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Trade: RUNE/USDT/480/SINWMA/KCB/7932

Strategy
RUNE/USDT/480/SINWMA/KCB/7932
Pair
RUNE_USDT
Interval
8h
Score
511636
Daily Profit
0.317979
Profit Factor
3.320233
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-10-06 03:46
Expiration Time
2025-11-30 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514258.9429 590804.9772 -76546.0342 -15378.5504 219415.8309 -234794.3812
Total P&L (%) 514.2589 590.805 -76.546 -15.3786 219.4158 -234.7944
Avg Daily Profit (%) 0.2768 0.318 -0.0412 -0.009 0.0625 0
Buy And Hold Return (%) 111.9907 111.9907 111.9907 111.9907 111.9907 111.9907
Max Trade Drawdown -249892 -91316 -202909 -921034 -466364 -739894
Profit Factor 1.6586 3.3202 0.8545 0.9944 1.1928 0.8557
Total Trades 64 32 32 64 32 32
Winning Trades 30 16 14 30 16 14
Losing Trades 34 16 18 34 16 18
Profitability (%) 46.875 50 43.75 46.875 50 43.75
Ratio Avg Win / Avg Loss 1.8798 3.3202 1.0987 1.127 1.1928 1.1002
Largest Winning Trade 183993 183993 75980 358618 358618 285420
Largest Losing Trade -69018 -42488 -69018 -372884 -363913 -372884
Avg Bars in Trades 84 92 76 84 92 76
Avg Bars in Winners 116 114 118 116 114 118
Avg Bars in Losers 55 69 42 55 69 42
Bars Traded 5380 2948 2432 5380 2948 2432
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 -134575 511636 -581574 -723826 -125069 -581574
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759711573080,
    "expiration_time": 1764495936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 110,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            514258.9429495345,
            590804.9771586016,
            -76546.0342090673,
            -15378.5503518998,
            219415.8308887737,
            -234794.3812406734
        ],
        [
            514.258943,
            590.804977,
            -76.546034,
            -15.37855,
            219.415831,
            -234.794381
        ],
        [
            0.276781,
            0.317979,
            -0.041198,
            -0.008987,
            0.062523,
            0
        ],
        [
            111.990666,
            111.990666,
            111.990666,
            111.990666,
            111.990666,
            111.990666
        ],
        [
            -249892,
            -91316,
            -202909,
            -921034,
            -466364,
            -739894
        ],
        [
            1.658608,
            3.320233,
            0.854529,
            0.994438,
            1.192812,
            0.855692
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            46.875,
            50,
            43.75,
            46.875,
            50,
            43.75
        ],
        [
            1.879755,
            3.320233,
            1.098681,
            1.12703,
            1.192812,
            1.100175
        ],
        [
            183993,
            183993,
            75980,
            358618,
            358618,
            285420
        ],
        [
            -69018,
            -42488,
            -69018,
            -372884,
            -363913,
            -372884
        ],
        [
            84,
            92,
            76,
            84,
            92,
            76
        ],
        [
            116,
            114,
            118,
            116,
            114,
            118
        ],
        [
            55,
            69,
            42,
            55,
            69,
            42
        ],
        [
            5380,
            2948,
            2432,
            5380,
            2948,
            2432
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134575,
            511636,
            -581574,
            -723826,
            -125069,
            -581574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759711573080,
    "expiration_time": 1764495936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 110,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)