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Trade: RUNE/USDT/720/PWMA/JMA/1112

Strategy
RUNE/USDT/720/PWMA/JMA/1112
Pair
RUNE_USDT
Interval
12h
Score
737427
Daily Profit
0.849116
Profit Factor
2.891727
Profitability
51.239669
Streak
33.334246
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-10-05 23:01
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 1577657.2736 1472898.1127 104759.161 2316166.1537 1355693.0983 960473.0554
Total P&L (%) 1577.6573 1472.8981 104.7592 2316.1662 1355.6931 960.4731
Avg Daily Profit (%) 0.8491 0.7927 0.0564 0.1716 0.1442 0.1272
Buy And Hold Return (%) 113.6737 113.6737 113.6737 113.6737 113.6737 113.6737
Max Trade Drawdown -158706 -89153 -134097 -2923898 -931149 -2085838
Profit Factor 2.8917 4.4865 1.2546 1.323 1.4013 1.2532
Total Trades 121 61 60 121 61 60
Winning Trades 62 28 34 62 28 34
Losing Trades 59 33 26 59 33 26
Profitability (%) 51.2397 45.9016 56.6667 51.2397 45.9016 56.6667
Ratio Avg Win / Avg Loss 2.7518 5.2877 0.9594 1.259 1.6515 0.9584
Largest Winning Trade 1144984 1144984 66357 1293776 1041340 1293776
Largest Losing Trade -48050 -30236 -48050 -1322837 -498602 -1322837
Avg Bars in Trades 29 29 30 29 29 30
Avg Bars in Winners 42 44 40 42 44 40
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3603 1775 1828 3603 1775 1828
Profit Streak 33.3342 33.3342 79.8342 33.3342 33.3342 79.8342
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 737427 -141932 -452215 351837 -160709 -191647
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759694478881,
    "expiration_time": 1764481536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 81,
            "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": [
        [
            1577657.2736201326,
            1472898.1126514242,
            104759.1609687084,
            2316166.153700238,
            1355693.0983368105,
            960473.0553634274
        ],
        [
            1577.657274,
            1472.898113,
            104.759161,
            2316.166154,
            1355.693098,
            960.473055
        ],
        [
            0.849116,
            0.792733,
            0.056383,
            0.171555,
            0.144241,
            0.127169
        ],
        [
            113.673688,
            113.673688,
            113.673688,
            113.673688,
            113.673688,
            113.673688
        ],
        [
            -158706,
            -89153,
            -134097,
            -2923898,
            -931149,
            -2085838
        ],
        [
            2.891727,
            4.486548,
            1.254563,
            1.322973,
            1.401263,
            1.253235
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            51.239669,
            45.901639,
            56.666667,
            51.239669,
            45.901639,
            56.666667
        ],
        [
            2.751804,
            5.287718,
            0.959372,
            1.258959,
            1.651488,
            0.958356
        ],
        [
            1144984,
            1144984,
            66357,
            1293776,
            1041340,
            1293776
        ],
        [
            -48050,
            -30236,
            -48050,
            -1322837,
            -498602,
            -1322837
        ],
        [
            29,
            29,
            30,
            29,
            29,
            30
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3603,
            1775,
            1828,
            3603,
            1775,
            1828
        ],
        [
            33.334246,
            33.334246,
            79.834246,
            33.334246,
            33.334246,
            79.834246
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            737427,
            -141932,
            -452215,
            351837,
            -160709,
            -191647
        ]
    ]
}
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": 1602633600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759694478881,
    "expiration_time": 1764481536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 81,
            "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)