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Trade: RUNE/USDT/120/VWMA/KCL/3233

Strategy
RUNE/USDT/120/VWMA/KCL/3233
Pair
RUNE_USDT
Interval
2h
Score
306434
Daily Profit
0.226894
Profit Factor
1.300788
Profitability
46.666667
Streak
122.724191
Best Strategy
Training Data Length
1859.580000
Evaluation Time
2025-10-08 10:22
Expiration Time
2025-12-14 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1192947.2424 108573.0652 -1301520.3076 146443.0483 -6519561.8108 6666004.8591
Total P&L (%) -1192.9472 108.5731 -1301.5203 146.443 -6519.5618 6666.0049
Avg Daily Profit (%) -0.6415 0.0584 -0.6999 0.0485 0 0.2269
Buy And Hold Return (%) 218.2195 218.2195 218.2195 218.2195 218.2195 218.2195
Max Trade Drawdown -1355852 -145168 -1378607 -16893144 -9972271 -8311182
Profit Factor 0.4257 1.3931 0.2774 1.0039 0.5791 1.3008
Total Trades 90 45 45 90 45 45
Winning Trades 52 22 30 44 23 21
Losing Trades 38 23 15 46 22 24
Profitability (%) 57.7778 48.8889 66.6667 48.8889 51.1111 46.6667
Ratio Avg Win / Avg Loss 0.3111 1.4564 0.1387 1.0495 0.5539 1.4866
Largest Winning Trade 72928 72928 37524 12397597 3340239 12397597
Largest Losing Trade -1196316 -72786 -1196316 -5918213 -5918213 -2689563
Avg Bars in Trades 243 139 348 243 139 348
Avg Bars in Winners 147 100 182 232 135 339
Avg Bars in Losers 375 176 680 254 142 356
Bars Traded 21936 6263 15672 21936 6263 15672
Profit Streak 95.6409 95.6409 122.7242 95.6409 95.6409 122.7242
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578048 -279091 -577165 -508856 -579209 306434
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22315,
    "evaluation_days": 1859.58,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600848000000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759908170089,
    "expiration_time": 1765687248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -1192947.2424318972,
            108573.0652147236,
            -1301520.3076466215,
            146443.0483198362,
            -6519561.810771967,
            6666004.859091803
        ],
        [
            -1192.947242,
            108.573065,
            -1301.520308,
            146.443048,
            -6519.561811,
            6666.004859
        ],
        [
            -0.641514,
            0.058386,
            -0.6999,
            0.048515,
            0,
            0.226894
        ],
        [
            218.219519,
            218.219519,
            218.219519,
            218.219519,
            218.219519,
            218.219519
        ],
        [
            -1355852,
            -145168,
            -1378607,
            -16893144,
            -9972271,
            -8311182
        ],
        [
            0.425729,
            1.39305,
            0.277371,
            1.00389,
            0.579063,
            1.300788
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            52,
            22,
            30,
            44,
            23,
            21
        ],
        [
            38,
            23,
            15,
            46,
            22,
            24
        ],
        [
            57.777778,
            48.888889,
            66.666667,
            48.888889,
            51.111111,
            46.666667
        ],
        [
            0.311109,
            1.45637,
            0.138685,
            1.049521,
            0.553887,
            1.486614
        ],
        [
            72928,
            72928,
            37524,
            12397597,
            3340239,
            12397597
        ],
        [
            -1196316,
            -72786,
            -1196316,
            -5918213,
            -5918213,
            -2689563
        ],
        [
            243,
            139,
            348,
            243,
            139,
            348
        ],
        [
            147,
            100,
            182,
            232,
            135,
            339
        ],
        [
            375,
            176,
            680,
            254,
            142,
            356
        ],
        [
            21936,
            6263,
            15672,
            21936,
            6263,
            15672
        ],
        [
            95.640857,
            95.640857,
            122.724191,
            95.640857,
            95.640858,
            122.724191
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578048,
            -279091,
            -577165,
            -508856,
            -579209,
            306434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22315,
    "evaluation_days": 1859.58,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600848000000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759908170089,
    "expiration_time": 1765687248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)