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Trade: RUNE/USDT/720/JMA/DCM/1456

Strategy
RUNE/USDT/720/JMA/DCM/1456
Pair
RUNE_USDT
Interval
12h
Score
370786
Daily Profit
0.164208
Profit Factor
1.846768
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-29 15:48
Expiration Time
2025-11-24 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150383.6614 304113.5943 -153729.933 -101616.7843 2685.0169 -104301.8012
Total P&L (%) 150.3837 304.1136 -153.7299 -101.6168 2.685 -104.3018
Avg Daily Profit (%) 0.0812 0.1642 -0.083 0 0.0014 0
Buy And Hold Return (%) 13.4337 13.4337 13.4337 13.4337 13.4337 13.4337
Max Trade Drawdown -342546 -97847 -287569 -103256 -3827 -68887
Profit Factor 1.1707 1.8468 0.7055 0.1742 1.2384 0.0671
Total Trades 74 37 37 74 37 37
Winning Trades 36 18 18 34 18 16
Losing Trades 38 19 19 40 19 21
Profitability (%) 48.6486 48.6486 48.6486 45.9459 48.6486 43.2432
Ratio Avg Win / Avg Loss 1.2357 1.9494 0.7447 0.205 1.3072 0.088
Largest Winning Trade 205995 205995 72045 4848 4848 1508
Largest Losing Trade -114477 -57378 -114477 -38829 -2242 -38829
Avg Bars in Trades 46 52 41 46 52 41
Avg Bars in Winners 47 44 50 46 62 28
Avg Bars in Losers 45 59 32 46 42 50
Bars Traded 3457 1929 1528 3457 1929 1528
Profit Streak 0 0 0 5.0334 70.5334 5.0334
Trades During Streak 0 0 0 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -186630 370786 -581298 -649669 -355965 -582405
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759150082791,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 107,
            "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": [
        [
            150383.6613846245,
            304113.5943435314,
            -153729.932958907,
            -101616.7842621217,
            2685.0169442303,
            -104301.801206352
        ],
        [
            150.383661,
            304.113594,
            -153.729933,
            -101.616784,
            2.685017,
            -104.301801
        ],
        [
            0.081201,
            0.164208,
            -0.083008,
            0,
            0.001431,
            0
        ],
        [
            13.433723,
            13.433723,
            13.433723,
            13.433723,
            13.433723,
            13.433723
        ],
        [
            -342546,
            -97847,
            -287569,
            -103256,
            -3827,
            -68887
        ],
        [
            1.170671,
            1.846768,
            0.705489,
            0.174244,
            1.238439,
            0.067054
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            36,
            18,
            18,
            34,
            18,
            16
        ],
        [
            38,
            19,
            19,
            40,
            19,
            21
        ],
        [
            48.648649,
            48.648649,
            48.648649,
            45.945946,
            48.648649,
            43.243243
        ],
        [
            1.235708,
            1.949366,
            0.744683,
            0.204993,
            1.307242,
            0.088008
        ],
        [
            205995,
            205995,
            72045,
            4848,
            4848,
            1508
        ],
        [
            -114477,
            -57378,
            -114477,
            -38829,
            -2242,
            -38829
        ],
        [
            46,
            52,
            41,
            46,
            52,
            41
        ],
        [
            47,
            44,
            50,
            46,
            62,
            28
        ],
        [
            45,
            59,
            32,
            46,
            42,
            50
        ],
        [
            3457,
            1929,
            1528,
            3457,
            1929,
            1528
        ],
        [
            0,
            0,
            0,
            5.033366,
            70.533366,
            5.033366
        ],
        [
            0,
            0,
            0,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -186630,
            370786,
            -581298,
            -649669,
            -355965,
            -582405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759150082791,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 107,
            "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)