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Trade: RUNE/USDT/480/SINWMA/HILO/1101

Strategy
RUNE/USDT/480/SINWMA/HILO/1101
Pair
RUNE_USDT
Interval
8h
Score
550169
Daily Profit
0.365612
Profit Factor
4.169340
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
1854.670000
Evaluation Time
2025-10-02 15:02
Expiration Time
2025-11-27 01:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704808.6055 678088.7335 26719.872 904500.0698 463476.4794 441023.5904
Total P&L (%) 704.8086 678.0887 26.7199 904.5001 463.4765 441.0236
Avg Daily Profit (%) 0.38 0.3656 0.0144 0.1245 0.0933 0.0911
Buy And Hold Return (%) 148.562 148.562 148.562 148.562 148.562 148.562
Max Trade Drawdown -91797 -60539 -74038 -1282776 -846070 -613585
Profit Factor 2.3259 4.1693 1.0841 1.212 1.2058 1.2189
Total Trades 68 34 34 68 34 34
Winning Trades 36 18 18 36 18 18
Losing Trades 32 16 16 32 16 16
Profitability (%) 52.9412 52.9412 52.9412 52.9412 52.9412 52.9412
Ratio Avg Win / Avg Loss 2.0675 3.7061 0.9637 1.0773 1.0719 1.0835
Largest Winning Trade 381488 381488 76242 536415 483430 536415
Largest Losing Trade -47778 -28264 -47778 -545333 -545333 -404392
Avg Bars in Trades 79 73 84 79 73 84
Avg Bars in Winners 115 102 129 115 102 129
Avg Bars in Losers 37 40 34 37 40 34
Bars Traded 5376 2496 2880 5376 2496 2880
Profit Streak 0 0 162.5017 0 0 162.5017
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100673 550169 -467308 -140609 -71585 -73211
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5564,
    "evaluation_days": 1854.67,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759406543473,
    "expiration_time": 1764199296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            704808.6055283531,
            678088.7334979826,
            26719.8720303706,
            904500.0698445081,
            463476.479409883,
            441023.5904346252
        ],
        [
            704.808606,
            678.088733,
            26.719872,
            904.50007,
            463.476479,
            441.02359
        ],
        [
            0.380018,
            0.365612,
            0.014407,
            0.12447,
            0.093265,
            0.091071
        ],
        [
            148.562038,
            148.562038,
            148.562038,
            148.562038,
            148.562038,
            148.562038
        ],
        [
            -91797,
            -60539,
            -74038,
            -1282776,
            -846070,
            -613585
        ],
        [
            2.325934,
            4.16934,
            1.08413,
            1.211998,
            1.205838,
            1.218882
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            52.941176,
            52.941176,
            52.941176,
            52.941176,
            52.941176,
            52.941176
        ],
        [
            2.067497,
            3.70608,
            0.963671,
            1.077332,
            1.071856,
            1.083451
        ],
        [
            381488,
            381488,
            76242,
            536415,
            483430,
            536415
        ],
        [
            -47778,
            -28264,
            -47778,
            -545333,
            -545333,
            -404392
        ],
        [
            79,
            73,
            84,
            79,
            73,
            84
        ],
        [
            115,
            102,
            129,
            115,
            102,
            129
        ],
        [
            37,
            40,
            34,
            37,
            40,
            34
        ],
        [
            5376,
            2496,
            2880,
            5376,
            2496,
            2880
        ],
        [
            0,
            0,
            162.50166,
            0,
            0,
            162.501661
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
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        ],
        [
            -100673,
            550169,
            -467308,
            -140609,
            -71585,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5564,
    "evaluation_days": 1854.67,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759406543473,
    "expiration_time": 1764199296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)