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Trade: RUNE/USDT/360/PWMA/VWMA/2098

Strategy
RUNE/USDT/360/PWMA/VWMA/2098
Pair
RUNE_USDT
Interval
6h
Score
333918
Daily Profit
0.291680
Profit Factor
1.534386
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 13:10
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 538586.9153 691889.5931 -153302.6779 -98490.9708 149430.9954 -247921.9662
Total P&L (%) 538.5869 691.8896 -153.3027 -98.491 149.431 -247.922
Avg Daily Profit (%) 0.2917 0.3747 -0.083 -0.2269 0.0495 0
Buy And Hold Return (%) 123.3607 123.3607 123.3607 123.3607 123.3607 123.3607
Max Trade Drawdown -170914 -95888 -227487 -244135 -73429 -256626
Profit Factor 1.5344 2.7981 0.754 0.7718 2.1052 0.1636
Total Trades 105 52 53 105 52 53
Winning Trades 57 27 30 57 27 30
Losing Trades 48 25 23 48 25 23
Profitability (%) 54.2857 51.9231 56.6038 54.2857 51.9231 56.6038
Ratio Avg Win / Avg Loss 1.2921 2.5909 0.578 0.65 1.9493 0.1255
Largest Winning Trade 433242 433242 73935 199378 199378 17759
Largest Losing Trade -94476 -46727 -94476 -152973 -48128 -152973
Avg Bars in Trades 68 69 66 68 69 66
Avg Bars in Winners 92 94 89 92 94 89
Avg Bars in Losers 40 43 37 40 43 37
Bars Traded 7182 3634 3547 7182 3634 3547
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 333918 -165862 -759977 -579943 -402622 -759977
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": 1602720000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967833658,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "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": [
        [
            538586.9152590865,
            691889.5931165598,
            -153302.6778574725,
            -98490.970799933,
            149430.9953685479,
            -247921.966168481
        ],
        [
            538.586915,
            691.889593,
            -153.302678,
            -98.490971,
            149.430995,
            -247.921966
        ],
        [
            0.29168,
            0.374703,
            -0.083023,
            -0.226859,
            0.049512,
            0
        ],
        [
            123.360656,
            123.360656,
            123.360656,
            123.360656,
            123.360656,
            123.360656
        ],
        [
            -170914,
            -95888,
            -227487,
            -244135,
            -73429,
            -256626
        ],
        [
            1.534386,
            2.798137,
            0.75396,
            0.771818,
            2.105242,
            0.163645
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            54.285714,
            51.923077,
            56.603774,
            54.285714,
            51.923077,
            56.603774
        ],
        [
            1.292115,
            2.590867,
            0.578036,
            0.649952,
            1.949298,
            0.125461
        ],
        [
            433242,
            433242,
            73935,
            199378,
            199378,
            17759
        ],
        [
            -94476,
            -46727,
            -94476,
            -152973,
            -48128,
            -152973
        ],
        [
            68,
            69,
            66,
            68,
            69,
            66
        ],
        [
            92,
            94,
            89,
            92,
            94,
            89
        ],
        [
            40,
            43,
            37,
            40,
            43,
            37
        ],
        [
            7182,
            3634,
            3547,
            7182,
            3634,
            3547
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333918,
            -165862,
            -759977,
            -579943,
            -402622,
            -759977
        ]
    ]
}
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": 1602720000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967833658,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "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)