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Trade: RUNE/USDT/360/SINWMA/DEMA/4460

Strategy
RUNE/USDT/360/SINWMA/DEMA/4460
Pair
RUNE_USDT
Interval
6h
Score
532092
Daily Profit
0.607918
Profit Factor
6.293764
Profitability
36.666667
Streak
0.000000
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-10-03 22:28
Expiration Time
2025-11-28 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1266270.8308 1127991.7446 138279.0862 7312110.4187 3225150.2533 4086960.1654
Total P&L (%) 1266.2708 1127.9917 138.2791 7312.1104 3225.1503 4086.9602
Avg Daily Profit (%) 0.6824 0.6079 0.0745 0.2323 0.189 0.2015
Buy And Hold Return (%) 162.516 162.516 162.516 162.516 162.516 162.516
Max Trade Drawdown -72764 -43693 -48712 -4781365 -3069162 -3130337
Profit Factor 3.655 6.2938 1.5241 1.522 1.3825 1.733
Total Trades 59 30 29 59 30 29
Winning Trades 25 11 14 25 11 14
Losing Trades 34 19 15 34 19 15
Profitability (%) 42.3729 36.6667 48.2759 42.3729 36.6667 48.2759
Ratio Avg Win / Avg Loss 4.9708 10.871 1.6329 2.0699 2.3879 1.8568
Largest Winning Trade 765889 765889 75765 3114685 2849545 3114685
Largest Losing Trade -48712 -35060 -48712 -1543201 -1543201 -1170941
Avg Bars in Trades 122 116 129 122 116 129
Avg Bars in Winners 215 221 210 215 221 210
Avg Bars in Losers 54 55 53 54 55 53
Bars Traded 7230 3483 3746 7230 3483 3746
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 -163496 532092 -257380 -171600 158763 381952
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7422,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601445600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519693580,
    "expiration_time": 1764302256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 70,
            "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": [
        [
            1266270.8308230662,
            1127991.7445783862,
            138279.08624468,
            7312110.418730558,
            3225150.253348932,
            4086960.1653816244
        ],
        [
            1266.270831,
            1127.991745,
            138.279086,
            7312.110419,
            3225.150253,
            4086.960165
        ],
        [
            0.682442,
            0.607918,
            0.074524,
            0.23232,
            0.189028,
            0.201472
        ],
        [
            162.516046,
            162.516046,
            162.516046,
            162.516046,
            162.516046,
            162.516046
        ],
        [
            -72764,
            -43693,
            -48712,
            -4781365,
            -3069162,
            -3130337
        ],
        [
            3.655006,
            6.293764,
            1.524067,
            1.521986,
            1.38245,
            1.733037
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            42.372881,
            36.666667,
            48.275862,
            42.372881,
            36.666667,
            48.275862
        ],
        [
            4.970808,
            10.871046,
            1.632929,
            2.069901,
            2.387868,
            1.856825
        ],
        [
            765889,
            765889,
            75765,
            3114685,
            2849545,
            3114685
        ],
        [
            -48712,
            -35060,
            -48712,
            -1543201,
            -1543201,
            -1170941
        ],
        [
            122,
            116,
            129,
            122,
            116,
            129
        ],
        [
            215,
            221,
            210,
            215,
            221,
            210
        ],
        [
            54,
            55,
            53,
            54,
            55,
            53
        ],
        [
            7230,
            3483,
            3746,
            7230,
            3483,
            3746
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163496,
            532092,
            -257380,
            -171600,
            158763,
            381952
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7422,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601445600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519693580,
    "expiration_time": 1764302256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 70,
            "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)