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Trade: RUNE/USDT/720/SINWMA/PSAR/3768

Strategy
RUNE/USDT/720/SINWMA/PSAR/3768
Pair
RUNE_USDT
Interval
12h
Score
697977
Daily Profit
1.164264
Profit Factor
7.970388
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-06 13:10
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 2106515.0796 2163784.884 -57269.8044 -159385.4179 1286998.4121 -1446383.83
Total P&L (%) 2106.5151 2163.7849 -57.2698 -159.3854 1286.9984 -1446.3838
Avg Daily Profit (%) 1.1334 1.1643 -0.0308 0 0.1416 0
Buy And Hold Return (%) 140.603 140.603 140.603 140.603 140.603 140.603
Max Trade Drawdown -221279 -124623 -134006 -4182924 -1446819 -2973824
Profit Factor 4.0441 7.9704 0.8499 0.9698 1.6815 0.5729
Total Trades 73 37 36 73 37 36
Winning Trades 33 16 17 40 20 20
Losing Trades 40 21 19 33 17 16
Profitability (%) 45.2055 43.2432 47.2222 54.7945 54.0541 55.5556
Ratio Avg Win / Avg Loss 4.9019 10.4611 0.9499 0.8001 1.4293 0.4583
Largest Winning Trade 2125470 2125470 75727 2125470 2125470 458599
Largest Losing Trade -112241 -43952 -112241 -2688076 -792057 -2688076
Avg Bars in Trades 48 48 48 48 48 48
Avg Bars in Winners 64 68 60 44 49 40
Avg Bars in Losers 35 33 38 53 48 58
Bars Traded 3556 1805 1751 3556 1805 1751
Profit Streak 0 0 20.9236 16.9236 18.9236 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57592 697977 -581308 -655584 -427 -580059
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": 1603540800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759745403167,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 82
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2106515.079614432,
            2163784.8840374076,
            -57269.804422975,
            -159385.4179393225,
            1286998.412062943,
            -1446383.8300022646
        ],
        [
            2106.51508,
            2163.784884,
            -57.269804,
            -159.385418,
            1286.998412,
            -1446.38383
        ],
        [
            1.133449,
            1.164264,
            -0.030815,
            0,
            0.141597,
            0
        ],
        [
            140.603015,
            140.603015,
            140.603015,
            140.603015,
            140.603015,
            140.603015
        ],
        [
            -221279,
            -124623,
            -134006,
            -4182924,
            -1446819,
            -2973824
        ],
        [
            4.044053,
            7.970388,
            0.849916,
            0.969782,
            1.68154,
            0.572859
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            33,
            16,
            17,
            40,
            20,
            20
        ],
        [
            40,
            21,
            19,
            33,
            17,
            16
        ],
        [
            45.205479,
            43.243243,
            47.222222,
            54.794521,
            54.054054,
            55.555556
        ],
        [
            4.901882,
            10.461134,
            0.949906,
            0.80007,
            1.429309,
            0.458287
        ],
        [
            2125470,
            2125470,
            75727,
            2125470,
            2125470,
            458599
        ],
        [
            -112241,
            -43952,
            -112241,
            -2688076,
            -792057,
            -2688076
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            64,
            68,
            60,
            44,
            49,
            40
        ],
        [
            35,
            33,
            38,
            53,
            48,
            58
        ],
        [
            3556,
            1805,
            1751,
            3556,
            1805,
            1751
        ],
        [
            0,
            0,
            20.923648,
            16.923648,
            18.923648,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57592,
            697977,
            -581308,
            -655584,
            -427,
            -580059
        ]
    ]
}
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": 1603540800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759745403167,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 82
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)