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Trade: RUNE/USDT/240/SWMA/JMA/2067

Strategy
RUNE/USDT/240/SWMA/JMA/2067
Pair
RUNE_USDT
Interval
4h
Score
304416
Daily Profit
0.342239
Profit Factor
2.710181
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1861.500000
Evaluation Time
2025-10-09 17:42
Expiration Time
2025-12-04 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431665.0613 637077.5549 -205412.4937 -147303.803 -234966.16 87662.3571
Total P&L (%) 431.6651 637.0776 -205.4125 -147.3038 -234.9662 87.6624
Avg Daily Profit (%) 0.2319 0.3422 -0.1103 0 0 0.0338
Buy And Hold Return (%) 120.2677 120.2677 120.2677 120.2677 120.2677 120.2677
Max Trade Drawdown -234450 -88359 -182896 -1261306 -887729 -803756
Profit Factor 1.4303 2.7102 0.6742 0.9538 0.8429 1.0517
Total Trades 79 40 39 79 40 39
Winning Trades 33 15 18 44 24 20
Losing Trades 46 25 21 35 16 19
Profitability (%) 41.7722 37.5 46.1538 55.6962 60 51.2821
Ratio Avg Win / Avg Loss 1.9938 4.517 0.7866 0.7587 0.5619 0.9991
Largest Winning Trade 380533 380533 77389 556922 333019 556922
Largest Losing Trade -170692 -30858 -170692 -430968 -265897 -430968
Avg Bars in Trades 137 130 144 137 130 144
Avg Bars in Winners 200 177 220 92 102 79
Avg Bars in Losers 91 102 79 193 171 212
Bars Traded 10838 5215 5623 10838 5215 5623
Profit Streak 0 0 0 147.2794 147.2794 189.4461
Trades During Streak 0 0 0 8 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -27179 304416 -582253 -609811 -578071 -477186
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11169,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760020940461,
    "expiration_time": 1764836208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 127,
            "offset": 37
        }
    }
}
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": [
        [
            431665.0612629629,
            637077.5549226331,
            -205412.4936596703,
            -147303.8029936602,
            -234966.1600461653,
            87662.3570525054
        ],
        [
            431.665061,
            637.077555,
            -205.412494,
            -147.303803,
            -234.96616,
            87.662357
        ],
        [
            0.231891,
            0.342239,
            -0.110348,
            0,
            0,
            0.033821
        ],
        [
            120.267686,
            120.267686,
            120.267686,
            120.267686,
            120.267686,
            120.267686
        ],
        [
            -234450,
            -88359,
            -182896,
            -1261306,
            -887729,
            -803756
        ],
        [
            1.430342,
            2.710181,
            0.674235,
            0.953822,
            0.842852,
            1.051726
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            33,
            15,
            18,
            44,
            24,
            20
        ],
        [
            46,
            25,
            21,
            35,
            16,
            19
        ],
        [
            41.772152,
            37.5,
            46.153846,
            55.696203,
            60,
            51.282051
        ],
        [
            1.99381,
            4.516969,
            0.786608,
            0.758722,
            0.561901,
            0.99914
        ],
        [
            380533,
            380533,
            77389,
            556922,
            333019,
            556922
        ],
        [
            -170692,
            -30858,
            -170692,
            -430968,
            -265897,
            -430968
        ],
        [
            137,
            130,
            144,
            137,
            130,
            144
        ],
        [
            200,
            177,
            220,
            92,
            102,
            79
        ],
        [
            91,
            102,
            79,
            193,
            171,
            212
        ],
        [
            10838,
            5215,
            5623,
            10838,
            5215,
            5623
        ],
        [
            0,
            0,
            0,
            147.279403,
            147.279403,
            189.44607
        ],
        [
            0,
            0,
            0,
            8,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27179,
            304416,
            -582253,
            -609811,
            -578071,
            -477186
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11169,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760020940461,
    "expiration_time": 1764836208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 127,
            "offset": 37
        }
    }
}

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)