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Trade: RUNE/USDT/720/HLC3/VWAP/9291

Strategy
RUNE/USDT/720/HLC3/VWAP/9291
Pair
RUNE_USDT
Interval
12h
Score
572498
Daily Profit
0.558555
Profit Factor
2.356344
Profitability
60.504202
Streak
2.769040
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-25 21:27
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 1031651.5371 936206.3348 95445.2023 1141888.0873 836815.6825 305072.4048
Total P&L (%) 1031.6515 936.2063 95.4452 1141.8881 836.8157 305.0724
Avg Daily Profit (%) 0.5586 0.5069 0.0517 0.1365 0.1212 0.0758
Buy And Hold Return (%) 66.9916 66.9916 66.9916 66.9916 66.9916 66.9916
Max Trade Drawdown -152397 -119564 -131349 -1095159 -1095159 -966042
Profit Factor 2.3563 3.4232 1.255 1.2525 1.3097 1.1676
Total Trades 119 59 60 119 59 60
Winning Trades 72 38 34 72 38 34
Losing Trades 47 21 26 47 21 26
Profitability (%) 60.5042 64.4068 56.6667 60.5042 64.4068 56.6667
Ratio Avg Win / Avg Loss 1.5382 1.8918 0.9597 0.8176 0.7238 0.8928
Largest Winning Trade 334778 334778 47472 770981 770981 430711
Largest Losing Trade -72205 -72205 -62671 -1095159 -1095159 -537625
Avg Bars in Trades 30 31 29 30 31 29
Avg Bars in Winners 33 32 34 33 32 34
Avg Bars in Losers 26 29 23 26 29 23
Bars Traded 3639 1879 1760 3639 1879 1760
Profit Streak 2.769 0 106.769 2.769 0 106.769
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 572498 -157605 -326085 -11966 -207118 -298062

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758824845104,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1031651.5371317824,
            936206.334829432,
            95445.2023023512,
            1141888.0872553468,
            836815.6824800001,
            305072.4047753458
        ],
        [
            1031.651537,
            936.206335,
            95.445202,
            1141.888087,
            836.815682,
            305.072405
        ],
        [
            0.558555,
            0.506879,
            0.051676,
            0.136488,
            0.121206,
            0.075767
        ],
        [
            66.991643,
            66.991643,
            66.991643,
            66.991643,
            66.991643,
            66.991643
        ],
        [
            -152397,
            -119564,
            -131349,
            -1095159,
            -1095159,
            -966042
        ],
        [
            2.356344,
            3.42323,
            1.25502,
            1.252475,
            1.309677,
            1.167572
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            60.504202,
            64.40678,
            56.666667,
            60.504202,
            64.40678,
            56.666667
        ],
        [
            1.538169,
            1.891785,
            0.959721,
            0.817588,
            0.723769,
            0.892849
        ],
        [
            334778,
            334778,
            47472,
            770981,
            770981,
            430711
        ],
        [
            -72205,
            -72205,
            -62671,
            -1095159,
            -1095159,
            -537625
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            26,
            29,
            23,
            26,
            29,
            23
        ],
        [
            3639,
            1879,
            1760,
            3639,
            1879,
            1760
        ],
        [
            2.76904,
            0,
            106.76904,
            2.769041,
            0,
            106.769041
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            572498,
            -157605,
            -326085,
            -11966,
            -207118,
            -298062
        ]
    ]
}
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": 1599177600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758824845104,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)