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Trade: RUNE/USDT/60/MIDPRICE/SSF/5164

Strategy
RUNE/USDT/60/MIDPRICE/SSF/5164
Pair
RUNE_USDT
Interval
1h
Score
315346
Daily Profit
0.238254
Profit Factor
1.260693
Profitability
47.286822
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 17:52
Expiration Time
2025-12-19 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248182.4751 189705.4701 58477.005 201003.9018 104724.7147 96279.1872
Total P&L (%) 248.1825 189.7055 58.477 201.0039 104.7247 96.2792
Avg Daily Profit (%) 0.2383 0.1821 0.0561 0.1058 0.0688 0.0648
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122115 -80609 -73027 -130874 -126076 -99681
Profit Factor 1.2607 1.3629 1.1362 1.1493 1.1364 1.1665
Total Trades 387 193 194 387 193 194
Winning Trades 183 93 90 183 93 90
Losing Trades 204 100 104 204 100 104
Profitability (%) 47.2868 48.1865 46.3918 47.2868 48.1865 46.3918
Ratio Avg Win / Avg Loss 1.4054 1.4655 1.313 1.2812 1.2219 1.348
Largest Winning Trade 59634 59634 33344 58454 58454 56889
Largest Losing Trade -23932 -23932 -19492 -54445 -54445 -37607
Avg Bars in Trades 63 61 66 63 61 66
Avg Bars in Winners 81 73 89 81 73 89
Avg Bars in Losers 48 50 46 48 50 46
Bars Traded 24695 11886 12808 24695 11886 12808
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 315346 276711 -190363 -106980 -171809 -144773
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669672800000,
    "first_datapoint_time": 1670155200000,
    "last_datapoint_time": 1759672800000,
    "evaluation_time": 1759675979359,
    "expiration_time": 1766152800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 58,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            248182.4750979107,
            189705.470065198,
            58477.0050327127,
            201003.9018342898,
            104724.7146710686,
            96279.187163221
        ],
        [
            248.182475,
            189.70547,
            58.477005,
            201.003902,
            104.724715,
            96.279187
        ],
        [
            0.238254,
            0.182117,
            0.056138,
            0.105843,
            0.068807,
            0.06476
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122115,
            -80609,
            -73027,
            -130874,
            -126076,
            -99681
        ],
        [
            1.260693,
            1.362937,
            1.13621,
            1.149328,
            1.136392,
            1.166506
        ],
        [
            387,
            193,
            194,
            387,
            193,
            194
        ],
        [
            183,
            93,
            90,
            183,
            93,
            90
        ],
        [
            204,
            100,
            104,
            204,
            100,
            104
        ],
        [
            47.286822,
            48.186528,
            46.391753,
            47.286822,
            48.186528,
            46.391753
        ],
        [
            1.405363,
            1.465523,
            1.312954,
            1.281219,
            1.221927,
            1.347962
        ],
        [
            59634,
            59634,
            33344,
            58454,
            58454,
            56889
        ],
        [
            -23932,
            -23932,
            -19492,
            -54445,
            -54445,
            -37607
        ],
        [
            63,
            61,
            66,
            63,
            61,
            66
        ],
        [
            81,
            73,
            89,
            81,
            73,
            89
        ],
        [
            48,
            50,
            46,
            48,
            50,
            46
        ],
        [
            24695,
            11886,
            12808,
            24695,
            11886,
            12808
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315346,
            276711,
            -190363,
            -106980,
            -171809,
            -144773
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669672800000,
    "first_datapoint_time": 1670155200000,
    "last_datapoint_time": 1759672800000,
    "evaluation_time": 1759675979359,
    "expiration_time": 1766152800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 58,
            "offset": 0,
            "poles": 3
        }
    }
}

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)