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Trade: RUNE/USDT/720/SWMA/HILO/4743

Strategy
RUNE/USDT/720/SWMA/HILO/4743
Pair
RUNE_USDT
Interval
12h
Score
562941
Daily Profit
0.345695
Profit Factor
3.763844
Profitability
57.575758
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-27 02:23
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 577389.9877 638498.55 -61108.5623 3324.7185 85606.9049 -82282.1865
Total P&L (%) 577.39 638.4986 -61.1086 3.3247 85.6069 -82.2822
Avg Daily Profit (%) 0.3126 0.3457 -0.0331 0.0018 0.0335 -0.0937
Buy And Hold Return (%) 132.4094 132.4094 132.4094 132.4094 132.4094 132.4094
Max Trade Drawdown -152619 -60120 -143397 -485068 -236292 -271790
Profit Factor 1.879 3.7638 0.8565 1.0026 1.152 0.8818
Total Trades 66 33 33 66 33 33
Winning Trades 35 19 16 35 19 16
Losing Trades 31 14 17 31 14 17
Profitability (%) 53.0303 57.5758 48.4848 53.0303 57.5758 48.4848
Ratio Avg Win / Avg Loss 1.6643 2.7734 0.91 0.8881 0.8489 0.9369
Largest Winning Trade 391094 391094 75992 154591 142801 154591
Largest Losing Trade -65236 -44548 -65236 -167220 -167220 -125296
Avg Bars in Trades 54 49 59 54 49 59
Avg Bars in Winners 78 70 89 78 70 89
Avg Bars in Losers 26 22 30 26 22 30
Bars Traded 3591 1640 1951 3591 1640 1951
Profit Streak 56.9749 0 156.4749 56.9749 0 156.4749
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116880 562941 -580427 -703057 -367942 -580427

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929035228,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "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": [
        [
            577389.9876502012,
            638498.5499985109,
            -61108.5623483096,
            3324.7184518292,
            85606.904923195,
            -82282.1864713658
        ],
        [
            577.389988,
            638.49855,
            -61.108562,
            3.324718,
            85.606905,
            -82.282186
        ],
        [
            0.31261,
            0.345695,
            -0.033085,
            0.001771,
            0.03349,
            -0.093654
        ],
        [
            132.409382,
            132.409382,
            132.409382,
            132.409382,
            132.409382,
            132.409382
        ],
        [
            -152619,
            -60120,
            -143397,
            -485068,
            -236292,
            -271790
        ],
        [
            1.879046,
            3.763844,
            0.856492,
            1.002641,
            1.152023,
            0.881764
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            53.030303,
            57.575758,
            48.484848,
            53.030303,
            57.575758,
            48.484848
        ],
        [
            1.664298,
            2.773359,
            0.910022,
            0.888053,
            0.848859,
            0.936874
        ],
        [
            391094,
            391094,
            75992,
            154591,
            142801,
            154591
        ],
        [
            -65236,
            -44548,
            -65236,
            -167220,
            -167220,
            -125296
        ],
        [
            54,
            49,
            59,
            54,
            49,
            59
        ],
        [
            78,
            70,
            89,
            78,
            70,
            89
        ],
        [
            26,
            22,
            30,
            26,
            22,
            30
        ],
        [
            3591,
            1640,
            1951,
            3591,
            1640,
            1951
        ],
        [
            56.974945,
            0,
            156.474945,
            56.974945,
            0,
            156.474945
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116880,
            562941,
            -580427,
            -703057,
            -367942,
            -580427
        ]
    ]
}
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": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929035228,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "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)