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Trade: RUNE/USDT/5/HWMA/BBL/5878

Strategy
RUNE/USDT/5/HWMA/BBL/5878
Pair
RUNE_USDT
Interval
5m
Score
570486
Daily Profit
1.027991
Profit Factor
2.304271
Profitability
51.546392
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 01:35
Expiration Time
2025-12-26 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89239.8659 23163.8047 66076.0611 111521.3069 41158.8036 70362.5033
Total P&L (%) 89.2399 23.1638 66.0761 111.5213 41.1588 70.3625
Avg Daily Profit (%) 1.028 0.2668 0.7612 0.8667 0.3979 0.6156
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16308 -7677 -16017 -19222 -9381 -18845
Profit Factor 2.3043 2.5533 2.2349 2.3208 3.2098 2.0692
Total Trades 97 49 48 97 49 48
Winning Trades 50 21 29 50 21 29
Losing Trades 47 28 19 47 28 19
Profitability (%) 51.5464 42.8571 60.4167 51.5464 42.8571 60.4167
Ratio Avg Win / Avg Loss 2.166 3.4044 1.4642 2.1816 4.2798 1.3557
Largest Winning Trade 41739 31785 41739 52558 52558 48694
Largest Losing Trade -7952 -3231 -7952 -9627 -3896 -9627
Avg Bars in Trades 239 4 478 239 4 478
Avg Bars in Winners 232 3 397 232 3 397
Avg Bars in Losers 246 5 602 246 5 602
Bars Traded 23200 227 22973 23200 227 22973
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 570486 151487 532456 566596 333198 485574
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752722100000,
    "first_datapoint_time": 1752741600000,
    "last_datapoint_time": 1760221800000,
    "evaluation_time": 1760222133218,
    "expiration_time": 1766701800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.29403,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 66,
            "offset": 0,
            "std": 3.61646
        }
    }
}
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": [
        [
            89239.8658791596,
            23163.8047495284,
            66076.0611296312,
            111521.3069021074,
            41158.803559341,
            70362.5033427663
        ],
        [
            89.239866,
            23.163805,
            66.076061,
            111.521307,
            41.158804,
            70.362503
        ],
        [
            1.027991,
            0.266833,
            0.761157,
            0.866717,
            0.397881,
            0.615593
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16308,
            -7677,
            -16017,
            -19222,
            -9381,
            -18845
        ],
        [
            2.304271,
            2.553286,
            2.234871,
            2.320815,
            3.209824,
            2.069204
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            47,
            28,
            19,
            47,
            28,
            19
        ],
        [
            51.546392,
            42.857143,
            60.416667,
            51.546392,
            42.857143,
            60.416667
        ],
        [
            2.166015,
            3.404381,
            1.464226,
            2.181566,
            4.279765,
            1.355685
        ],
        [
            41739,
            31785,
            41739,
            52558,
            52558,
            48694
        ],
        [
            -7952,
            -3231,
            -7952,
            -9627,
            -3896,
            -9627
        ],
        [
            239,
            4,
            478,
            239,
            4,
            478
        ],
        [
            232,
            3,
            397,
            232,
            3,
            397
        ],
        [
            246,
            5,
            602,
            246,
            5,
            602
        ],
        [
            23200,
            227,
            22973,
            23200,
            227,
            22973
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            570486,
            151487,
            532456,
            566596,
            333198,
            485574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752722100000,
    "first_datapoint_time": 1752741600000,
    "last_datapoint_time": 1760221800000,
    "evaluation_time": 1760222133218,
    "expiration_time": 1766701800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.29403,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 66,
            "offset": 0,
            "std": 3.61646
        }
    }
}

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)