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Trade: RUNE/USDT/720/DCM/HWMA/9012

Strategy
RUNE/USDT/720/DCM/HWMA/9012
Pair
RUNE_USDT
Interval
12h
Score
338673
Daily Profit
0.249736
Profit Factor
1.513718
Profitability
48.543689
Streak
28.631017
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 06:08
Expiration Time
2025-11-18 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344614.5701 461263.0819 -116648.5118 -86431.4294 60481.0263 -146912.4557
Total P&L (%) 344.6146 461.2631 -116.6485 -86.4314 60.481 -146.9125
Avg Daily Profit (%) 0.1866 0.2497 -0.0632 -0.1081 0.0256 0
Buy And Hold Return (%) 86.4987 86.4987 86.4987 86.4987 86.4987 86.4987
Max Trade Drawdown -193761 -136591 -225516 -111616 -78546 -139728
Profit Factor 1.2182 1.5137 0.8289 0.7951 1.2888 0.3084
Total Trades 206 103 103 206 103 103
Winning Trades 105 50 55 105 50 55
Losing Trades 101 53 48 101 53 48
Profitability (%) 50.9709 48.5437 53.3981 50.9709 48.5437 53.3981
Ratio Avg Win / Avg Loss 1.1718 1.6045 0.7234 0.7648 1.3661 0.2691
Largest Winning Trade 102795 102795 41963 40200 40200 8465
Largest Losing Trade -55843 -55843 -48900 -62879 -62879 -42814
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 3645 1832 1812 3645 1832 1812
Profit Streak 28.631 28.631 73.131 28.631 28.631 73.131
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 280831 338673 -578914 -577830 -324446 -578914

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856119839,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.36549
        }
    }
}
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": [
        [
            344614.5700970103,
            461263.0818679573,
            -116648.511770947,
            -86431.4294469492,
            60481.0262515022,
            -146912.4556984513
        ],
        [
            344.61457,
            461.263082,
            -116.648512,
            -86.431429,
            60.481026,
            -146.912456
        ],
        [
            0.186581,
            0.249736,
            -0.063156,
            -0.108085,
            0.025613,
            0
        ],
        [
            86.498678,
            86.498678,
            86.498678,
            86.498678,
            86.498678,
            86.498678
        ],
        [
            -193761,
            -136591,
            -225516,
            -111616,
            -78546,
            -139728
        ],
        [
            1.218161,
            1.513718,
            0.828896,
            0.795124,
            1.288756,
            0.308381
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            105,
            50,
            55,
            105,
            50,
            55
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            50.970874,
            48.543689,
            53.398058,
            50.970874,
            48.543689,
            53.398058
        ],
        [
            1.171755,
            1.604542,
            0.723401,
            0.764834,
            1.366081,
            0.269133
        ],
        [
            102795,
            102795,
            41963,
            40200,
            40200,
            8465
        ],
        [
            -55843,
            -55843,
            -48900,
            -62879,
            -62879,
            -42814
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            3645,
            1832,
            1812,
            3645,
            1832,
            1812
        ],
        [
            28.631017,
            28.631017,
            73.131017,
            28.631017,
            28.631017,
            73.131017
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            280831,
            338673,
            -578914,
            -577830,
            -324446,
            -578914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856119839,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.36549
        }
    }
}

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)