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Trade: RUNE/USDT/720/WMA/PSAR/6872

Strategy
RUNE/USDT/720/WMA/PSAR/6872
Pair
RUNE_USDT
Interval
12h
Score
366150
Daily Profit
0.332155
Profit Factor
1.781557
Profitability
42.372881
Streak
0.000000
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-09-30 22:04
Expiration Time
2025-11-25 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 615483.6656 637405.6966 -21922.0311 21422.302 1194131.6718 -1172709.3698
Total P&L (%) 615.4837 637.4057 -21.922 21.4223 1194.1317 -1172.7094
Avg Daily Profit (%) 0.3322 0.344 -0.0118 0.0105 0.1383 0
Buy And Hold Return (%) 40.0881 40.0881 40.0881 40.0881 40.0881 40.0881
Max Trade Drawdown -222408 -120492 -160182 -2132633 -890501 -1989260
Profit Factor 1.7816 2.744 0.9481 1.0034 1.4944 0.6979
Total Trades 118 59 59 118 59 59
Winning Trades 50 23 27 50 23 27
Losing Trades 68 36 32 68 36 32
Profitability (%) 42.3729 38.9831 45.7627 42.3729 38.9831 45.7627
Ratio Avg Win / Avg Loss 2.4229 4.2949 1.1236 1.3646 2.3391 0.8271
Largest Winning Trade 469671 469671 75329 1174418 1174418 459414
Largest Losing Trade -63793 -29486 -63793 -993200 -249281 -993200
Avg Bars in Trades 29 28 31 29 28 31
Avg Bars in Winners 44 45 43 44 45 43
Avg Bars in Losers 18 17 20 18 17 20
Bars Traded 3516 1682 1834 3516 1682 1834
Profit Streak 0 0 16.2948 0 0 16.2948
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366150 -166460 -756863 -563776 -186607 -758530
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606564800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759259071240,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            615483.6655568526,
            637405.6966212858,
            -21922.0310644334,
            21422.302038369,
            1194131.6718417974,
            -1172709.3698034293
        ],
        [
            615.483666,
            637.405697,
            -21.922031,
            21.422302,
            1194.131672,
            -1172.70937
        ],
        [
            0.332155,
            0.343986,
            -0.011831,
            0.010476,
            0.138273,
            0
        ],
        [
            40.088106,
            40.088106,
            40.088106,
            40.088106,
            40.088106,
            40.088106
        ],
        [
            -222408,
            -120492,
            -160182,
            -2132633,
            -890501,
            -1989260
        ],
        [
            1.781557,
            2.74397,
            0.948054,
            1.003402,
            1.494427,
            0.697876
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            42.372881,
            38.983051,
            45.762712,
            42.372881,
            38.983051,
            45.762712
        ],
        [
            2.422917,
            4.29491,
            1.12362,
            1.364627,
            2.339103,
            0.827112
        ],
        [
            469671,
            469671,
            75329,
            1174418,
            1174418,
            459414
        ],
        [
            -63793,
            -29486,
            -63793,
            -993200,
            -249281,
            -993200
        ],
        [
            29,
            28,
            31,
            29,
            28,
            31
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            18,
            17,
            20,
            18,
            17,
            20
        ],
        [
            3516,
            1682,
            1834,
            3516,
            1682,
            1834
        ],
        [
            0,
            0,
            16.294806,
            0,
            0,
            16.294806
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366150,
            -166460,
            -756863,
            -563776,
            -186607,
            -758530
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606564800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759259071240,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)