3820773335,
            -97084.4805118815,
            -23652.21602775,
            525971.0220907538,
            -549623.2381185036
        ],
        [
            1186.669902,
            1283.754382,
            -97.084481,
            -23.652216,
            525.971022,
            -549.623238
        ],
        [
            0.642861,
            0.695455,
            -0.052594,
            -0.014619,
            0.099411,
            0
        ],
        [
            258.552632,
            258.552632,
            258.552632,
            258.552632,
            258.552632,
            258.552632
        ],
        [
            -186522,
            -118324,
            -185731,
            -1455305,
            -810058,
            -950339
        ],
        [
            2.38059,
            4.428253,
            0.799857,
            0.991963,
            1.423303,
            0.676795
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            43,
            28,
            15,
            43,
            28,
            15
        ],
        [
            87,
            37,
            50,
            87,
            37,
            50
        ],
        [
            33.076923,
            43.076923,
            23.076923,
            33.076923,
            43.076923,
            23.076923
        ],
        [
            4.816543,
            5.85162,
            2.666189,
            2.006996,
            1.880794,
            2.255983
        ],
        [
            1191495,
            1191495,
            65558,
            804356,
            804356,
            428192
        ],
        [
            -59631,
            -35305,
            -59631,
            -326554,
            -326554,
            -294075
        ],
        [
            163,
            140,
            186,
            163,
            140,
            186
        ],
        [
            305,
            200,
            499,
            305,
            200,
            499
        ],
        [
            93,
            94,
            93,
            93,
            94,
            93
        ],
        [
            21280,
            9137,
            12143,
            21280,
            9137,
            12143
        ],
        [
            63.910003,
            63.910003,
            67.326669,
            63.910003,
            63.910003,
            67.32667
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338251,
            -115807,
            -747690,
            -583263,
            -198644,
            -747690
        ]
    ]
}
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": 1600920000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901824251,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 240,
            "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)