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Trade: RUNE/USDT/480/SWMA/HILO/1270

Strategy
RUNE/USDT/480/SWMA/HILO/1270
Pair
RUNE_USDT
Interval
8h
Score
504188
Daily Profit
0.417488
Profit Factor
4.194622
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1856.330000
Evaluation Time
2025-10-04 08:58
Expiration Time
2025-11-28 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 763713.1503 774995.6829 -11282.5326 180788.386 491249.8097 -310461.4237
Total P&L (%) 763.7132 774.9957 -11.2825 180.7884 491.2498 -310.4614
Avg Daily Profit (%) 0.4114 0.4175 -0.0061 0.0556 0.0958 0
Buy And Hold Return (%) 175.3027 175.3027 175.3027 175.3027 175.3027 175.3027
Max Trade Drawdown -157597 -73934 -127505 -1026256 -520199 -584462
Profit Factor 2.3481 4.1946 0.9652 1.0608 1.3622 0.8081
Total Trades 63 32 31 63 32 31
Winning Trades 30 15 15 30 15 15
Losing Trades 33 17 16 33 17 16
Profitability (%) 47.619 46.875 48.3871 47.619 46.875 48.3871
Ratio Avg Win / Avg Loss 2.5829 4.7539 1.0295 1.1669 1.5438 0.862
Largest Winning Trade 591580 591580 76242 703655 703655 495655
Largest Losing Trade -62124 -30954 -62124 -466675 -268302 -466675
Avg Bars in Trades 84 78 90 84 78 90
Avg Bars in Winners 136 127 145 136 127 145
Avg Bars in Losers 37 34 39 37 34 39
Bars Traded 5330 2511 2819 5330 2511 2819
Profit Streak 0 0 79.9156 0 0 79.9156
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139514 504188 -578815 -580259 -68064 -580482
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5569,
    "evaluation_days": 1856.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603814400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759557511331,
    "expiration_time": 1764347616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            763713.150274517,
            774995.6828971214,
            -11282.5326226043,
            180788.3860210089,
            491249.8097323489,
            -310461.4237113396
        ],
        [
            763.71315,
            774.995683,
            -11.282533,
            180.788386,
            491.24981,
            -310.461424
        ],
        [
            0.41141,
            0.417488,
            -0.006078,
            0.055632,
            0.095776,
            0
        ],
        [
            175.302719,
            175.302719,
            175.302719,
            175.302719,
            175.302719,
            175.302719
        ],
        [
            -157597,
            -73934,
            -127505,
            -1026256,
            -520199,
            -584462
        ],
        [
            2.348069,
            4.194622,
            0.96517,
            1.060787,
            1.362187,
            0.808095
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            47.619048,
            46.875,
            48.387097,
            47.619048,
            46.875,
            48.387097
        ],
        [
            2.582876,
            4.753905,
            1.029515,
            1.166866,
            1.543812,
            0.861968
        ],
        [
            591580,
            591580,
            76242,
            703655,
            703655,
            495655
        ],
        [
            -62124,
            -30954,
            -62124,
            -466675,
            -268302,
            -466675
        ],
        [
            84,
            78,
            90,
            84,
            78,
            90
        ],
        [
            136,
            127,
            145,
            136,
            127,
            145
        ],
        [
            37,
            34,
            39,
            37,
            34,
            39
        ],
        [
            5330,
            2511,
            2819,
            5330,
            2511,
            2819
        ],
        [
            0,
            0,
            79.91564,
            0,
            0,
            79.91564
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139514,
            504188,
            -578815,
            -580259,
            -68064,
            -580482
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5569,
    "evaluation_days": 1856.33,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603814400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759557511331,
    "expiration_time": 1764347616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)