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Trade: RUNE/USDT/360/HILO/VWAP/1541

Strategy
RUNE/USDT/360/HILO/VWAP/1541
Pair
RUNE_USDT
Interval
6h
Score
304738
Daily Profit
0.389875
Profit Factor
1.418594
Profitability
35.388128
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 01:03
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 719904.2264 673833.7709 46070.4554 672591.2523 816470.4805 -143879.2282
Total P&L (%) 719.9042 673.8338 46.0705 672.5913 816.4705 -143.8792
Avg Daily Profit (%) 0.3899 0.3649 0.025 0.1108 0.12 0
Buy And Hold Return (%) 55.0297 55.0297 55.0297 55.0297 55.0297 55.0297
Max Trade Drawdown -117889 -107982 -201233 -1219921 -576289 -1005716
Profit Factor 1.4186 1.7855 1.0534 1.0913 1.2287 0.9621
Total Trades 438 219 219 438 219 219
Winning Trades 155 69 86 155 69 86
Losing Trades 283 150 133 283 150 133
Profitability (%) 35.3881 31.5068 39.2694 35.3881 31.5068 39.2694
Ratio Avg Win / Avg Loss 2.5901 3.8815 1.6292 1.9925 2.6711 1.4879
Largest Winning Trade 231817 231817 61782 541874 541874 486809
Largest Losing Trade -24329 -19350 -24329 -289065 -187219 -289065
Avg Bars in Trades 16 17 15 16 17 15
Avg Bars in Winners 30 35 26 30 35 26
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 7330 3834 3496 7330 3834 3496
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 304738 234371 -489245 -166748 -37889 -582415
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759010635981,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            719904.2263518332,
            673833.7709230131,
            46070.45542882,
            672591.2523428276,
            816470.4805477746,
            -143879.2282049475
        ],
        [
            719.904226,
            673.833771,
            46.070455,
            672.591252,
            816.470481,
            -143.879228
        ],
        [
            0.389875,
            0.364925,
            0.02495,
            0.110789,
            0.120048,
            0
        ],
        [
            55.029739,
            55.029739,
            55.029739,
            55.029739,
            55.029739,
            55.029739
        ],
        [
            -117889,
            -107982,
            -201233,
            -1219921,
            -576289,
            -1005716
        ],
        [
            1.418594,
            1.785496,
            1.053448,
            1.091322,
            1.2287,
            0.962087
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            155,
            69,
            86,
            155,
            69,
            86
        ],
        [
            283,
            150,
            133,
            283,
            150,
            133
        ],
        [
            35.388128,
            31.506849,
            39.269406,
            35.388128,
            31.506849,
            39.269406
        ],
        [
            2.590079,
            3.881512,
            1.62917,
            1.992543,
            2.671088,
            1.487879
        ],
        [
            231817,
            231817,
            61782,
            541874,
            541874,
            486809
        ],
        [
            -24329,
            -19350,
            -24329,
            -289065,
            -187219,
            -289065
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            30,
            35,
            26,
            30,
            35,
            26
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            7330,
            3834,
            3496,
            7330,
            3834,
            3496
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304738,
            234371,
            -489245,
            -166748,
            -37889,
            -582415
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759010635981,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)