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Trade: RUNE/USDT/240/DCM/HMA/8967

Strategy
RUNE/USDT/240/DCM/HMA/8967
Pair
RUNE_USDT
Interval
4h
Score
472853
Daily Profit
0.378850
Profit Factor
3.666301
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 23:57
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 618468.7185 699545.8894 -81077.1709 -50133.219 220539.0939 -270672.3128
Total P&L (%) 618.4687 699.5459 -81.0772 -50.1332 220.5391 -270.6723
Avg Daily Profit (%) 0.3349 0.3789 -0.0439 -0.0377 0.0631 0
Buy And Hold Return (%) 120.1616 120.1616 120.1616 120.1616 120.1616 120.1616
Max Trade Drawdown -170133 -83196 -170648 -299209 -118755 -295633
Profit Factor 1.8308 3.6663 0.8318 0.9393 1.8034 0.509
Total Trades 64 32 32 64 32 32
Winning Trades 29 14 15 29 14 15
Losing Trades 35 18 17 35 18 17
Profitability (%) 45.3125 43.75 46.875 45.3125 43.75 46.875
Ratio Avg Win / Avg Loss 2.2096 4.7138 0.9427 1.1336 2.3186 0.5768
Largest Winning Trade 501841 501841 74512 274889 274889 50657
Largest Losing Trade -68082 -34166 -68082 -196531 -83736 -196531
Avg Bars in Trades 168 161 176 168 161 176
Avg Bars in Winners 260 228 289 260 228 289
Avg Bars in Losers 93 108 76 93 108 76
Bars Traded 10805 5157 5648 10805 5157 5648
Profit Streak 32.8735 0 34.5401 32.8735 0 34.5401
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133630 472853 -581483 -724170 -115697 -581483

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602432000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920268059,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 60,
            "offset": 90
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 213,
            "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": [
        [
            618468.7184583899,
            699545.8893707981,
            -81077.1709124082,
            -50133.2189505875,
            220539.0938538335,
            -270672.3128044211
        ],
        [
            618.468718,
            699.545889,
            -81.077171,
            -50.133219,
            220.539094,
            -270.672313
        ],
        [
            0.334941,
            0.37885,
            -0.043909,
            -0.037676,
            0.063103,
            0
        ],
        [
            120.161586,
            120.161586,
            120.161586,
            120.161586,
            120.161586,
            120.161586
        ],
        [
            -170133,
            -83196,
            -170648,
            -299209,
            -118755,
            -295633
        ],
        [
            1.830824,
            3.666301,
            0.831803,
            0.939288,
            1.803366,
            0.508969
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            45.3125,
            43.75,
            46.875,
            45.3125,
            43.75,
            46.875
        ],
        [
            2.209616,
            4.713815,
            0.94271,
            1.133623,
            2.318614,
            0.576832
        ],
        [
            501841,
            501841,
            74512,
            274889,
            274889,
            50657
        ],
        [
            -68082,
            -34166,
            -68082,
            -196531,
            -83736,
            -196531
        ],
        [
            168,
            161,
            176,
            168,
            161,
            176
        ],
        [
            260,
            228,
            289,
            260,
            228,
            289
        ],
        [
            93,
            108,
            76,
            93,
            108,
            76
        ],
        [
            10805,
            5157,
            5648,
            10805,
            5157,
            5648
        ],
        [
            32.873473,
            0,
            34.54014,
            32.873473,
            0,
            34.54014
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133630,
            472853,
            -581483,
            -724170,
            -115697,
            -581483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602432000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920268059,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 60,
            "offset": 90
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 213,
            "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)