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Trade: RUNE/USDT/240/PWMA/SMA/5756

Strategy
RUNE/USDT/240/PWMA/SMA/5756
Pair
RUNE_USDT
Interval
4h
Score
425197
Daily Profit
0.152044
Profit Factor
1.819826
Profitability
64.516129
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 15:42
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 -1743341.3869 -78272.7075 -1665068.6794 7741.7012 1553302.5572 -1545560.856
Total P&L (%) -1743.3414 -78.2727 -1665.0687 7.7417 1553.3026 -1545.5609
Avg Daily Profit (%) -0.9441 -0.0424 -0.9017 0.004 0.152 0
Buy And Hold Return (%) 203.3139 203.3139 203.3139 203.3139 203.3139 203.3139
Max Trade Drawdown -371283 -134862 -293210 -1071089 -657129 -944925
Profit Factor 0.1992 0.7422 0.1112 1.0015 1.8198 0.5061
Total Trades 63 31 32 63 31 32
Winning Trades 37 17 20 37 20 17
Losing Trades 26 14 12 26 11 15
Profitability (%) 58.7302 54.8387 62.5 58.7302 64.5161 53.125
Ratio Avg Win / Avg Loss 0.14 0.6112 0.0667 0.7038 1.0009 0.4465
Largest Winning Trade 47447 47447 22787 962903 962903 487322
Largest Losing Trade -1505221 -70925 -1505221 -1505221 -657129 -1505221
Avg Bars in Trades 166 172 159 166 172 159
Avg Bars in Winners 71 76 67 169 181 156
Avg Bars in Losers 300 290 312 160 158 162
Bars Traded 10461 5361 5100 10461 5361 5100
Profit Streak 48.0296 0 99.3629 48.0296 0 99.3629
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -730085 -580190 -578231 -723005 425197 -579446

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": 1604260800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890554396,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 140,
            "offset": 213
        }
    }
}
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": [
        [
            -1743341.3869292059,
            -78272.7074939551,
            -1665068.679435251,
            7741.7012455271,
            1553302.5571980195,
            -1545560.8559524924
        ],
        [
            -1743.341387,
            -78.272707,
            -1665.068679,
            7.741701,
            1553.302557,
            -1545.560856
        ],
        [
            -0.944133,
            -0.04239,
            -0.901743,
            0.004038,
            0.152044,
            0
        ],
        [
            203.313939,
            203.313939,
            203.313939,
            203.313939,
            203.313939,
            203.313939
        ],
        [
            -371283,
            -134862,
            -293210,
            -1071089,
            -657129,
            -944925
        ],
        [
            0.199231,
            0.742183,
            0.111245,
            1.001541,
            1.819826,
            0.50605
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            37,
            17,
            20,
            37,
            20,
            17
        ],
        [
            26,
            14,
            12,
            26,
            11,
            15
        ],
        [
            58.730159,
            54.83871,
            62.5,
            58.730159,
            64.516129,
            53.125
        ],
        [
            0.14,
            0.61121,
            0.066747,
            0.703786,
            1.000904,
            0.446514
        ],
        [
            47447,
            47447,
            22787,
            962903,
            962903,
            487322
        ],
        [
            -1505221,
            -70925,
            -1505221,
            -1505221,
            -657129,
            -1505221
        ],
        [
            166,
            172,
            159,
            166,
            172,
            159
        ],
        [
            71,
            76,
            67,
            169,
            181,
            156
        ],
        [
            300,
            290,
            312,
            160,
            158,
            162
        ],
        [
            10461,
            5361,
            5100,
            10461,
            5361,
            5100
        ],
        [
            48.029565,
            0,
            99.362898,
            48.029565,
            0,
            99.362898
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -730085,
            -580190,
            -578231,
            -723005,
            425197,
            -579446
        ]
    ]
}
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": 1604260800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890554396,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 140,
            "offset": 213
        }
    }
}

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)