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Trade: RUNE/USDT/480/PWMA/VWAP/2443

Strategy
RUNE/USDT/480/PWMA/VWAP/2443
Pair
RUNE_USDT
Interval
8h
Score
690356
Daily Profit
0.914188
Profit Factor
10.339196
Profitability
41.935484
Streak
62.929350
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-03 01:18
Expiration Time
2025-11-27 09:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1867774.6371 1695819.5872 171955.0499 14553461.9393 12457534.8693 2095927.07
Total P&L (%) 1867.7746 1695.8196 171.9551 14553.4619 12457.5349 2095.9271
Avg Daily Profit (%) 1.0069 0.9142 0.0927 0.2692 0.2609 0.1667
Buy And Hold Return (%) 27.218 27.218 27.218 27.218 27.218 27.218
Max Trade Drawdown -100453 -60623 -74593 -14602703 -7420765 -9891953
Profit Factor 6.529 10.3392 2.1006 1.3937 1.6043 1.1282
Total Trades 62 31 31 62 31 31
Winning Trades 27 13 14 27 13 14
Losing Trades 35 18 17 35 18 17
Profitability (%) 43.5484 41.9355 45.1613 43.5484 41.9355 45.1613
Ratio Avg Win / Avg Loss 8.4635 14.3158 2.5508 1.8066 2.2213 1.3699
Largest Winning Trade 1412371 1412371 77072 14397786 14397786 9150072
Largest Losing Trade -36588 -25937 -36588 -2893643 -2893643 -2888586
Avg Bars in Trades 82 81 82 82 81 82
Avg Bars in Winners 159 165 153 159 165 153
Avg Bars in Losers 22 20 24 22 20 24
Bars Traded 5085 2525 2560 5085 2525 2560
Profit Streak 55.9294 62.9294 0 55.9294 62.9294 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138851 690356 -67591 -150328 323200 -73701
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5565,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605427200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759443495875,
    "expiration_time": 1764228960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "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": [
        [
            1867774.637080442,
            1695819.587204349,
            171955.0498760935,
            14553461.939257318,
            12457534.869295493,
            2095927.0699618272
        ],
        [
            1867.774637,
            1695.819587,
            171.95505,
            14553.461939,
            12457.534869,
            2095.92707
        ],
        [
            1.006887,
            0.914188,
            0.092698,
            0.269217,
            0.260874,
            0.166672
        ],
        [
            27.218014,
            27.218014,
            27.218014,
            27.218014,
            27.218014,
            27.218014
        ],
        [
            -100453,
            -60623,
            -74593,
            -14602703,
            -7420765,
            -9891953
        ],
        [
            6.529013,
            10.339196,
            2.100636,
            1.393685,
            1.604282,
            1.128177
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            43.548387,
            41.935484,
            45.16129,
            43.548387,
            41.935484,
            45.16129
        ],
        [
            8.463536,
            14.31581,
            2.550772,
            1.806629,
            2.221314,
            1.369929
        ],
        [
            1412371,
            1412371,
            77072,
            14397786,
            14397786,
            9150072
        ],
        [
            -36588,
            -25937,
            -36588,
            -2893643,
            -2893643,
            -2888586
        ],
        [
            82,
            81,
            82,
            82,
            81,
            82
        ],
        [
            159,
            165,
            153,
            159,
            165,
            153
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            5085,
            2525,
            2560,
            5085,
            2525,
            2560
        ],
        [
            55.92935,
            62.92935,
            0,
            55.92935,
            62.92935,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138851,
            690356,
            -67591,
            -150328,
            323200,
            -73701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5565,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605427200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759443495875,
    "expiration_time": 1764228960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "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)