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Trade: RUNE/USDT/720/MIDPOINT/VWAP/1215

Strategy
RUNE/USDT/720/MIDPOINT/VWAP/1215
Pair
RUNE_USDT
Interval
12h
Score
306226
Daily Profit
0.164940
Profit Factor
1.729597
Profitability
42.105263
Streak
22.887989
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-10-04 12:18
Expiration Time
2025-11-28 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -450356.6142 107371.3378 -557727.952 410871.622 -1621022.919 2031894.5411
Total P&L (%) -450.3566 107.3713 -557.728 410.8716 -1621.0229 2031.8945
Avg Daily Profit (%) -0.2426 0.0578 -0.3004 0.0879 0 0.1649
Buy And Hold Return (%) 67.0634 67.0634 67.0634 67.0634 67.0634 67.0634
Max Trade Drawdown -205887 -120729 -183616 -2706586 -2562879 -1555586
Profit Factor 0.5661 1.4362 0.2957 1.0542 0.6617 1.7296
Total Trades 75 37 38 75 37 38
Winning Trades 37 19 18 35 19 16
Losing Trades 38 18 20 40 18 22
Profitability (%) 49.3333 51.3514 47.3684 46.6667 51.3514 42.1053
Ratio Avg Win / Avg Loss 0.5814 1.3606 0.3285 1.2048 0.6269 2.3782
Largest Winning Trade 88082 88082 67635 3466417 1336106 3466417
Largest Losing Trade -510500 -67401 -510500 -1194763 -1194763 -531592
Avg Bars in Trades 46 43 50 46 43 50
Avg Bars in Winners 46 47 44 39 30 51
Avg Bars in Losers 47 37 55 52 56 50
Bars Traded 3513 1591 1922 3513 1591 1922
Profit Streak 22.888 37.888 22.888 22.888 37.888 22.888
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -641276 -123599 -581241 -298615 -580052 306226
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759569522223,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 141
        }
    }
}
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": [
        [
            -450356.6141765618,
            107371.3377992249,
            -557727.9519757868,
            410871.6220380798,
            -1621022.9190498723,
            2031894.5410879524
        ],
        [
            -450.356614,
            107.371338,
            -557.727952,
            410.871622,
            -1621.022919,
            2031.894541
        ],
        [
            -0.242584,
            0.057835,
            -0.300419,
            0.087889,
            0,
            0.16494
        ],
        [
            67.063436,
            67.063436,
            67.063436,
            67.063436,
            67.063436,
            67.063436
        ],
        [
            -205887,
            -120729,
            -183616,
            -2706586,
            -2562879,
            -1555586
        ],
        [
            0.566136,
            1.436167,
            0.295658,
            1.054227,
            0.661715,
            1.729597
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            37,
            19,
            18,
            35,
            19,
            16
        ],
        [
            38,
            18,
            20,
            40,
            18,
            22
        ],
        [
            49.333333,
            51.351351,
            47.368421,
            46.666667,
            51.351351,
            42.105263
        ],
        [
            0.581437,
            1.360579,
            0.328509,
            1.204831,
            0.626888,
            2.378196
        ],
        [
            88082,
            88082,
            67635,
            3466417,
            1336106,
            3466417
        ],
        [
            -510500,
            -67401,
            -510500,
            -1194763,
            -1194763,
            -531592
        ],
        [
            46,
            43,
            50,
            46,
            43,
            50
        ],
        [
            46,
            47,
            44,
            39,
            30,
            51
        ],
        [
            47,
            37,
            55,
            52,
            56,
            50
        ],
        [
            3513,
            1591,
            1922,
            3513,
            1591,
            1922
        ],
        [
            22.887989,
            37.887989,
            22.887989,
            22.887989,
            37.887989,
            22.887989
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -641276,
            -123599,
            -581241,
            -298615,
            -580052,
            306226
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759569522223,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 141
        }
    }
}

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)