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Trade: RUNE/USDT/240/PWMA/MIDPRICE/5252

Strategy
RUNE/USDT/240/PWMA/MIDPRICE/5252
Pair
RUNE_USDT
Interval
4h
Score
589552
Daily Profit
0.385514
Profit Factor
3.616480
Profitability
56.521739
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-25 12:20
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 641743.4376 711850.7145 -70107.2769 -76311.3229 150512.5748 -226823.8977
Total P&L (%) 641.7434 711.8507 -70.1073 -76.3113 150.5126 -226.8239
Avg Daily Profit (%) 0.3475 0.3855 -0.038 -0.078 0.0497 0
Buy And Hold Return (%) 127.5574 127.5574 127.5574 127.5574 127.5574 127.5574
Max Trade Drawdown -138254 -67250 -138271 -247427 -79343 -238218
Profit Factor 1.7734 3.6165 0.8743 0.9007 1.6299 0.572
Total Trades 93 46 47 93 46 47
Winning Trades 51 26 25 51 26 25
Losing Trades 42 20 22 42 20 22
Profitability (%) 54.8387 56.5217 53.1915 54.8387 56.5217 53.1915
Ratio Avg Win / Avg Loss 1.4605 2.7819 0.7694 0.7418 1.2538 0.5033
Largest Winning Trade 449539 449539 75375 163719 163719 65136
Largest Losing Trade -82590 -38068 -82590 -158736 -64902 -158736
Avg Bars in Trades 115 117 114 115 117 114
Avg Bars in Winners 159 152 166 159 152 166
Avg Bars in Losers 63 72 54 63 72 54
Bars Traded 10782 5402 5380 10782 5402 5380
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 400077 589552 -580283 -579902 -233374 -580283

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": 1602720000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758792008991,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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": [
        [
            641743.4375649862,
            711850.7144565948,
            -70107.2768916089,
            -76311.3229227742,
            150512.5748079854,
            -226823.8977307596
        ],
        [
            641.743438,
            711.850714,
            -70.107277,
            -76.311323,
            150.512575,
            -226.823898
        ],
        [
            0.347546,
            0.385514,
            -0.037968,
            -0.077964,
            0.049746,
            0
        ],
        [
            127.557411,
            127.557411,
            127.557411,
            127.557411,
            127.557411,
            127.557411
        ],
        [
            -138254,
            -67250,
            -138271,
            -247427,
            -79343,
            -238218
        ],
        [
            1.773414,
            3.61648,
            0.87429,
            0.900746,
            1.629923,
            0.571959
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            54.83871,
            56.521739,
            53.191489,
            54.83871,
            56.521739,
            53.191489
        ],
        [
            1.460459,
            2.781908,
            0.769375,
            0.741791,
            1.253787,
            0.503324
        ],
        [
            449539,
            449539,
            75375,
            163719,
            163719,
            65136
        ],
        [
            -82590,
            -38068,
            -82590,
            -158736,
            -64902,
            -158736
        ],
        [
            115,
            117,
            114,
            115,
            117,
            114
        ],
        [
            159,
            152,
            166,
            159,
            152,
            166
        ],
        [
            63,
            72,
            54,
            63,
            72,
            54
        ],
        [
            10782,
            5402,
            5380,
            10782,
            5402,
            5380
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400077,
            589552,
            -580283,
            -579902,
            -233374,
            -580283
        ]
    ]
}
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": 1602720000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758792008991,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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)