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Trade: RUNE/USDT/15/VWAP/RMA/3005

Strategy
RUNE/USDT/15/VWAP/RMA/3005
Pair
RUNE_USDT
Interval
15m
Score
316726
Daily Profit
0.386604
Profit Factor
1.379737
Profitability
77.519380
Streak
1.492211
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 05:48
Expiration Time
2025-12-20 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 100679.3012 16547.7253 84131.5759 70752.664 25387.2294 45365.4346
Total P&L (%) 100.6793 16.5477 84.1316 70.7527 25.3872 45.3654
Avg Daily Profit (%) 0.3866 0.0635 0.3231 0.2057 0.0869 0.1437
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62604 -54564 -50233 -100825 -47245 -112454
Profit Factor 1.3797 1.1068 1.7635 1.1706 1.1261 1.2126
Total Trades 129 64 65 129 64 65
Winning Trades 100 48 52 100 48 52
Losing Trades 29 16 13 29 16 13
Profitability (%) 77.5194 75 80 77.5194 75 80
Ratio Avg Win / Avg Loss 0.4001 0.3689 0.4409 0.3395 0.3754 0.3032
Largest Winning Trade 16753 16753 12141 14860 14860 13033
Largest Losing Trade -45908 -41401 -45908 -100825 -36846 -100825
Avg Bars in Trades 191 207 175 191 207 175
Avg Bars in Winners 97 91 102 97 91 102
Avg Bars in Losers 516 555 467 516 555 467
Bars Traded 24672 13280 11392 24672 13280 11392
Profit Streak 1.4922 7.1172 1.4922 1.4922 7.1172 1.4922
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316726 -357751 -122468 -26164 -299701 -136711
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737218700000,
    "first_datapoint_time": 1737416700000,
    "last_datapoint_time": 1759717800000,
    "evaluation_time": 1759718927067,
    "expiration_time": 1766197800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 149,
            "offset": 72
        }
    }
}
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": [
        [
            100679.3011772308,
            16547.7252854734,
            84131.5758917575,
            70752.6639686394,
            25387.2293844494,
            45365.4345841901
        ],
        [
            100.679301,
            16.547725,
            84.131576,
            70.752664,
            25.387229,
            45.365435
        ],
        [
            0.386604,
            0.063542,
            0.323061,
            0.205666,
            0.086911,
            0.143748
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62604,
            -54564,
            -50233,
            -100825,
            -47245,
            -112454
        ],
        [
            1.379737,
            1.106803,
            1.763502,
            1.17062,
            1.126096,
            1.212638
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            100,
            48,
            52,
            100,
            48,
            52
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            77.51938,
            75,
            80,
            77.51938,
            75,
            80
        ],
        [
            0.400124,
            0.368934,
            0.440876,
            0.33948,
            0.375365,
            0.303159
        ],
        [
            16753,
            16753,
            12141,
            14860,
            14860,
            13033
        ],
        [
            -45908,
            -41401,
            -45908,
            -100825,
            -36846,
            -100825
        ],
        [
            191,
            207,
            175,
            191,
            207,
            175
        ],
        [
            97,
            91,
            102,
            97,
            91,
            102
        ],
        [
            516,
            555,
            467,
            516,
            555,
            467
        ],
        [
            24672,
            13280,
            11392,
            24672,
            13280,
            11392
        ],
        [
            1.492211,
            7.117211,
            1.492211,
            1.492211,
            7.117211,
            1.492211
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316726,
            -357751,
            -122468,
            -26164,
            -299701,
            -136711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737218700000,
    "first_datapoint_time": 1737416700000,
    "last_datapoint_time": 1759717800000,
    "evaluation_time": 1759718927067,
    "expiration_time": 1766197800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 149,
            "offset": 72
        }
    }
}

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)