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Trade: RUNE/USDT/720/SINWMA/HL2/6836

Strategy
RUNE/USDT/720/SINWMA/HL2/6836
Pair
RUNE_USDT
Interval
12h
Score
354769
Daily Profit
0.550637
Profit Factor
3.075448
Profitability
31.132075
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 04:11
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 1017026.0586 883044.8468 133981.2119 11760861.1581 8944494.0425 2816367.1156
Total P&L (%) 1017.0261 883.0448 133.9812 11760.8612 8944.494 2816.3671
Avg Daily Profit (%) 0.5506 0.4781 0.0725 0.2589 0.2442 0.1828
Buy And Hold Return (%) 132.5897 132.5897 132.5897 132.5897 132.5897 132.5897
Max Trade Drawdown -63828 -54444 -42327 -11390956 -10971333 -5996388
Profit Factor 3.0754 4.6489 1.5402 1.26 1.3614 1.1375
Total Trades 106 53 53 106 53 53
Winning Trades 33 16 17 33 16 17
Losing Trades 73 37 36 73 37 36
Profitability (%) 31.1321 30.1887 32.0755 31.1321 30.1887 32.0755
Ratio Avg Win / Avg Loss 6.8033 10.7507 3.2616 2.7873 3.1483 2.4088
Largest Winning Trade 415628 415628 77179 9766877 9766877 8184360
Largest Losing Trade -18039 -16256 -18039 -2752417 -2306368 -2752417
Avg Bars in Trades 33 32 35 33 32 35
Avg Bars in Winners 88 82 94 88 82 94
Avg Bars in Losers 9 10 7 9 10 7
Bars Traded 3585 1720 1865 3585 1720 1865
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354769 -170312 -443240 87708 -178051 -247566

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603368000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849067307,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            1017026.0586386998,
            883044.84675531,
            133981.2118833899,
            11760861.15811278,
            8944494.042481491,
            2816367.1156313
        ],
        [
            1017.026059,
            883.044847,
            133.981212,
            11760.861158,
            8944.494042,
            2816.367116
        ],
        [
            0.550637,
            0.478097,
            0.07254,
            0.258907,
            0.244193,
            0.182783
        ],
        [
            132.589719,
            132.589719,
            132.589719,
            132.589719,
            132.589719,
            132.589719
        ],
        [
            -63828,
            -54444,
            -42327,
            -11390956,
            -10971333,
            -5996388
        ],
        [
            3.075448,
            4.648935,
            1.540189,
            1.260031,
            1.361426,
            1.137512
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            31.132075,
            30.188679,
            32.075472,
            31.132075,
            30.188679,
            32.075472
        ],
        [
            6.803263,
            10.750662,
            3.261577,
            2.787341,
            3.148298,
            2.408848
        ],
        [
            415628,
            415628,
            77179,
            9766877,
            9766877,
            8184360
        ],
        [
            -18039,
            -16256,
            -18039,
            -2752417,
            -2306368,
            -2752417
        ],
        [
            33,
            32,
            35,
            33,
            32,
            35
        ],
        [
            88,
            82,
            94,
            88,
            82,
            94
        ],
        [
            9,
            10,
            7,
            9,
            10,
            7
        ],
        [
            3585,
            1720,
            1865,
            3585,
            1720,
            1865
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354769,
            -170312,
            -443240,
            87708,
            -178051,
            -247566
        ]
    ]
}
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": 1603368000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849067307,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)