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Trade: RUNE/USDT/240/PWMA/VWMA/2193

Strategy
RUNE/USDT/240/PWMA/VWMA/2193
Pair
RUNE_USDT
Interval
4h
Score
659603
Daily Profit
0.406408
Profit Factor
3.921512
Profitability
61.538462
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 01:38
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 738869.7043 750433.1972 -11563.4929 280490.648 496760.0847 -216269.4367
Total P&L (%) 738.8697 750.4332 -11.5635 280.4906 496.7601 -216.2694
Avg Daily Profit (%) 0.4001 0.4064 -0.0063 0.0724 0.0968 0
Buy And Hold Return (%) 104.4679 104.4679 104.4679 104.4679 104.4679 104.4679
Max Trade Drawdown -128640 -73011 -100626 -901742 -581084 -458832
Profit Factor 2.0741 3.9215 0.9732 1.1095 1.4655 0.8553
Total Trades 79 39 40 79 39 40
Winning Trades 43 24 19 43 24 19
Losing Trades 36 15 21 36 15 21
Profitability (%) 54.4304 61.5385 47.5 54.4304 61.5385 47.5
Ratio Avg Win / Avg Loss 1.7364 2.4509 1.0756 0.9289 0.9159 0.9453
Largest Winning Trade 485365 485365 74917 353402 353402 261788
Largest Losing Trade -51836 -33839 -51836 -322080 -322080 -220933
Avg Bars in Trades 135 134 135 135 134 135
Avg Bars in Winners 195 180 215 195 180 215
Avg Bars in Losers 62 61 64 62 61 64
Bars Traded 10693 5258 5435 10693 5258 5435
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 -17011 659603 -580055 -232110 -64360 -581722
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": 1602518400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759012692721,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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": [
        [
            738869.7042620659,
            750433.1972051446,
            -11563.4929430786,
            280490.6480301692,
            496760.0846904638,
            -216269.436660295
        ],
        [
            738.869704,
            750.433197,
            -11.563493,
            280.490648,
            496.760085,
            -216.269437
        ],
        [
            0.400146,
            0.406408,
            -0.006262,
            0.072395,
            0.096789,
            0
        ],
        [
            104.46794,
            104.46794,
            104.46794,
            104.46794,
            104.46794,
            104.46794
        ],
        [
            -128640,
            -73011,
            -100626,
            -901742,
            -581084,
            -458832
        ],
        [
            2.074082,
            3.921512,
            0.973173,
            1.109507,
            1.465471,
            0.855259
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            54.43038,
            61.538462,
            47.5,
            54.43038,
            61.538462,
            47.5
        ],
        [
            1.736441,
            2.450945,
            1.075613,
            0.928889,
            0.915919,
            0.945287
        ],
        [
            485365,
            485365,
            74917,
            353402,
            353402,
            261788
        ],
        [
            -51836,
            -33839,
            -51836,
            -322080,
            -322080,
            -220933
        ],
        [
            135,
            134,
            135,
            135,
            134,
            135
        ],
        [
            195,
            180,
            215,
            195,
            180,
            215
        ],
        [
            62,
            61,
            64,
            62,
            61,
            64
        ],
        [
            10693,
            5258,
            5435,
            10693,
            5258,
            5435
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17011,
            659603,
            -580055,
            -232110,
            -64360,
            -581722
        ]
    ]
}
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": 1602518400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759012692721,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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)