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Trade: RUNE/USDT/480/VWMA/MIDPOINT/8541

Strategy
RUNE/USDT/480/VWMA/MIDPOINT/8541
Pair
RUNE_USDT
Interval
8h
Score
609183
Daily Profit
1.263029
Profit Factor
3.326548
Profitability
39.682540
Streak
8.403815
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-10-03 20:41
Expiration Time
2025-11-28 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2344181.6787 2427299.1673 -83117.4886 -57296.3397 835110.5791 -892406.9188
Total P&L (%) 2344.1817 2427.2992 -83.1175 -57.2963 835.1106 -892.4069
Avg Daily Profit (%) 1.263 1.3078 -0.0448 -0.0458 0.1205 0
Buy And Hold Return (%) 192.6245 192.6245 192.6245 192.6245 192.6245 192.6245
Max Trade Drawdown -262983 -167955 -117295 -2468334 -1624729 -898907
Profit Factor 3.3265 6.0107 0.8411 0.9913 1.241 0.7132
Total Trades 126 63 63 126 63 63
Winning Trades 50 27 23 50 27 23
Losing Trades 76 36 40 76 36 40
Profitability (%) 39.6825 42.8571 36.5079 39.6825 42.8571 36.5079
Ratio Avg Win / Avg Loss 5.0564 8.0143 1.4628 1.5068 1.6546 1.2404
Largest Winning Trade 2406423 2406423 64425 2410224 2410224 399443
Largest Losing Trade -58879 -56596 -58879 -1388899 -1388899 -558255
Avg Bars in Trades 43 45 40 43 45 40
Avg Bars in Winners 72 70 73 72 70 73
Avg Bars in Losers 23 26 20 23 26 20
Bars Traded 5421 2887 2534 5421 2887 2534
Profit Streak 8.4038 0 10.7371 8.4038 0 10.7371
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 609183 -127600 -730669 -581006 -182523 -730669
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5568,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759513289606,
    "expiration_time": 1764317952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "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": [
        [
            2344181.6786980308,
            2427299.1673448617,
            -83117.4886468333,
            -57296.3396553865,
            835110.5790949663,
            -892406.918750352
        ],
        [
            2344.181679,
            2427.299167,
            -83.117489,
            -57.29634,
            835.110579,
            -892.406919
        ],
        [
            1.263029,
            1.307812,
            -0.044783,
            -0.045835,
            0.120519,
            0
        ],
        [
            192.624521,
            192.624521,
            192.624521,
            192.624521,
            192.624521,
            192.624521
        ],
        [
            -262983,
            -167955,
            -117295,
            -2468334,
            -1624729,
            -898907
        ],
        [
            3.326548,
            6.010696,
            0.841123,
            0.991289,
            1.240951,
            0.713221
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            39.68254,
            42.857143,
            36.507937,
            39.68254,
            42.857143,
            36.507937
        ],
        [
            5.056354,
            8.014261,
            1.462822,
            1.50676,
            1.654602,
            1.240384
        ],
        [
            2406423,
            2406423,
            64425,
            2410224,
            2410224,
            399443
        ],
        [
            -58879,
            -56596,
            -58879,
            -1388899,
            -1388899,
            -558255
        ],
        [
            43,
            45,
            40,
            43,
            45,
            40
        ],
        [
            72,
            70,
            73,
            72,
            70,
            73
        ],
        [
            23,
            26,
            20,
            23,
            26,
            20
        ],
        [
            5421,
            2887,
            2534,
            5421,
            2887,
            2534
        ],
        [
            8.403815,
            0,
            10.737148,
            8.403815,
            0,
            10.737148
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            609183,
            -127600,
            -730669,
            -581006,
            -182523,
            -730669
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5568,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759513289606,
    "expiration_time": 1764317952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "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)