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Trade: RUNE/USDT/360/SSF/SWMA/9248

Strategy
RUNE/USDT/360/SSF/SWMA/9248
Pair
RUNE_USDT
Interval
6h
Score
309440
Daily Profit
0.252786
Profit Factor
2.340446
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-05 05:24
Expiration Time
2025-11-29 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268382.8287 469424.26 -201041.4313 -99633.1032 227212.2889 -326845.392
Total P&L (%) 268.3828 469.4243 -201.0414 -99.6331 227.2123 -326.8454
Avg Daily Profit (%) 0.1445 0.2528 -0.1083 -0.3015 0.0639 0
Buy And Hold Return (%) 125.7203 125.7203 125.7203 125.7203 125.7203 125.7203
Max Trade Drawdown -219497 -84056 -259752 -309033 -46318 -314520
Profit Factor 1.2746 2.3404 0.6794 0.7746 3.8198 0.0958
Total Trades 77 39 38 77 39 38
Winning Trades 35 18 17 35 18 17
Losing Trades 42 21 21 42 21 21
Profitability (%) 45.4545 46.1538 44.7368 45.4545 46.1538 44.7368
Ratio Avg Win / Avg Loss 1.5296 2.7305 0.8392 0.9295 4.4564 0.1184
Largest Winning Trade 266917 266917 71897 224964 224964 26918
Largest Losing Trade -97411 -42028 -97411 -238534 -44547 -238534
Avg Bars in Trades 94 97 91 94 97 91
Avg Bars in Winners 140 139 142 140 139 142
Avg Bars in Losers 55 60 50 55 60 50
Bars Traded 7265 3785 3480 7265 3785 3480
Profit Streak 0 0 46.6006 0 0 46.6006
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53102 309440 -582253 -628823 -110382 -582253
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7428,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600452000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631096070,
    "expiration_time": 1764435744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 59,
            "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": [
        [
            268382.8287484953,
            469424.2600469184,
            -201041.4312984233,
            -99633.1031705971,
            227212.2888599272,
            -326845.3920305244
        ],
        [
            268.382829,
            469.42426,
            -201.041431,
            -99.633103,
            227.212289,
            -326.845392
        ],
        [
            0.144525,
            0.252786,
            -0.108261,
            -0.301529,
            0.063857,
            0
        ],
        [
            125.720282,
            125.720282,
            125.720282,
            125.720282,
            125.720282,
            125.720282
        ],
        [
            -219497,
            -84056,
            -259752,
            -309033,
            -46318,
            -314520
        ],
        [
            1.274634,
            2.340446,
            0.67938,
            0.774621,
            3.819766,
            0.095841
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            45.454545,
            46.153846,
            44.736842,
            45.454545,
            46.153846,
            44.736842
        ],
        [
            1.52956,
            2.730521,
            0.839234,
            0.929546,
            4.456394,
            0.118392
        ],
        [
            266917,
            266917,
            71897,
            224964,
            224964,
            26918
        ],
        [
            -97411,
            -42028,
            -97411,
            -238534,
            -44547,
            -238534
        ],
        [
            94,
            97,
            91,
            94,
            97,
            91
        ],
        [
            140,
            139,
            142,
            140,
            139,
            142
        ],
        [
            55,
            60,
            50,
            55,
            60,
            50
        ],
        [
            7265,
            3785,
            3480,
            7265,
            3785,
            3480
        ],
        [
            0,
            0,
            46.600649,
            0,
            0,
            46.600649
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53102,
            309440,
            -582253,
            -628823,
            -110382,
            -582253
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7428,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600452000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631096070,
    "expiration_time": 1764435744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 59,
            "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)