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Trade: RUNE/USDT/240/SINWMA/SINWMA/1349

Strategy
RUNE/USDT/240/SINWMA/SINWMA/1349
Pair
RUNE_USDT
Interval
4h
Score
649520
Daily Profit
0.511850
Profit Factor
5.095260
Profitability
50.000000
Streak
55.310116
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 18:26
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 895873.7166 945130.6553 -49256.9388 10744.5243 123436.314 -112691.7897
Total P&L (%) 895.8737 945.1307 -49.2569 10.7445 123.4363 -112.6918
Avg Daily Profit (%) 0.4852 0.5119 -0.0267 0.0055 0.0435 0
Buy And Hold Return (%) 173.7443 173.7443 173.7443 173.7443 173.7443 173.7443
Max Trade Drawdown -138585 -89011 -132697 -705272 -419593 -433495
Profit Factor 2.3167 5.0953 0.8904 1.0052 1.1524 0.9104
Total Trades 60 30 30 60 30 30
Winning Trades 30 15 15 30 15 15
Losing Trades 30 15 15 30 15 15
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 2.3167 5.0953 0.8904 1.0052 1.1524 0.9104
Largest Winning Trade 776264 776264 72810 233917 233917 209011
Largest Losing Trade -69581 -34331 -69581 -280001 -280001 -213313
Avg Bars in Trades 179 175 183 179 175 183
Avg Bars in Winners 262 242 283 262 242 283
Avg Bars in Losers 96 109 84 96 109 84
Bars Traded 10787 5272 5515 10787 5272 5515
Profit Streak 37.9768 55.3101 37.9768 37.9768 55.3101 37.9768
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158853 649520 -580280 -738535 -352944 -580280

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": 1601884800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900394024,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "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": [
        [
            895873.7165690197,
            945130.6553247847,
            -49256.9387557647,
            10744.5243054293,
            123436.3140344344,
            -112691.7897290051
        ],
        [
            895.873717,
            945.130655,
            -49.256939,
            10.744524,
            123.436314,
            -112.69179
        ],
        [
            0.485174,
            0.51185,
            -0.026676,
            0.005527,
            0.043549,
            0
        ],
        [
            173.744292,
            173.744292,
            173.744292,
            173.744292,
            173.744292,
            173.744292
        ],
        [
            -138585,
            -89011,
            -132697,
            -705272,
            -419593,
            -433495
        ],
        [
            2.316708,
            5.09526,
            0.890443,
            1.005198,
            1.152352,
            0.91035
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            2.316708,
            5.09526,
            0.890443,
            1.005198,
            1.152352,
            0.91035
        ],
        [
            776264,
            776264,
            72810,
            233917,
            233917,
            209011
        ],
        [
            -69581,
            -34331,
            -69581,
            -280001,
            -280001,
            -213313
        ],
        [
            179,
            175,
            183,
            179,
            175,
            183
        ],
        [
            262,
            242,
            283,
            262,
            242,
            283
        ],
        [
            96,
            109,
            84,
            96,
            109,
            84
        ],
        [
            10787,
            5272,
            5515,
            10787,
            5272,
            5515
        ],
        [
            37.976783,
            55.310116,
            37.976783,
            37.976783,
            55.310116,
            37.976783
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158853,
            649520,
            -580280,
            -738535,
            -352944,
            -580280
        ]
    ]
}
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": 1601884800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900394024,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "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)