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Trade: RUNE/USDT/720/SSF/HILO/1684

Strategy
RUNE/USDT/720/SSF/HILO/1684
Pair
RUNE_USDT
Interval
12h
Score
528221
Daily Profit
0.343771
Profit Factor
3.478732
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 23:43
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 559219.9901 634944.6402 -75724.6501 -27770.8385 157161.6414 -184932.48
Total P&L (%) 559.22 634.9446 -75.7247 -27.7708 157.1616 -184.9325
Avg Daily Profit (%) 0.3028 0.3438 -0.041 -0.0176 0.0512 0
Buy And Hold Return (%) 86.4987 86.4987 86.4987 86.4987 86.4987 86.4987
Max Trade Drawdown -168932 -83459 -164961 -437236 -261454 -318363
Profit Factor 1.8213 3.4787 0.8217 0.9804 1.2596 0.773
Total Trades 64 32 32 64 32 32
Winning Trades 30 15 15 30 15 15
Losing Trades 34 17 17 34 17 17
Profitability (%) 46.875 46.875 46.875 46.875 46.875 46.875
Ratio Avg Win / Avg Loss 2.0642 3.9426 0.9313 1.1112 1.4276 0.8761
Largest Winning Trade 391094 391094 74738 175396 175396 165028
Largest Losing Trade -65106 -41390 -65106 -152059 -152059 -140188
Avg Bars in Trades 56 53 59 56 53 59
Avg Bars in Winners 82 78 87 82 78 87
Avg Bars in Losers 32 31 34 32 31 34
Bars Traded 3592 1698 1894 3592 1698 1894
Profit Streak 38.8634 0 41.8634 38.8634 0 41.8634
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132153 528221 -581475 -723280 -134123 -581475

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919397817,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            559219.9900537388,
            634944.6401741728,
            -75724.6501204339,
            -27770.8385175228,
            157161.641440487,
            -184932.47995801
        ],
        [
            559.21999,
            634.94464,
            -75.72465,
            -27.770839,
            157.161641,
            -184.93248
        ],
        [
            0.302772,
            0.343771,
            -0.040999,
            -0.017612,
            0.051152,
            0
        ],
        [
            86.498678,
            86.498678,
            86.498678,
            86.498678,
            86.498678,
            86.498678
        ],
        [
            -168932,
            -83459,
            -164961,
            -437236,
            -261454,
            -318363
        ],
        [
            1.821327,
            3.478732,
            0.821706,
            0.980446,
            1.259607,
            0.773042
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            46.875,
            46.875,
            46.875,
            46.875,
            46.875,
            46.875
        ],
        [
            2.06417,
            3.942563,
            0.931266,
            1.111172,
            1.427555,
            0.876114
        ],
        [
            391094,
            391094,
            74738,
            175396,
            175396,
            165028
        ],
        [
            -65106,
            -41390,
            -65106,
            -152059,
            -152059,
            -140188
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            82,
            78,
            87,
            82,
            78,
            87
        ],
        [
            32,
            31,
            34,
            32,
            31,
            34
        ],
        [
            3592,
            1698,
            1894,
            3592,
            1698,
            1894
        ],
        [
            38.863401,
            0,
            41.863401,
            38.863401,
            0,
            41.863401
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132153,
            528221,
            -581475,
            -723280,
            -134123,
            -581475
        ]
    ]
}
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": 1600084800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919397817,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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)