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Trade: RUNE/USDT/480/VWMA/VWAP/6566

Strategy
RUNE/USDT/480/VWMA/VWAP/6566
Pair
RUNE_USDT
Interval
8h
Score
380174
Daily Profit
0.582765
Profit Factor
3.340117
Profitability
30.833333
Streak
0.000000
Best Strategy
Training Data Length
1848.670000
Evaluation Time
2025-09-26 13:50
Expiration Time
2025-11-20 21:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1077339.3594 893979.8919 183359.4676 34630035.6795 17927547.4836 16702488.1959
Total P&L (%) 1077.3394 893.9799 183.3595 34630.0357 17927.5475 16702.4882
Avg Daily Profit (%) 0.5828 0.4836 0.0992 0.317 0.2814 0.2776
Buy And Hold Return (%) 90.5657 90.5657 90.5657 90.5657 90.5657 90.5657
Max Trade Drawdown -36907 -27196 -53438 -9557206 -8339724 -5813565
Profit Factor 3.3401 5.5193 1.6983 1.8722 1.8113 1.9487
Total Trades 120 60 60 120 60 60
Winning Trades 37 20 17 37 20 17
Losing Trades 83 40 43 83 40 43
Profitability (%) 30.8333 33.3333 28.3333 30.8333 33.3333 28.3333
Ratio Avg Win / Avg Loss 7.4927 11.0386 4.2958 4.1998 3.6226 4.929
Largest Winning Trade 359356 359356 79741 14441656 11404278 14441656
Largest Losing Trade -20961 -12576 -20961 -3552248 -3552248 -1886720
Avg Bars in Trades 45 42 47 45 42 47
Avg Bars in Winners 117 98 140 117 98 140
Avg Bars in Losers 12 14 11 12 14 11
Bars Traded 5400 2542 2858 5400 2542 2858
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 380174 -157302 -248648 196407 -163770 -172179

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5546,
    "evaluation_days": 1848.67,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758883822458,
    "expiration_time": 1763665344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 118,
            "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": [
        [
            1077339.3594094415,
            893979.8918541236,
            183359.4675553187,
            34630035.67950934,
            17927547.48359166,
            16702488.195917666
        ],
        [
            1077.339359,
            893.979892,
            183.359468,
            34630.03568,
            17927.547484,
            16702.488196
        ],
        [
            0.582765,
            0.48358,
            0.099185,
            0.316955,
            0.28138,
            0.277563
        ],
        [
            90.565715,
            90.565715,
            90.565715,
            90.565715,
            90.565715,
            90.565715
        ],
        [
            -36907,
            -27196,
            -53438,
            -9557206,
            -8339724,
            -5813565
        ],
        [
            3.340117,
            5.519318,
            1.698338,
            1.872219,
            1.811302,
            1.948675
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            83,
            40,
            43,
            83,
            40,
            43
        ],
        [
            30.833333,
            33.333333,
            28.333333,
            30.833333,
            33.333333,
            28.333333
        ],
        [
            7.492694,
            11.038635,
            4.295796,
            4.199843,
            3.622604,
            4.929003
        ],
        [
            359356,
            359356,
            79741,
            14441656,
            11404278,
            14441656
        ],
        [
            -20961,
            -12576,
            -20961,
            -3552248,
            -3552248,
            -1886720
        ],
        [
            45,
            42,
            47,
            45,
            42,
            47
        ],
        [
            117,
            98,
            140,
            117,
            98,
            140
        ],
        [
            12,
            14,
            11,
            12,
            14,
            11
        ],
        [
            5400,
            2542,
            2858,
            5400,
            2542,
            2858
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380174,
            -157302,
            -248648,
            196407,
            -163770,
            -172179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5546,
    "evaluation_days": 1848.67,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758883822458,
    "expiration_time": 1763665344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 118,
            "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)