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Trade: RUNE/USDT/360/HILO/VWAP/5404

Strategy
RUNE/USDT/360/HILO/VWAP/5404
Pair
RUNE_USDT
Interval
6h
Score
303679
Daily Profit
0.387655
Profit Factor
1.415213
Profitability
35.374150
Streak
0.000000
Best Strategy
Training Data Length
1853.500000
Evaluation Time
2025-10-01 18:30
Expiration Time
2025-11-26 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 718519.0943 670180.6766 48338.4177 656400.1843 785626.4968 -129226.3126
Total P&L (%) 718.5191 670.1807 48.3384 656.4002 785.6265 -129.2263
Avg Daily Profit (%) 0.3877 0.3616 0.0261 0.1092 0.1177 0
Buy And Hold Return (%) 53.866 53.866 53.866 53.866 53.866 53.866
Max Trade Drawdown -117889 -107982 -201233 -1219921 -576289 -1005716
Profit Factor 1.4152 1.7779 1.0556 1.0881 1.2182 0.9665
Total Trades 441 220 221 441 220 221
Winning Trades 156 69 87 156 69 87
Losing Trades 285 151 134 285 151 134
Profitability (%) 35.3742 31.3636 39.3665 35.3742 31.3636 39.3665
Ratio Avg Win / Avg Loss 2.5855 3.8908 1.6259 1.9878 2.6659 1.4886
Largest Winning Trade 231817 231817 61782 541874 541874 486809
Largest Losing Trade -24329 -19350 -24329 -289065 -187219 -289065
Avg Bars in Trades 16 17 16 16 17 16
Avg Bars in Winners 30 35 26 30 35 26
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 7375 3839 3536 7375 3839 3536
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 303679 230997 -485294 -172397 -41075 -582367
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7414,
    "evaluation_days": 1853.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759332653261,
    "expiration_time": 1764124272000,
    "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": [
        [
            718519.0943072509,
            670180.6766124794,
            48338.4176947716,
            656400.1842616688,
            785626.496837528,
            -129226.3125758597
        ],
        [
            718.519094,
            670.180677,
            48.338418,
            656.400184,
            785.626497,
            -129.226313
        ],
        [
            0.387655,
            0.361576,
            0.02608,
            0.109226,
            0.117745,
            0
        ],
        [
            53.866046,
            53.866046,
            53.866046,
            53.866046,
            53.866046,
            53.866046
        ],
        [
            -117889,
            -107982,
            -201233,
            -1219921,
            -576289,
            -1005716
        ],
        [
            1.415213,
            1.777924,
            1.055626,
            1.088072,
            1.218176,
            0.966453
        ],
        [
            441,
            220,
            221,
            441,
            220,
            221
        ],
        [
            156,
            69,
            87,
            156,
            69,
            87
        ],
        [
            285,
            151,
            134,
            285,
            151,
            134
        ],
        [
            35.37415,
            31.363636,
            39.366516,
            35.37415,
            31.363636,
            39.366516
        ],
        [
            2.585485,
            3.89082,
            1.625907,
            1.987824,
            2.665863,
            1.48856
        ],
        [
            231817,
            231817,
            61782,
            541874,
            541874,
            486809
        ],
        [
            -24329,
            -19350,
            -24329,
            -289065,
            -187219,
            -289065
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            30,
            35,
            26,
            30,
            35,
            26
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            7375,
            3839,
            3536,
            7375,
            3839,
            3536
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303679,
            230997,
            -485294,
            -172397,
            -41075,
            -582367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7414,
    "evaluation_days": 1853.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759332653261,
    "expiration_time": 1764124272000,
    "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)