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Trade: RUNE/USDT/240/WMA/SINWMA/3069

Strategy
RUNE/USDT/240/WMA/SINWMA/3069
Pair
RUNE_USDT
Interval
4h
Score
304255
Daily Profit
0.336990
Profit Factor
3.272447
Profitability
38.636364
Streak
0.000000
Best Strategy
Training Data Length
1852.330000
Evaluation Time
2025-09-30 13:21
Expiration Time
2025-11-24 23:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 620194.4093 624217.0658 -4022.6566 315467.6657 214699.8783 100767.7874
Total P&L (%) 620.1944 624.2171 -4.0227 315.4677 214.6999 100.7678
Avg Daily Profit (%) 0.3348 0.337 -0.0022 0.0769 0.0619 0.0376
Buy And Hold Return (%) 177.5179 177.5179 177.5179 177.5179 177.5179 177.5179
Max Trade Drawdown -114475 -54130 -130285 -569919 -446091 -297540
Profit Factor 1.8935 3.2724 0.9904 1.1409 1.1925 1.0896
Total Trades 87 44 43 87 44 43
Winning Trades 36 17 19 36 17 19
Losing Trades 51 27 24 51 27 24
Profitability (%) 41.3793 38.6364 44.186 41.3793 38.6364 44.186
Ratio Avg Win / Avg Loss 2.6825 5.1974 1.251 1.6162 1.8939 1.3764
Largest Winning Trade 309522 309522 78369 414079 246151 414079
Largest Losing Trade -53293 -23850 -53293 -260351 -201919 -260351
Avg Bars in Trades 124 120 128 124 120 128
Avg Bars in Winners 203 192 213 203 192 213
Avg Bars in Losers 68 75 61 68 75 61
Bars Traded 10847 5306 5541 10847 5306 5541
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 251723 304255 -581321 -166224 -222927 -432548
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11114,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227676128,
    "expiration_time": 1764020448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 41,
            "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": [
        [
            620194.4092766168,
            624217.0658417838,
            -4022.6565651668,
            315467.6657426257,
            214699.8783376672,
            100767.7874049586
        ],
        [
            620.194409,
            624.217066,
            -4.022657,
            315.467666,
            214.699878,
            100.767787
        ],
        [
            0.334819,
            0.33699,
            -0.002172,
            0.076918,
            0.061911,
            0.037634
        ],
        [
            177.517853,
            177.517853,
            177.517853,
            177.517853,
            177.517853,
            177.517853
        ],
        [
            -114475,
            -54130,
            -130285,
            -569919,
            -446091,
            -297540
        ],
        [
            1.893502,
            3.272447,
            0.990409,
            1.140851,
            1.192474,
            1.089631
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            41.37931,
            38.636364,
            44.186047,
            41.37931,
            38.636364,
            44.186047
        ],
        [
            2.682461,
            5.197415,
            1.251043,
            1.616206,
            1.893929,
            1.376377
        ],
        [
            309522,
            309522,
            78369,
            414079,
            246151,
            414079
        ],
        [
            -53293,
            -23850,
            -53293,
            -260351,
            -201919,
            -260351
        ],
        [
            124,
            120,
            128,
            124,
            120,
            128
        ],
        [
            203,
            192,
            213,
            203,
            192,
            213
        ],
        [
            68,
            75,
            61,
            68,
            75,
            61
        ],
        [
            10847,
            5306,
            5541,
            10847,
            5306,
            5541
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            251723,
            304255,
            -581321,
            -166224,
            -222927,
            -432548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11114,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227676128,
    "expiration_time": 1764020448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 41,
            "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)