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Trade: RUNE/USDT/720/SSF/BBU/5316

Strategy
RUNE/USDT/720/SSF/BBU/5316
Pair
RUNE_USDT
Interval
12h
Score
672347
Daily Profit
0.982265
Profit Factor
6.585337
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
1865.000000
Evaluation Time
2025-10-12 20:28
Expiration Time
2025-12-07 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1830130.9421 1831924.81 -1793.8678 189262.6304 166491.8632 22770.7672
Total P&L (%) 1830.1309 1831.9248 -1.7939 189.2626 166.4919 22.7708
Avg Daily Profit (%) 0.9813 0.9823 -0.001 0.057 0.0526 0.011
Buy And Hold Return (%) 22.0272 22.0272 22.0272 22.0272 22.0272 22.0272
Max Trade Drawdown -114091 -110280 -75026 -512462 -352394 -289133
Profit Factor 3.9249 6.5853 0.994 1.1147 1.1814 1.0311
Total Trades 63 31 32 63 31 32
Winning Trades 28 13 15 28 13 15
Losing Trades 35 18 17 35 18 17
Profitability (%) 44.4444 41.9355 46.875 44.4444 41.9355 46.875
Ratio Avg Win / Avg Loss 4.9061 9.1182 1.1265 1.3934 1.6358 1.1686
Largest Winning Trade 1663401 1663401 46582 476823 476823 143885
Largest Losing Trade -42170 -39065 -42170 -193164 -168864 -193164
Avg Bars in Trades 58 89 28 58 89 28
Avg Bars in Winners 93 154 39 93 154 39
Avg Bars in Losers 30 42 17 30 42 17
Bars Traded 3666 2768 898 3666 2768 898
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 -133108 672347 -580081 -364609 -145753 -520686
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760290083846,
    "expiration_time": 1765104480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 20,
            "offset": 0,
            "std": 4.36036
        }
    }
}
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": [
        [
            1830130.9421442663,
            1831924.80998301,
            -1793.8678387439,
            189262.6303685027,
            166491.8632183245,
            22770.7671501783
        ],
        [
            1830.130942,
            1831.92481,
            -1.793868,
            189.26263,
            166.491863,
            22.770767
        ],
        [
            0.981303,
            0.982265,
            -0.000962,
            0.056969,
            0.05257,
            0.011001
        ],
        [
            22.02718,
            22.02718,
            22.02718,
            22.02718,
            22.02718,
            22.02718
        ],
        [
            -114091,
            -110280,
            -75026,
            -512462,
            -352394,
            -289133
        ],
        [
            3.92488,
            6.585337,
            0.993975,
            1.11473,
            1.181411,
            1.031113
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            44.444444,
            41.935484,
            46.875,
            44.444444,
            41.935484,
            46.875
        ],
        [
            4.9061,
            9.118159,
            1.126505,
            1.393413,
            1.6358,
            1.168595
        ],
        [
            1663401,
            1663401,
            46582,
            476823,
            476823,
            143885
        ],
        [
            -42170,
            -39065,
            -42170,
            -193164,
            -168864,
            -193164
        ],
        [
            58,
            89,
            28,
            58,
            89,
            28
        ],
        [
            93,
            154,
            39,
            93,
            154,
            39
        ],
        [
            30,
            42,
            17,
            30,
            42,
            17
        ],
        [
            3666,
            2768,
            898,
            3666,
            2768,
            898
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133108,
            672347,
            -580081,
            -364609,
            -145753,
            -520686
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760290083846,
    "expiration_time": 1765104480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 20,
            "offset": 0,
            "std": 4.36036
        }
    }
}

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)