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Trade: RUNE/USDT/720/SINWMA/HLC3/4678

Strategy
RUNE/USDT/720/SINWMA/HLC3/4678
Pair
RUNE_USDT
Interval
12h
Score
328604
Daily Profit
0.501206
Profit Factor
2.685093
Profitability
31.451613
Streak
0.000000
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-06 11:45
Expiration Time
2025-11-30 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 931490.7287 805647.6983 125843.0305 7626225.1201 3780564.7378 3845660.3823
Total P&L (%) 931.4907 805.6477 125.843 7626.2251 3780.5647 3845.6604
Avg Daily Profit (%) 0.5012 0.4335 0.0677 0.2342 0.1971 0.1979
Buy And Hold Return (%) 119.1679 119.1679 119.1679 119.1679 119.1679 119.1679
Max Trade Drawdown -66785 -44693 -69681 -4810825 -4336374 -3737997
Profit Factor 2.6851 4.1858 1.4196 1.3766 1.3541 1.4016
Total Trades 124 62 62 124 62 62
Winning Trades 39 20 19 39 20 19
Losing Trades 85 42 43 85 42 43
Profitability (%) 31.4516 32.2581 30.6452 31.4516 32.2581 30.6452
Ratio Avg Win / Avg Loss 5.8521 8.7902 3.2128 3.0002 2.8437 3.172
Largest Winning Trade 378725 378725 71984 4588649 4588649 4004276
Largest Losing Trade -22210 -22210 -19897 -2124904 -2124904 -1311649
Avg Bars in Trades 28 27 30 28 27 30
Avg Bars in Winners 73 66 81 73 66 81
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3595 1688 1907 3595 1688 1907
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 328604 -144008 -410933 121905 -151541 -152149
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740302244,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            931490.7287462314,
            805647.6982693478,
            125843.0304768838,
            7626225.12014793,
            3780564.7378116157,
            3845660.382336312
        ],
        [
            931.490729,
            805.647698,
            125.84303,
            7626.22512,
            3780.564738,
            3845.660382
        ],
        [
            0.501206,
            0.433494,
            0.067712,
            0.234183,
            0.19705,
            0.197947
        ],
        [
            119.167905,
            119.167905,
            119.167905,
            119.167905,
            119.167905,
            119.167905
        ],
        [
            -66785,
            -44693,
            -69681,
            -4810825,
            -4336374,
            -3737997
        ],
        [
            2.685093,
            4.185824,
            1.41962,
            1.376577,
            1.354141,
            1.401589
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            31.451613,
            32.258065,
            30.645161,
            31.451613,
            32.258065,
            30.645161
        ],
        [
            5.852125,
            8.79023,
            3.212823,
            3.000233,
            2.843697,
            3.172016
        ],
        [
            378725,
            378725,
            71984,
            4588649,
            4588649,
            4004276
        ],
        [
            -22210,
            -22210,
            -19897,
            -2124904,
            -2124904,
            -1311649
        ],
        [
            28,
            27,
            30,
            28,
            27,
            30
        ],
        [
            73,
            66,
            81,
            73,
            66,
            81
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3595,
            1688,
            1907,
            3595,
            1688,
            1907
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328604,
            -144008,
            -410933,
            121905,
            -151541,
            -152149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740302244,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)