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Trade: RUNE/USDT/240/SINWMA/LINREG/5616

Strategy
RUNE/USDT/240/SINWMA/LINREG/5616
Pair
RUNE_USDT
Interval
4h
Score
524969
Daily Profit
0.419250
Profit Factor
4.025755
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1851.330000
Evaluation Time
2025-09-29 14:33
Expiration Time
2025-11-23 22:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 822242.5813 776170.0134 46072.5679 686178.3521 243595.7474 442582.6047
Total P&L (%) 822.2426 776.17 46.0726 686.1784 243.5957 442.5826
Avg Daily Profit (%) 0.4441 0.4193 0.0249 0.1114 0.0667 0.0914
Buy And Hold Return (%) 113.4306 113.4306 113.4306 113.4306 113.4306 113.4306
Max Trade Drawdown -118541 -87569 -66008 -2012005 -1374656 -1021516
Profit Factor 2.3255 4.0258 1.1266 1.1664 1.1116 1.2281
Total Trades 67 34 33 67 34 33
Winning Trades 30 15 15 30 15 15
Losing Trades 37 19 18 37 19 18
Profitability (%) 44.7761 44.1176 45.4545 44.7761 44.1176 45.4545
Ratio Avg Win / Avg Loss 2.8681 5.0993 1.352 1.4386 1.408 1.4737
Largest Winning Trade 480449 480449 71920 785919 785919 553541
Largest Losing Trade -50172 -28924 -50172 -646262 -646262 -337096
Avg Bars in Trades 162 157 167 162 157 167
Avg Bars in Winners 255 239 272 255 239 272
Avg Bars in Losers 86 92 79 86 92 79
Bars Traded 10865 5343 5522 10865 5343 5522
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 -108756 524969 -408426 -205235 -209908 -75409
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11108,
    "evaluation_days": 1851.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759145632414,
    "expiration_time": 1763931456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "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": [
        [
            822242.5812786554,
            776170.0134264245,
            46072.567852231,
            686178.3520940919,
            243595.7473933853,
            442582.604700707
        ],
        [
            822.242581,
            776.170013,
            46.072568,
            686.178352,
            243.595747,
            442.582605
        ],
        [
            0.444136,
            0.41925,
            0.024886,
            0.111442,
            0.066693,
            0.091391
        ],
        [
            113.430602,
            113.430602,
            113.430602,
            113.430602,
            113.430602,
            113.430602
        ],
        [
            -118541,
            -87569,
            -66008,
            -2012005,
            -1374656,
            -1021516
        ],
        [
            2.325452,
            4.025755,
            1.126633,
            1.166395,
            1.111556,
            1.228115
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            44.776119,
            44.117647,
            45.454545,
            44.776119,
            44.117647,
            45.454545
        ],
        [
            2.868058,
            5.09929,
            1.35196,
            1.438554,
            1.407972,
            1.473738
        ],
        [
            480449,
            480449,
            71920,
            785919,
            785919,
            553541
        ],
        [
            -50172,
            -28924,
            -50172,
            -646262,
            -646262,
            -337096
        ],
        [
            162,
            157,
            167,
            162,
            157,
            167
        ],
        [
            255,
            239,
            272,
            255,
            239,
            272
        ],
        [
            86,
            92,
            79,
            86,
            92,
            79
        ],
        [
            10865,
            5343,
            5522,
            10865,
            5343,
            5522
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108756,
            524969,
            -408426,
            -205235,
            -209908,
            -75409
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11108,
    "evaluation_days": 1851.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759145632414,
    "expiration_time": 1763931456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "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)