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Trade: RUNE/USDT/720/KCU/SSF/5847

Strategy
RUNE/USDT/720/KCU/SSF/5847
Pair
RUNE_USDT
Interval
12h
Score
318273
Daily Profit
0.202525
Profit Factor
1.353207
Profitability
45.454545
Streak
66.649177
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-10-05 18:34
Expiration Time
2025-11-30 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -778829.8751 150210.3705 -929040.2456 98265.1268 -4092719.1545 4190984.2813
Total P&L (%) -778.8299 150.2104 -929.0402 98.2651 -4092.7192 4190.9843
Avg Daily Profit (%) -0.4192 0.0808 -0.5 0.0368 0 0.2025
Buy And Hold Return (%) 86.9653 86.9653 86.9653 86.9653 86.9653 86.9653
Max Trade Drawdown -860585 -102793 -966092 -6838893 -4150467 -2778383
Profit Factor 0.5381 1.5323 0.3383 1.0047 0.5486 1.3532
Total Trades 89 45 44 89 45 44
Winning Trades 62 33 29 40 20 20
Losing Trades 27 12 15 49 25 24
Profitability (%) 69.6629 73.3333 65.9091 44.9438 44.4444 45.4545
Ratio Avg Win / Avg Loss 0.2343 0.5572 0.175 1.2308 0.6857 1.6238
Largest Winning Trade 49230 42190 49230 4686800 1634743 4686800
Largest Losing Trade -813452 -74949 -813452 -1924557 -1924557 -1920590
Avg Bars in Trades 40 27 54 40 27 54
Avg Bars in Winners 23 17 30 38 28 49
Avg Bars in Losers 80 53 102 42 26 59
Bars Traded 3647 1228 2419 3647 1228 2419
Profit Streak 66.6492 95.1492 66.6492 66.6492 95.1492 66.6492
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576223 -89156 -577686 -484636 -581236 318273
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759678488879,
    "expiration_time": 1764481536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 22,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -778829.8750819265,
            150210.3705323874,
            -929040.2456143136,
            98265.1267680207,
            -4092719.154509696,
            4190984.28127772
        ],
        [
            -778.829875,
            150.210371,
            -929.040246,
            98.265127,
            -4092.719155,
            4190.984281
        ],
        [
            -0.419176,
            0.080845,
            -0.500022,
            0.036844,
            0,
            0.202525
        ],
        [
            86.965313,
            86.965313,
            86.965313,
            86.965313,
            86.965313,
            86.965313
        ],
        [
            -860585,
            -102793,
            -966092,
            -6838893,
            -4150467,
            -2778383
        ],
        [
            0.538109,
            1.532344,
            0.338295,
            1.004695,
            0.548564,
            1.353207
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            62,
            33,
            29,
            40,
            20,
            20
        ],
        [
            27,
            12,
            15,
            49,
            25,
            24
        ],
        [
            69.662921,
            73.333333,
            65.909091,
            44.94382,
            44.444444,
            45.454545
        ],
        [
            0.234338,
            0.557216,
            0.17498,
            1.230751,
            0.685705,
            1.623849
        ],
        [
            49230,
            42190,
            49230,
            4686800,
            1634743,
            4686800
        ],
        [
            -813452,
            -74949,
            -813452,
            -1924557,
            -1924557,
            -1920590
        ],
        [
            40,
            27,
            54,
            40,
            27,
            54
        ],
        [
            23,
            17,
            30,
            38,
            28,
            49
        ],
        [
            80,
            53,
            102,
            42,
            26,
            59
        ],
        [
            3647,
            1228,
            2419,
            3647,
            1228,
            2419
        ],
        [
            66.649177,
            95.149177,
            66.649177,
            66.649177,
            95.149177,
            66.649177
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576223,
            -89156,
            -577686,
            -484636,
            -581236,
            318273
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759678488879,
    "expiration_time": 1764481536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 22,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 3
        }
    }
}

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)