← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: RUNE/USDT/480/ALMA/VWAP/4334

Strategy
RUNE/USDT/480/ALMA/VWAP/4334
Pair
RUNE_USDT
Interval
8h
Score
626873
Daily Profit
0.972282
Profit Factor
14.400853
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
1848.330000
Evaluation Time
2025-09-26 05:33
Expiration Time
2025-11-20 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2006156.1506 1797097.7559 209058.3947 60249286.9973 36790371.0361 23458915.9612
Total P&L (%) 2006.1562 1797.0978 209.0584 60249.287 36790.371 23458.916
Avg Daily Profit (%) 1.0854 0.9723 0.1131 0.347 0.3203 0.296
Buy And Hold Return (%) 101.2545 101.2545 101.2545 101.2545 101.2545 101.2545
Max Trade Drawdown -49941 -41628 -54263 -41932358 -21699506 -20232851
Profit Factor 7.8347 14.4009 2.3113 1.6417 1.7222 1.5462
Total Trades 62 31 31 62 31 31
Winning Trades 25 12 13 25 12 13
Losing Trades 37 19 18 37 19 18
Profitability (%) 40.3226 38.7097 41.9355 40.3226 38.7097 41.9355
Ratio Avg Win / Avg Loss 11.5953 22.8014 3.2003 2.4297 2.7269 2.1409
Largest Winning Trade 1412371 1412371 76247 36492028 28327519 36492028
Largest Losing Trade -18255 -18255 -18194 -16437805 -16437805 -7946935
Avg Bars in Trades 85 84 86 85 84 86
Avg Bars in Winners 170 171 170 170 171 170
Avg Bars in Losers 27 29 25 27 29 25
Bars Traded 5291 2625 2666 5291 2625 2666
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 -140599 626873 -47229 -150138 284377 301720

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602691200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758853988916,
    "expiration_time": 1763635680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "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": [
        [
            2006156.1505640866,
            1797097.7558686158,
            209058.3946954708,
            60249286.99728522,
            36790371.03610713,
            23458915.961178094
        ],
        [
            2006.156151,
            1797.097756,
            209.058395,
            60249.286997,
            36790.371036,
            23458.915961
        ],
        [
            1.085389,
            0.972282,
            0.113107,
            0.347007,
            0.320289,
            0.295952
        ],
        [
            101.25448,
            101.25448,
            101.25448,
            101.25448,
            101.25448,
            101.25448
        ],
        [
            -49941,
            -41628,
            -54263,
            -41932358,
            -21699506,
            -20232851
        ],
        [
            7.834661,
            14.400853,
            2.31134,
            1.641693,
            1.722221,
            1.546185
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            40.322581,
            38.709677,
            41.935484,
            40.322581,
            38.709677,
            41.935484
        ],
        [
            11.595299,
            22.80135,
            3.200316,
            2.429706,
            2.72685,
            2.140872
        ],
        [
            1412371,
            1412371,
            76247,
            36492028,
            28327519,
            36492028
        ],
        [
            -18255,
            -18255,
            -18194,
            -16437805,
            -16437805,
            -7946935
        ],
        [
            85,
            84,
            86,
            85,
            84,
            86
        ],
        [
            170,
            171,
            170,
            170,
            171,
            170
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            5291,
            2625,
            2666,
            5291,
            2625,
            2666
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140599,
            626873,
            -47229,
            -150138,
            284377,
            301720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602691200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758853988916,
    "expiration_time": 1763635680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "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)