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Trade: RUNE/USDT/360/ALMA/VWMA/5649

Strategy
RUNE/USDT/360/ALMA/VWMA/5649
Pair
RUNE_USDT
Interval
6h
Score
631253
Daily Profit
0.484085
Profit Factor
5.297417
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
1861.250000
Evaluation Time
2025-10-09 10:20
Expiration Time
2025-12-04 04:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1088441.2897 901003.9153 187437.3744 22947138.1756 12511375.4854 10435762.6902
Total P&L (%) 1088.4413 901.0039 187.4374 22947.1382 12511.3755 10435.7627
Avg Daily Profit (%) 0.5848 0.4841 0.1007 0.2927 0.2602 0.2505
Buy And Hold Return (%) 81.9189 81.9189 81.9189 81.9189 81.9189 81.9189
Max Trade Drawdown -124655 -80476 -78180 -55817172 -31300808 -33879754
Profit Factor 3.2052 5.2974 1.6602 1.2291 1.2626 1.1988
Total Trades 80 40 40 80 40 40
Winning Trades 36 19 17 36 19 17
Losing Trades 44 21 23 44 21 23
Profitability (%) 45 47.5 42.5 45 47.5 42.5
Ratio Avg Win / Avg Loss 3.9175 5.855 2.2461 1.5023 1.3955 1.6219
Largest Winning Trade 411812 411812 73771 16759783 14240338 16759783
Largest Losing Trade -37482 -23755 -37482 -11290016 -9586785 -11290016
Avg Bars in Trades 91 86 95 91 86 95
Avg Bars in Winners 151 133 171 151 133 171
Avg Bars in Losers 41 44 38 41 44 38
Bars Traded 7285 3476 3809 7285 3476 3809
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 -8269 631253 -63245 -16130 268684 173709
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7445,
    "evaluation_days": 1861.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601229600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759994434169,
    "expiration_time": 1764813960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 14
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "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": [
        [
            1088441.2897299265,
            901003.9153029821,
            187437.3744269441,
            22947138.175601278,
            12511375.485388529,
            10435762.690212738
        ],
        [
            1088.44129,
            901.003915,
            187.437374,
            22947.138176,
            12511.375485,
            10435.76269
        ],
        [
            0.58479,
            0.484085,
            0.100705,
            0.292711,
            0.260227,
            0.250541
        ],
        [
            81.918936,
            81.918936,
            81.918936,
            81.918936,
            81.918936,
            81.918936
        ],
        [
            -124655,
            -80476,
            -78180,
            -55817172,
            -31300808,
            -33879754
        ],
        [
            3.205195,
            5.297417,
            1.66018,
            1.229125,
            1.262553,
            1.198782
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            45,
            47.5,
            42.5,
            45,
            47.5,
            42.5
        ],
        [
            3.917461,
            5.85504,
            2.246126,
            1.502264,
            1.395453,
            1.621882
        ],
        [
            411812,
            411812,
            73771,
            16759783,
            14240338,
            16759783
        ],
        [
            -37482,
            -23755,
            -37482,
            -11290016,
            -9586785,
            -11290016
        ],
        [
            91,
            86,
            95,
            91,
            86,
            95
        ],
        [
            151,
            133,
            171,
            151,
            133,
            171
        ],
        [
            41,
            44,
            38,
            41,
            44,
            38
        ],
        [
            7285,
            3476,
            3809,
            7285,
            3476,
            3809
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -8269,
            631253,
            -63245,
            -16130,
            268684,
            173709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7445,
    "evaluation_days": 1861.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601229600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759994434169,
    "expiration_time": 1764813960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 14
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "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)