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Trade: RUNE/USDT/360/VWMA/MIDPRICE/6699

Strategy
RUNE/USDT/360/VWMA/MIDPRICE/6699
Pair
RUNE_USDT
Interval
6h
Score
319208
Daily Profit
0.294188
Profit Factor
2.478331
Profitability
43.750000
Streak
130.872829
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-10-04 05:56
Expiration Time
2025-11-28 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521601.4406 546012.5 -24411.0594 40135.8725 151759.8022 -111623.9297
Total P&L (%) 521.6014 546.0125 -24.4111 40.1359 151.7598 -111.6239
Avg Daily Profit (%) 0.281 0.2942 -0.0132 0.0182 0.0498 0
Buy And Hold Return (%) 197.2243 197.2243 197.2243 197.2243 197.2243 197.2243
Max Trade Drawdown -138713 -119171 -110637 -337925 -353973 -253754
Profit Factor 1.7106 2.4783 0.9331 1.0261 1.1772 0.8358
Total Trades 97 48 49 97 48 49
Winning Trades 45 21 24 45 21 24
Losing Trades 52 27 25 52 27 25
Profitability (%) 46.3918 43.75 48.9796 46.3918 43.75 48.9796
Ratio Avg Win / Avg Loss 1.9767 3.1864 0.9719 1.1857 1.5136 0.8706
Largest Winning Trade 273168 273168 40987 206506 206506 103150
Largest Losing Trade -48531 -48531 -35766 -162242 -162242 -122503
Avg Bars in Trades 71 101 42 71 101 42
Avg Bars in Winners 72 84 62 72 84 62
Avg Bars in Losers 71 114 24 71 114 24
Bars Traded 6965 4868 2098 6965 4868 2098
Profit Streak 130.8728 130.8728 304.3728 130.8728 130.8728 304.3728
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317438 319208 -579689 -525855 -318091 -579689
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7424,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546612400,
    "expiration_time": 1764346752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "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": [
        [
            521601.440607907,
            546012.5000053049,
            -24411.0593973979,
            40135.872501065,
            151759.802190113,
            -111623.9296890482
        ],
        [
            521.601441,
            546.0125,
            -24.411059,
            40.135873,
            151.759802,
            -111.62393
        ],
        [
            0.281035,
            0.294188,
            -0.013153,
            0.018183,
            0.049759,
            0
        ],
        [
            197.224269,
            197.224269,
            197.224269,
            197.224269,
            197.224269,
            197.224269
        ],
        [
            -138713,
            -119171,
            -110637,
            -337925,
            -353973,
            -253754
        ],
        [
            1.71057,
            2.478331,
            0.933068,
            1.026127,
            1.177223,
            0.835816
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            46.391753,
            43.75,
            48.979592,
            46.391753,
            43.75,
            48.979592
        ],
        [
            1.976658,
            3.186425,
            0.971946,
            1.185747,
            1.513572,
            0.870642
        ],
        [
            273168,
            273168,
            40987,
            206506,
            206506,
            103150
        ],
        [
            -48531,
            -48531,
            -35766,
            -162242,
            -162242,
            -122503
        ],
        [
            71,
            101,
            42,
            71,
            101,
            42
        ],
        [
            72,
            84,
            62,
            72,
            84,
            62
        ],
        [
            71,
            114,
            24,
            71,
            114,
            24
        ],
        [
            6965,
            4868,
            2098,
            6965,
            4868,
            2098
        ],
        [
            130.872829,
            130.872829,
            304.372829,
            130.872829,
            130.872829,
            304.372829
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317438,
            319208,
            -579689,
            -525855,
            -318091,
            -579689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7424,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546612400,
    "expiration_time": 1764346752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "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)