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Trade: RUNE/USDT/720/ALMA/HMA/3368

Strategy
RUNE/USDT/720/ALMA/HMA/3368
Pair
RUNE_USDT
Interval
12h
Score
684733
Daily Profit
0.545164
Profit Factor
5.388715
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-02 20:59
Expiration Time
2025-11-27 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1023721.3317 1011279.5289 12441.8029 267632.7699 123489.9808 144142.7892
Total P&L (%) 1023.7213 1011.2795 12.4418 267.6328 123.49 144.1428
Avg Daily Profit (%) 0.5519 0.5452 0.0067 0.0702 0.0434 0.0481
Buy And Hold Return (%) 136.0732 136.0732 136.0732 136.0732 136.0732 136.0732
Max Trade Drawdown -117249 -60875 -114150 -984601 -606554 -527048
Profit Factor 2.7543 5.3887 1.0352 1.097 1.0959 1.0979
Total Trades 59 30 29 59 30 29
Winning Trades 29 15 14 29 15 14
Losing Trades 30 15 15 30 15 15
Profitability (%) 49.1525 50 48.2759 49.1525 50 48.2759
Ratio Avg Win / Avg Loss 2.8492 5.3887 1.1092 1.1348 1.0959 1.1763
Largest Winning Trade 844000 844000 74596 344081 344081 282602
Largest Losing Trade -63812 -38286 -63812 -447536 -447536 -361471
Avg Bars in Trades 61 58 63 61 58 63
Avg Bars in Winners 85 77 95 85 77 95
Avg Bars in Losers 37 40 34 37 40 34
Bars Traded 3621 1766 1855 3621 1766 1855
Profit Streak 0 0 163.2497 0 0 163.2497
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163528 684733 -531171 -399971 -415800 -388557
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427978121,
    "expiration_time": 1764214560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "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": [
        [
            1023721.3317485705,
            1011279.52888405,
            12441.8028645204,
            267632.7699262676,
            123489.9807558879,
            144142.7891703802
        ],
        [
            1023.721332,
            1011.279529,
            12.441803,
            267.63277,
            123.489981,
            144.142789
        ],
        [
            0.551871,
            0.545164,
            0.006707,
            0.070209,
            0.043362,
            0.048129
        ],
        [
            136.073237,
            136.073237,
            136.073237,
            136.073237,
            136.073237,
            136.073237
        ],
        [
            -117249,
            -60875,
            -114150,
            -984601,
            -606554,
            -527048
        ],
        [
            2.754265,
            5.388715,
            1.035233,
            1.09699,
            1.095948,
            1.097901
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            49.152542,
            50,
            48.275862,
            49.152542,
            50,
            48.275862
        ],
        [
            2.84924,
            5.388715,
            1.109178,
            1.134817,
            1.095948,
            1.176322
        ],
        [
            844000,
            844000,
            74596,
            344081,
            344081,
            282602
        ],
        [
            -63812,
            -38286,
            -63812,
            -447536,
            -447536,
            -361471
        ],
        [
            61,
            58,
            63,
            61,
            58,
            63
        ],
        [
            85,
            77,
            95,
            85,
            77,
            95
        ],
        [
            37,
            40,
            34,
            37,
            40,
            34
        ],
        [
            3621,
            1766,
            1855,
            3621,
            1766,
            1855
        ],
        [
            0,
            0,
            163.249747,
            0,
            0,
            163.249747
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163528,
            684733,
            -531171,
            -399971,
            -415800,
            -388557
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427978121,
    "expiration_time": 1764214560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "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)