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Trade: RUNE/USDT/360/VWMA/VWMA/7076

Strategy
RUNE/USDT/360/VWMA/VWMA/7076
Pair
RUNE_USDT
Interval
6h
Score
470741
Daily Profit
0.466190
Profit Factor
4.363270
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 16:58
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 830148.4147 860820.6554 -30672.2407 -9689.2182 -17575.0061 7885.7879
Total P&L (%) 830.1484 860.8207 -30.6722 -9.6892 -17.575 7.8858
Avg Daily Profit (%) 0.4496 0.4662 -0.0166 -0.0055 -0.0105 0.0041
Buy And Hold Return (%) 171.5742 171.5742 171.5742 171.5742 171.5742 171.5742
Max Trade Drawdown -154198 -57095 -150456 -156233 -121539 -96653
Profit Factor 2.2084 4.3633 0.9288 0.9865 0.9469 1.0205
Total Trades 72 36 36 72 36 36
Winning Trades 34 15 19 34 15 19
Losing Trades 38 21 17 38 21 17
Profitability (%) 47.2222 41.6667 52.7778 47.2222 41.6667 52.7778
Ratio Avg Win / Avg Loss 2.4682 6.1086 0.8311 1.1025 1.3256 0.9131
Largest Winning Trade 674423 674423 74771 81563 53608 81563
Largest Losing Trade -86141 -33779 -86141 -86261 -67502 -86261
Avg Bars in Trades 100 101 98 100 101 98
Avg Bars in Winners 153 154 152 153 154 152
Avg Bars in Losers 53 64 39 53 64 39
Bars Traded 7221 3660 3561 7221 3660 3561
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 -71961 470741 -580420 -663969 -582354 -552395

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895123981,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "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": [
        [
            830148.4146589854,
            860820.655359126,
            -30672.2407001407,
            -9689.2181847869,
            -17575.0061289156,
            7885.7879441286
        ],
        [
            830.148415,
            860.820655,
            -30.672241,
            -9.689218,
            -17.575006,
            7.885788
        ],
        [
            0.449579,
            0.46619,
            -0.016611,
            -0.005519,
            -0.010467,
            0.004111
        ],
        [
            171.574179,
            171.574179,
            171.574179,
            171.574179,
            171.574179,
            171.574179
        ],
        [
            -154198,
            -57095,
            -150456,
            -156233,
            -121539,
            -96653
        ],
        [
            2.208424,
            4.36327,
            0.928838,
            0.986462,
            0.946892,
            1.020494
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            47.222222,
            41.666667,
            52.777778,
            47.222222,
            41.666667,
            52.777778
        ],
        [
            2.468239,
            6.108579,
            0.831066,
            1.102516,
            1.325648,
            0.913074
        ],
        [
            674423,
            674423,
            74771,
            81563,
            53608,
            81563
        ],
        [
            -86141,
            -33779,
            -86141,
            -86261,
            -67502,
            -86261
        ],
        [
            100,
            101,
            98,
            100,
            101,
            98
        ],
        [
            153,
            154,
            152,
            153,
            154,
            152
        ],
        [
            53,
            64,
            39,
            53,
            64,
            39
        ],
        [
            7221,
            3660,
            3561,
            7221,
            3660,
            3561
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -71961,
            470741,
            -580420,
            -663969,
            -582354,
            -552395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895123981,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "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)