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Trade: RUNE/USDT/720/SWMA/HL2/4681

Strategy
RUNE/USDT/720/SWMA/HL2/4681
Pair
RUNE_USDT
Interval
12h
Score
360962
Daily Profit
0.530672
Profit Factor
2.684696
Profitability
33.076923
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 980151.9304 851003.6359 129148.2946 8605284.4948 4207169.4685 4398115.0263
Total P&L (%) 980.1519 851.0036 129.1483 8605.2845 4207.1695 4398.115
Avg Daily Profit (%) 0.5307 0.4607 0.0699 0.2421 0.2039 0.2063
Buy And Hold Return (%) 123.6523 123.6523 123.6523 123.6523 123.6523 123.6523
Max Trade Drawdown -71949 -58095 -53656 -6979983 -5352656 -5492105
Profit Factor 2.6847 4.161 1.4132 1.3397 1.3158 1.3663
Total Trades 130 65 65 130 65 65
Winning Trades 43 21 22 43 21 22
Losing Trades 87 44 43 87 44 43
Profitability (%) 33.0769 32.3077 33.8462 33.0769 32.3077 33.8462
Ratio Avg Win / Avg Loss 5.4318 8.7182 2.7621 2.7106 2.7568 2.6705
Largest Winning Trade 408911 408911 72721 5489200 5489200 5035065
Largest Losing Trade -22210 -22210 -18826 -2671902 -2671902 -1480796
Avg Bars in Trades 27 25 29 27 25 29
Avg Bars in Winners 65 62 69 65 62 69
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 3586 1673 1913 3586 1673 1913
Profit Streak 0 0 44.475 0 0 44.475
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360962 -121193 -386613 139553 -129198 -127283
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929038586,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            980151.9304304535,
            851003.6358600124,
            129148.2945704398,
            8605284.494846953,
            4207169.468548543,
            4398115.026298413
        ],
        [
            980.15193,
            851.003636,
            129.148295,
            8605.284495,
            4207.169469,
            4398.115026
        ],
        [
            0.530672,
            0.460749,
            0.069923,
            0.242118,
            0.203936,
            0.20629
        ],
        [
            123.652304,
            123.652304,
            123.652304,
            123.652304,
            123.652304,
            123.652304
        ],
        [
            -71949,
            -58095,
            -53656,
            -6979983,
            -5352656,
            -5492105
        ],
        [
            2.684696,
            4.160956,
            1.413177,
            1.339706,
            1.315758,
            1.36628
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            33.076923,
            32.307692,
            33.846154,
            33.076923,
            32.307692,
            33.846154
        ],
        [
            5.431827,
            8.718194,
            2.762118,
            2.710568,
            2.756826,
            2.670455
        ],
        [
            408911,
            408911,
            72721,
            5489200,
            5489200,
            5035065
        ],
        [
            -22210,
            -22210,
            -18826,
            -2671902,
            -2671902,
            -1480796
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            65,
            62,
            69,
            65,
            62,
            69
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            3586,
            1673,
            1913,
            3586,
            1673,
            1913
        ],
        [
            0,
            0,
            44.474984,
            0,
            0,
            44.474984
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360962,
            -121193,
            -386613,
            139553,
            -129198,
            -127283
        ]
    ]
}
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": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929038586,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)