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Trade: RUNE/USDT/720/SSF/HLC3/5589

Strategy
RUNE/USDT/720/SSF/HLC3/5589
Pair
RUNE_USDT
Interval
12h
Score
314619
Daily Profit
0.452350
Profit Factor
2.254365
Profitability
33.576642
Streak
0.000000
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-10-03 15:23
Expiration Time
2025-11-27 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 839334.756 706146.0482 133188.7079 4792266.6187 1840497.4876 2951769.131
Total P&L (%) 839.3348 706.146 133.1887 4792.2666 1840.4975 2951.7691
Avg Daily Profit (%) 0.4524 0.3806 0.0718 0.2099 0.16 0.1844
Buy And Hold Return (%) 67.1309 67.1309 67.1309 67.1309 67.1309 67.1309
Max Trade Drawdown -100183 -79931 -100375 -8400826 -5600930 -4922253
Profit Factor 2.2544 3.2185 1.3796 1.2525 1.1997 1.3024
Total Trades 137 69 68 137 69 68
Winning Trades 46 22 24 46 22 24
Losing Trades 91 47 44 91 47 44
Profitability (%) 33.5766 31.8841 35.2941 33.5766 31.8841 35.2941
Ratio Avg Win / Avg Loss 4.4597 6.8758 2.5293 2.4778 2.5629 2.3878
Largest Winning Trade 238858 238858 74776 4055767 3085823 4055767
Largest Losing Trade -39960 -33410 -39960 -1026358 -1026358 -1001948
Avg Bars in Trades 26 26 27 26 26 27
Avg Bars in Winners 63 63 63 63 63 63
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3683 1798 1885 3683 1798 1885
Profit Streak 0 0 51.5165 0 0 51.5165
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314619 -92992 -216748 118104 -100820 -105221
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759494224619,
    "expiration_time": 1764259056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            839334.756016231,
            706146.048163669,
            133188.7078525622,
            4792266.618687076,
            1840497.4876423841,
            2951769.131044695
        ],
        [
            839.334756,
            706.146048,
            133.188708,
            4792.266619,
            1840.497488,
            2951.769131
        ],
        [
            0.45235,
            0.380569,
            0.07178,
            0.20988,
            0.159952,
            0.184395
        ],
        [
            67.130919,
            67.130919,
            67.130919,
            67.130919,
            67.130919,
            67.130919
        ],
        [
            -100183,
            -79931,
            -100375,
            -8400826,
            -5600930,
            -4922253
        ],
        [
            2.254365,
            3.21845,
            1.379644,
            1.252509,
            1.19966,
            1.302423
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            33.576642,
            31.884058,
            35.294118,
            33.576642,
            31.884058,
            35.294118
        ],
        [
            4.459723,
            6.875779,
            2.529348,
            2.47779,
            2.56291,
            2.387775
        ],
        [
            238858,
            238858,
            74776,
            4055767,
            3085823,
            4055767
        ],
        [
            -39960,
            -33410,
            -39960,
            -1026358,
            -1026358,
            -1001948
        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            63,
            63,
            63,
            63,
            63,
            63
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3683,
            1798,
            1885,
            3683,
            1798,
            1885
        ],
        [
            0,
            0,
            51.516489,
            0,
            0,
            51.516489
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314619,
            -92992,
            -216748,
            118104,
            -100820,
            -105221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759494224619,
    "expiration_time": 1764259056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "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)