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Trade: RUNE/USDT/360/WMA/VWMA/8888

Strategy
RUNE/USDT/360/WMA/VWMA/8888
Pair
RUNE_USDT
Interval
6h
Score
307793
Daily Profit
0.250063
Profit Factor
2.508271
Profitability
48.717949
Streak
12.833734
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-05 05:00
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 309240.8539 464366.5871 -155125.7332 -188138.5764 160931.2134 -349069.7898
Total P&L (%) 309.2409 464.3666 -155.1257 -188.1386 160.9312 -349.0698
Avg Daily Profit (%) 0.1665 0.2501 -0.0835 0 0.0517 0
Buy And Hold Return (%) 195.824 195.824 195.824 195.824 195.824 195.824
Max Trade Drawdown -312659 -112996 -298966 -580414 -252709 -422425
Profit Factor 1.3666 2.5083 0.7103 0.8454 1.3603 0.5468
Total Trades 77 39 38 77 39 38
Winning Trades 38 19 19 37 21 16
Losing Trades 39 20 19 40 18 22
Profitability (%) 49.3506 48.7179 50 48.0519 53.8462 42.1053
Ratio Avg Win / Avg Loss 1.4026 2.6403 0.7103 0.9139 1.1659 0.7518
Largest Winning Trade 188778 188778 69895 188778 188778 72995
Largest Losing Trade -169500 -47937 -169500 -359051 -108783 -359051
Avg Bars in Trades 93 102 84 93 102 84
Avg Bars in Winners 108 97 119 84 112 48
Avg Bars in Losers 78 106 49 101 90 110
Bars Traded 7181 3983 3198 7181 3983 3198
Profit Streak 12.8337 12.8337 31.3337 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47316 307793 -580224 -627813 -288732 -583835
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7428,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603972800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759629634618,
    "expiration_time": 1764435744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "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": [
        [
            309240.8538714597,
            464366.5870831785,
            -155125.7332117189,
            -188138.5764111081,
            160931.2134361128,
            -349069.7898472209
        ],
        [
            309.240854,
            464.366587,
            -155.125733,
            -188.138576,
            160.931213,
            -349.06979
        ],
        [
            0.166527,
            0.250063,
            -0.083536,
            0,
            0.05166,
            0
        ],
        [
            195.823956,
            195.823956,
            195.823956,
            195.823956,
            195.823956,
            195.823956
        ],
        [
            -312659,
            -112996,
            -298966,
            -580414,
            -252709,
            -422425
        ],
        [
            1.366642,
            2.508271,
            0.710349,
            0.845388,
            1.360273,
            0.546751
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            38,
            19,
            19,
            37,
            21,
            16
        ],
        [
            39,
            20,
            19,
            40,
            18,
            22
        ],
        [
            49.350649,
            48.717949,
            50,
            48.051948,
            53.846154,
            42.105263
        ],
        [
            1.402606,
            2.640285,
            0.710349,
            0.913933,
            1.165949,
            0.751783
        ],
        [
            188778,
            188778,
            69895,
            188778,
            188778,
            72995
        ],
        [
            -169500,
            -47937,
            -169500,
            -359051,
            -108783,
            -359051
        ],
        [
            93,
            102,
            84,
            93,
            102,
            84
        ],
        [
            108,
            97,
            119,
            84,
            112,
            48
        ],
        [
            78,
            106,
            49,
            101,
            90,
            110
        ],
        [
            7181,
            3983,
            3198,
            7181,
            3983,
            3198
        ],
        [
            12.833734,
            12.833734,
            31.333734,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45,
            1.45
        ],
        [
            -47316,
            307793,
            -580224,
            -627813,
            -288732,
            -583835
        ]
    ]
}
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": 1603972800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759629634618,
    "expiration_time": 1764435744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "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)