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Trade: RUNE/USDT/720/VWMA/MIDPRICE/2174

Strategy
RUNE/USDT/720/VWMA/MIDPRICE/2174
Pair
RUNE_USDT
Interval
12h
Score
679310
Daily Profit
0.865149
Profit Factor
2.782449
Profitability
50.485437
Streak
0.000000
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-06 13:10
Expiration Time
2025-11-30 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1607878.853 1690182.8342 -82303.9812 -65108.8385 1700474.214 -1765583.0526
Total P&L (%) 1607.8789 1690.1828 -82.304 -65.1088 1700.4742 -1765.5831
Avg Daily Profit (%) 0.8651 0.9094 -0.0443 -0.0566 0.1557 0
Buy And Hold Return (%) 176.3796 176.3796 176.3796 176.3796 176.3796 176.3796
Max Trade Drawdown -243385 -159447 -114997 -3944545 -2245908 -1783516
Profit Factor 2.7824 4.2409 0.7837 0.9901 1.4526 0.3763
Total Trades 103 52 51 103 52 51
Winning Trades 52 26 26 52 26 26
Losing Trades 51 26 25 51 26 25
Profitability (%) 50.4854 50 50.9804 50.4854 50 50.9804
Ratio Avg Win / Avg Loss 2.7289 4.2409 0.7536 0.9711 1.4526 0.3618
Largest Winning Trade 1557810 1557810 39116 3739394 3739394 370708
Largest Losing Trade -76874 -68996 -76874 -2235205 -2235205 -761925
Avg Bars in Trades 34 42 26 34 42 26
Avg Bars in Winners 41 45 36 41 45 36
Avg Bars in Losers 27 39 16 27 39 16
Bars Traded 3564 2210 1355 3564 2210 1355
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 679310 -159556 -760428 -580440 -171380 -760428
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759745399733,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "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": [
        [
            1607878.8529836766,
            1690182.8342052659,
            -82303.9812215891,
            -65108.8385272249,
            1700474.214029561,
            -1765583.0525567855
        ],
        [
            1607.878853,
            1690.182834,
            -82.303981,
            -65.108839,
            1700.474214,
            -1765.583053
        ],
        [
            0.865149,
            0.909434,
            -0.044285,
            -0.056639,
            0.155657,
            0
        ],
        [
            176.379589,
            176.379589,
            176.379589,
            176.379589,
            176.379589,
            176.379589
        ],
        [
            -243385,
            -159447,
            -114997,
            -3944545,
            -2245908,
            -1783516
        ],
        [
            2.782449,
            4.240898,
            0.783721,
            0.990117,
            1.452571,
            0.376265
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            50.485437,
            50,
            50.980392,
            50.485437,
            50,
            50.980392
        ],
        [
            2.72894,
            4.240898,
            0.753578,
            0.971076,
            1.452571,
            0.361793
        ],
        [
            1557810,
            1557810,
            39116,
            3739394,
            3739394,
            370708
        ],
        [
            -76874,
            -68996,
            -76874,
            -2235205,
            -2235205,
            -761925
        ],
        [
            34,
            42,
            26,
            34,
            42,
            26
        ],
        [
            41,
            45,
            36,
            41,
            45,
            36
        ],
        [
            27,
            39,
            16,
            27,
            39,
            16
        ],
        [
            3564,
            2210,
            1355,
            3564,
            2210,
            1355
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            679310,
            -159556,
            -760428,
            -580440,
            -171380,
            -760428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759745399733,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "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)