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Trade: RUNE/USDT/360/SWMA/VWAP/9382

Strategy
RUNE/USDT/360/SWMA/VWAP/9382
Pair
RUNE_USDT
Interval
6h
Score
334827
Daily Profit
0.597577
Profit Factor
3.493777
Profitability
29.702970
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 1108804.9284 919471.186 189333.7424 31639451.327 20691066.3514 10948384.9756
Total P&L (%) 1108.8049 919.4712 189.3337 31639.4513 20691.0664 10948.385
Avg Daily Profit (%) 0.5976 0.4955 0.102 0.3109 0.2881 0.2539
Buy And Hold Return (%) 146.2866 146.2866 146.2866 146.2866 146.2866 146.2866
Max Trade Drawdown -58323 -54048 -38843 -20934045 -18746960 -9772146
Profit Factor 3.4938 5.2763 1.8246 1.4059 1.4772 1.3165
Total Trades 101 51 50 101 51 50
Winning Trades 30 14 16 30 14 16
Losing Trades 71 37 34 71 37 34
Profitability (%) 29.703 27.451 32 29.703 27.451 32
Ratio Avg Win / Avg Loss 8.2686 13.9446 3.8772 3.3272 3.9039 2.7975
Largest Winning Trade 378772 378772 77387 19178058 19178058 16897592
Largest Losing Trade -19414 -12643 -19414 -4854119 -4599595 -4854119
Avg Bars in Trades 71 67 74 71 67 74
Avg Bars in Winners 192 190 195 192 190 195
Avg Bars in Losers 19 21 17 19 21 17
Bars Traded 7175 3449 3726 7175 3449 3726
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 334827 -181260 -314576 72345 -188277 -177261
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": 1603324800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519692810,
    "expiration_time": 1764302256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 192,
            "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": [
        [
            1108804.928394893,
            919471.1860153783,
            189333.7423795143,
            31639451.327000435,
            20691066.35136652,
            10948384.975633916
        ],
        [
            1108.804928,
            919.471186,
            189.333742,
            31639.451327,
            20691.066351,
            10948.384976
        ],
        [
            0.597577,
            0.495538,
            0.102039,
            0.310919,
            0.288051,
            0.253885
        ],
        [
            146.286632,
            146.286632,
            146.286632,
            146.286632,
            146.286632,
            146.286632
        ],
        [
            -58323,
            -54048,
            -38843,
            -20934045,
            -18746960,
            -9772146
        ],
        [
            3.493777,
            5.276343,
            1.824569,
            1.405854,
            1.477152,
            1.316481
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            29.70297,
            27.45098,
            32,
            29.70297,
            27.45098,
            32
        ],
        [
            8.268605,
            13.944621,
            3.877209,
            3.327187,
            3.903901,
            2.797523
        ],
        [
            378772,
            378772,
            77387,
            19178058,
            19178058,
            16897592
        ],
        [
            -19414,
            -12643,
            -19414,
            -4854119,
            -4599595,
            -4854119
        ],
        [
            71,
            67,
            74,
            71,
            67,
            74
        ],
        [
            192,
            190,
            195,
            192,
            190,
            195
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            7175,
            3449,
            3726,
            7175,
            3449,
            3726
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334827,
            -181260,
            -314576,
            72345,
            -188277,
            -177261
        ]
    ]
}
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": 1603324800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519692810,
    "expiration_time": 1764302256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 192,
            "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)