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Trade: RUNE/USDT/360/VWMA/HILO/2798

Strategy
RUNE/USDT/360/VWMA/HILO/2798
Pair
RUNE_USDT
Interval
6h
Score
659037
Daily Profit
0.894209
Profit Factor
8.738022
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
1858.750000
Evaluation Time
2025-10-06 23:51
Expiration Time
2025-12-01 14:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1709042.5854 1662110.4531 46932.1324 749897.6985 1376761.1178 -626863.4193
Total P&L (%) 1709.0426 1662.1105 46.9321 749.8977 1376.7611 -626.8634
Avg Daily Profit (%) 0.9195 0.8942 0.0252 0.1152 0.145 0
Buy And Hold Return (%) 160.5709 160.5709 160.5709 160.5709 160.5709 160.5709
Max Trade Drawdown -122385 -76099 -81827 -1856874 -533864 -1515839
Profit Factor 4.3101 8.738 1.1557 1.169 1.8857 0.7826
Total Trades 77 39 38 77 39 38
Winning Trades 35 16 19 35 16 19
Losing Trades 42 23 19 42 23 19
Profitability (%) 45.4545 41.0256 50 45.4545 41.0256 50
Ratio Avg Win / Avg Loss 5.1721 12.5609 1.1557 1.4027 2.7108 0.7826
Largest Winning Trade 1506988 1506988 76017 1506988 1506988 490605
Largest Losing Trade -76566 -31199 -76566 -1515839 -233391 -1515839
Avg Bars in Trades 92 84 100 92 84 100
Avg Bars in Winners 150 139 159 150 139 159
Avg Bars in Losers 44 46 41 44 46 41
Bars Traded 7107 3303 3804 7107 3303 3804
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 -27486 659037 -374212 -123144 35880 -580764
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7435,
    "evaluation_days": 1858.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603648800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759783890172,
    "expiration_time": 1764591480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1709042.585435993,
            1662110.4530562903,
            46932.1323797035,
            749897.6985063892,
            1376761.1177904988,
            -626863.4192841094
        ],
        [
            1709.042585,
            1662.110453,
            46.932132,
            749.897699,
            1376.761118,
            -626.863419
        ],
        [
            0.919458,
            0.894209,
            0.025249,
            0.115195,
            0.144957,
            0
        ],
        [
            160.570938,
            160.570938,
            160.570938,
            160.570938,
            160.570938,
            160.570938
        ],
        [
            -122385,
            -76099,
            -81827,
            -1856874,
            -533864,
            -1515839
        ],
        [
            4.310098,
            8.738022,
            1.155655,
            1.168955,
            1.885741,
            0.782648
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            45.454545,
            41.025641,
            50,
            45.454545,
            41.025641,
            50
        ],
        [
            5.172117,
            12.560907,
            1.155655,
            1.402746,
            2.710752,
            0.782648
        ],
        [
            1506988,
            1506988,
            76017,
            1506988,
            1506988,
            490605
        ],
        [
            -76566,
            -31199,
            -76566,
            -1515839,
            -233391,
            -1515839
        ],
        [
            92,
            84,
            100,
            92,
            84,
            100
        ],
        [
            150,
            139,
            159,
            150,
            139,
            159
        ],
        [
            44,
            46,
            41,
            44,
            46,
            41
        ],
        [
            7107,
            3303,
            3804,
            7107,
            3303,
            3804
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27486,
            659037,
            -374212,
            -123144,
            35880,
            -580764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7435,
    "evaluation_days": 1858.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603648800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759783890172,
    "expiration_time": 1764591480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)