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Trade: RUNE/USDT/480/SINWMA/DCM/5150

Strategy
RUNE/USDT/480/SINWMA/DCM/5150
Pair
RUNE_USDT
Interval
8h
Score
459408
Daily Profit
0.554127
Profit Factor
4.784760
Profitability
33.333333
Streak
36.135575
Best Strategy
Training Data Length
1848.330000
Evaluation Time
2025-09-26 06:15
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 1065966.9996 1024210.3725 41756.6271 1166961.799 2480818.8222 -1313857.0232
Total P&L (%) 1065.967 1024.2104 41.7566 1166.9618 2480.8188 -1313.857
Avg Daily Profit (%) 0.5767 0.5541 0.0226 0.1375 0.176 0
Buy And Hold Return (%) 120.5853 120.5853 120.5853 120.5853 120.5853 120.5853
Max Trade Drawdown -120231 -104994 -65687 -5281266 -3060536 -2704027
Profit Factor 3.0465 4.7848 1.1669 1.0925 1.379 0.7835
Total Trades 71 36 35 71 36 35
Winning Trades 30 12 18 30 12 18
Losing Trades 41 24 17 41 24 17
Profitability (%) 42.2535 33.3333 51.4286 42.2535 33.3333 51.4286
Ratio Avg Win / Avg Loss 4.1635 9.5695 1.102 1.4931 2.7581 0.7399
Largest Winning Trade 512420 512420 72415 4755550 4755550 1224888
Largest Losing Trade -41184 -39885 -41184 -1449312 -1449312 -1164007
Avg Bars in Trades 74 80 68 74 80 68
Avg Bars in Winners 115 158 87 115 158 87
Avg Bars in Losers 45 42 48 45 42 48
Bars Traded 5324 2914 2410 5324 2914 2410
Profit Streak 36.1356 36.1356 70.1356 36.1356 36.1356 70.1356
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76222 459408 -364718 -221142 128538 -580044

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": 1603324800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758856513648,
    "expiration_time": 1763635680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 90,
            "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": [
        [
            1065966.9996300235,
            1024210.3725268901,
            41756.6271031337,
            1166961.799033451,
            2480818.8222244685,
            -1313857.0231910176
        ],
        [
            1065.967,
            1024.210373,
            41.756627,
            1166.961799,
            2480.818822,
            -1313.857023
        ],
        [
            0.576719,
            0.554127,
            0.022592,
            0.137473,
            0.176027,
            0
        ],
        [
            120.585347,
            120.585347,
            120.585347,
            120.585347,
            120.585347,
            120.585347
        ],
        [
            -120231,
            -104994,
            -65687,
            -5281266,
            -3060536,
            -2704027
        ],
        [
            3.046482,
            4.78476,
            1.166851,
            1.092524,
            1.379032,
            0.783455
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            42.253521,
            33.333333,
            51.428571,
            42.253521,
            33.333333,
            51.428571
        ],
        [
            4.163526,
            9.569519,
            1.102026,
            1.493116,
            2.758063,
            0.73993
        ],
        [
            512420,
            512420,
            72415,
            4755550,
            4755550,
            1224888
        ],
        [
            -41184,
            -39885,
            -41184,
            -1449312,
            -1449312,
            -1164007
        ],
        [
            74,
            80,
            68,
            74,
            80,
            68
        ],
        [
            115,
            158,
            87,
            115,
            158,
            87
        ],
        [
            45,
            42,
            48,
            45,
            42,
            48
        ],
        [
            5324,
            2914,
            2410,
            5324,
            2914,
            2410
        ],
        [
            36.135575,
            36.135575,
            70.135575,
            36.135575,
            36.135575,
            70.135575
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76222,
            459408,
            -364718,
            -221142,
            128538,
            -580044
        ]
    ]
}
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": 1603324800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758856513648,
    "expiration_time": 1763635680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 90,
            "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)