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Trade: RUNE/USDT/240/VWMA/ZLMA/4089

Strategy
RUNE/USDT/240/VWMA/ZLMA/4089
Pair
RUNE_USDT
Interval
4h
Score
644315
Daily Profit
0.754487
Profit Factor
7.332165
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1856.170000
Evaluation Time
2025-10-04 10:08
Expiration Time
2025-11-28 22:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1370725.7737 1400455.4155 -29729.6418 -42475.8029 797050.2574 -839526.0603
Total P&L (%) 1370.7258 1400.4554 -29.7296 -42.4758 797.0503 -839.5261
Avg Daily Profit (%) 0.7385 0.7545 -0.016 -0.0298 0.1183 0
Buy And Hold Return (%) 108.6281 108.6281 108.6281 108.6281 108.6281 108.6281
Max Trade Drawdown -181442 -90255 -180659 -2031142 -669710 -1385113
Profit Factor 3.4564 7.3322 0.9117 0.9853 1.915 0.5853
Total Trades 57 29 28 57 29 28
Winning Trades 25 12 13 25 12 13
Losing Trades 32 17 15 32 17 15
Profitability (%) 43.8596 41.3793 46.4286 43.8596 41.3793 46.4286
Ratio Avg Win / Avg Loss 4.4242 10.3872 1.052 1.2612 2.7129 0.6753
Largest Winning Trade 1391768 1391768 74315 1391768 1391768 503828
Largest Losing Trade -78037 -34227 -78037 -1039821 -390265 -1039821
Avg Bars in Trades 186 163 210 186 163 210
Avg Bars in Winners 314 275 349 314 275 349
Avg Bars in Losers 87 84 89 87 84 89
Bars Traded 10635 4751 5884 10635 4751 5884
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 -162636 644315 -601555 -760999 -34471 -603222
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11137,
    "evaluation_days": 1856.17,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602489600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759561699206,
    "expiration_time": 1764361584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 230,
            "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": [
        [
            1370725.77372454,
            1400455.4154867693,
            -29729.6417622295,
            -42475.8028652163,
            797050.2574410131,
            -839526.0603062289
        ],
        [
            1370.725774,
            1400.455415,
            -29.729642,
            -42.475803,
            797.050257,
            -839.52606
        ],
        [
            0.73847,
            0.754487,
            -0.016017,
            -0.029786,
            0.118267,
            0
        ],
        [
            108.628128,
            108.628128,
            108.628128,
            108.628128,
            108.628128,
            108.628128
        ],
        [
            -181442,
            -90255,
            -180659,
            -2031142,
            -669710,
            -1385113
        ],
        [
            3.456408,
            7.332165,
            0.911744,
            0.98533,
            1.915009,
            0.585273
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            43.859649,
            41.37931,
            46.428571,
            43.859649,
            41.37931,
            46.428571
        ],
        [
            4.424202,
            10.387234,
            1.052012,
            1.261222,
            2.712929,
            0.675315
        ],
        [
            1391768,
            1391768,
            74315,
            1391768,
            1391768,
            503828
        ],
        [
            -78037,
            -34227,
            -78037,
            -1039821,
            -390265,
            -1039821
        ],
        [
            186,
            163,
            210,
            186,
            163,
            210
        ],
        [
            314,
            275,
            349,
            314,
            275,
            349
        ],
        [
            87,
            84,
            89,
            87,
            84,
            89
        ],
        [
            10635,
            4751,
            5884,
            10635,
            4751,
            5884
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162636,
            644315,
            -601555,
            -760999,
            -34471,
            -603222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11137,
    "evaluation_days": 1856.17,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602489600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759561699206,
    "expiration_time": 1764361584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 230,
            "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)