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Trade: RUNE/USDT/5/ZLMA/KCL/7372

Strategy
RUNE/USDT/5/ZLMA/KCL/7372
Pair
RUNE_USDT
Interval
5m
Score
476021
Daily Profit
0.490648
Profit Factor
2.442082
Profitability
65.517241
Streak
8.062851
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 18:55
Expiration Time
2025-12-26 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 26027.0557 -16566.1137 42593.1694 24440.7149 -23957.9962 48398.7111
Total P&L (%) 26.0271 -16.5661 42.5932 24.4407 -23.958 48.3987
Avg Daily Profit (%) 0.2998 -0.1908 0.4906 0.2522 -0.315 0.4557
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22430 -24920 -11754 -34576 -35859 -17879
Profit Factor 1.3923 0.5498 2.4421 1.2733 0.5168 2.2143
Total Trades 59 30 29 59 30 29
Winning Trades 32 13 19 32 13 19
Losing Trades 27 17 10 27 17 10
Profitability (%) 54.2373 43.3333 65.5172 54.2373 43.3333 65.5172
Ratio Avg Win / Avg Loss 1.1748 0.719 1.2853 1.0743 0.6758 1.1654
Largest Winning Trade 6031 3855 6031 8620 5853 8620
Largest Losing Trade -15991 -15991 -6698 -23430 -23430 -10448
Avg Bars in Trades 417 150 692 417 150 692
Avg Bars in Winners 310 105 451 310 105 451
Avg Bars in Losers 543 185 1151 543 185 1151
Bars Traded 24616 4527 20089 24616 4527 20089
Profit Streak 0 0 8.0629 0 0 8.0629
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -175239 -585086 476021 -176837 -585364 468033
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752784500000,
    "first_datapoint_time": 1752858000000,
    "last_datapoint_time": 1760284200000,
    "evaluation_time": 1760284530349,
    "expiration_time": 1766764200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            26027.0557397523,
            -16566.1137045504,
            42593.1694443028,
            24440.7148870481,
            -23957.9961738464,
            48398.7110608945
        ],
        [
            26.027056,
            -16.566114,
            42.593169,
            24.440715,
            -23.957996,
            48.398711
        ],
        [
            0.299816,
            -0.190832,
            0.490648,
            0.2522,
            -0.315001,
            0.455744
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22430,
            -24920,
            -11754,
            -34576,
            -35859,
            -17879
        ],
        [
            1.392345,
            0.549849,
            2.442082,
            1.273274,
            0.516774,
            2.214296
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            32,
            13,
            19,
            32,
            13,
            19
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            54.237288,
            43.333333,
            65.517241,
            54.237288,
            43.333333,
            65.517241
        ],
        [
            1.174791,
            0.719033,
            1.285306,
            1.074325,
            0.675781,
            1.165419
        ],
        [
            6031,
            3855,
            6031,
            8620,
            5853,
            8620
        ],
        [
            -15991,
            -15991,
            -6698,
            -23430,
            -23430,
            -10448
        ],
        [
            417,
            150,
            692,
            417,
            150,
            692
        ],
        [
            310,
            105,
            451,
            310,
            105,
            451
        ],
        [
            543,
            185,
            1151,
            543,
            185,
            1151
        ],
        [
            24616,
            4527,
            20089,
            24616,
            4527,
            20089
        ],
        [
            0,
            0,
            8.062851,
            0,
            0,
            8.062851
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -175239,
            -585086,
            476021,
            -176837,
            -585364,
            468033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752784500000,
    "first_datapoint_time": 1752858000000,
    "last_datapoint_time": 1760284200000,
    "evaluation_time": 1760284530349,
    "expiration_time": 1766764200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)