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Trade: RUNE/USDT/720/HMA/BBU/2643

Strategy
RUNE/USDT/720/HMA/BBU/2643
Pair
RUNE_USDT
Interval
12h
Score
391140
Daily Profit
0.360201
Profit Factor
1.885672
Profitability
42.528736
Streak
21.130967
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 665290.4085 631131.6579 34158.7507 209894.089 -265392.9431 475287.0322
Total P&L (%) 665.2904 631.1317 34.1588 209.8941 -265.3929 475.287
Avg Daily Profit (%) 0.3602 0.3417 0.0185 0.0613 0 0.0948
Buy And Hold Return (%) 30.4395 30.4395 30.4395 30.4395 30.4395 30.4395
Max Trade Drawdown -140340 -117642 -114559 -1674877 -1219786 -594251
Profit Factor 1.8857 2.4567 1.1074 1.0579 0.8906 1.3959
Total Trades 87 43 44 87 43 44
Winning Trades 37 17 20 37 17 20
Losing Trades 50 26 24 50 26 24
Profitability (%) 42.5287 39.5349 45.4545 42.5287 39.5349 45.4545
Ratio Avg Win / Avg Loss 2.5482 3.7573 1.3289 1.4296 1.3621 1.6751
Largest Winning Trade 252816 252816 48690 542628 542628 284833
Largest Losing Trade -58494 -58494 -37347 -536377 -536377 -280680
Avg Bars in Trades 39 61 18 39 61 18
Avg Bars in Winners 52 78 29 52 78 29
Avg Bars in Losers 30 50 9 30 50 9
Bars Traded 3456 2647 809 3456 2647 809
Profit Streak 21.131 0 46.631 21.131 0 46.631
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391140 356816 -399118 -270179 -583130 -65528

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606219200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856115595,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 15,
            "offset": 0,
            "std": 1.52167
        }
    }
}
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": [
        [
            665290.4085116497,
            631131.6578563101,
            34158.7506553398,
            209894.0890112526,
            -265392.9431463863,
            475287.032157639
        ],
        [
            665.290409,
            631.131658,
            34.158751,
            209.894089,
            -265.392943,
            475.287032
        ],
        [
            0.360201,
            0.341706,
            0.018494,
            0.061256,
            0,
            0.094777
        ],
        [
            30.439513,
            30.439513,
            30.439513,
            30.439513,
            30.439513,
            30.439513
        ],
        [
            -140340,
            -117642,
            -114559,
            -1674877,
            -1219786,
            -594251
        ],
        [
            1.885672,
            2.456693,
            1.107449,
            1.057882,
            0.890595,
            1.395923
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            42.528736,
            39.534884,
            45.454545,
            42.528736,
            39.534884,
            45.454545
        ],
        [
            2.548206,
            3.757295,
            1.328939,
            1.42957,
            1.362086,
            1.675107
        ],
        [
            252816,
            252816,
            48690,
            542628,
            542628,
            284833
        ],
        [
            -58494,
            -58494,
            -37347,
            -536377,
            -536377,
            -280680
        ],
        [
            39,
            61,
            18,
            39,
            61,
            18
        ],
        [
            52,
            78,
            29,
            52,
            78,
            29
        ],
        [
            30,
            50,
            9,
            30,
            50,
            9
        ],
        [
            3456,
            2647,
            809,
            3456,
            2647,
            809
        ],
        [
            21.130967,
            0,
            46.630967,
            21.130968,
            0,
            46.630968
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391140,
            356816,
            -399118,
            -270179,
            -583130,
            -65528
        ]
    ]
}
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": 1606219200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856115595,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 15,
            "offset": 0,
            "std": 1.52167
        }
    }
}

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)