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Trade: RUNE/USDT/720/BBM/VWMA/7930

Strategy
RUNE/USDT/720/BBM/VWMA/7930
Pair
RUNE_USDT
Interval
12h
Score
475449
Daily Profit
0.345774
Profit Factor
3.719938
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-10-05 18:34
Expiration Time
2025-11-30 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 659511.8636 642447.5619 17064.3017 335036.2848 255657.784 79378.5009
Total P&L (%) 659.5119 642.4476 17.0643 335.0363 255.6578 79.3785
Avg Daily Profit (%) 0.355 0.3458 0.0092 0.0792 0.0683 0.0315
Buy And Hold Return (%) 213.4289 213.4289 213.4289 213.4289 213.4289 213.4289
Max Trade Drawdown -137913 -60392 -96348 -1410991 -764279 -714886
Profit Factor 2.1136 3.7199 1.0479 1.1102 1.1698 1.0518
Total Trades 61 31 30 61 31 30
Winning Trades 32 16 16 32 16 16
Losing Trades 29 15 14 29 15 14
Profitability (%) 52.459 51.6129 53.3333 52.459 51.6129 53.3333
Ratio Avg Win / Avg Loss 1.9154 3.4874 0.9169 1.0061 1.0967 0.9203
Largest Winning Trade 350515 350515 74781 475712 475712 268858
Largest Losing Trade -64408 -38994 -64408 -641856 -636996 -641856
Avg Bars in Trades 59 57 61 59 57 61
Avg Bars in Winners 87 79 95 87 79 95
Avg Bars in Losers 28 33 22 28 33 22
Bars Traded 3615 1784 1831 3615 1784 1831
Profit Streak 0 0 166.6492 0 0 166.6492
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155330 475449 -514463 -361964 -239533 -480552
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759678494947,
    "expiration_time": 1764481536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 3.45871
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 21,
            "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": [
        [
            659511.8635807579,
            642447.5619135731,
            17064.3016671846,
            335036.2848365908,
            255657.7839839365,
            79378.5008526542
        ],
        [
            659.511864,
            642.447562,
            17.064302,
            335.036285,
            255.657784,
            79.378501
        ],
        [
            0.354958,
            0.345774,
            0.009184,
            0.079163,
            0.068312,
            0.031454
        ],
        [
            213.428944,
            213.428944,
            213.428944,
            213.428944,
            213.428944,
            213.428944
        ],
        [
            -137913,
            -60392,
            -96348,
            -1410991,
            -764279,
            -714886
        ],
        [
            2.11355,
            3.719938,
            1.047925,
            1.110233,
            1.169791,
            1.051759
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            52.459016,
            51.612903,
            53.333333,
            52.459016,
            51.612903,
            53.333333
        ],
        [
            1.915405,
            3.487442,
            0.916935,
            1.006149,
            1.096679,
            0.920289
        ],
        [
            350515,
            350515,
            74781,
            475712,
            475712,
            268858
        ],
        [
            -64408,
            -38994,
            -64408,
            -641856,
            -636996,
            -641856
        ],
        [
            59,
            57,
            61,
            59,
            57,
            61
        ],
        [
            87,
            79,
            95,
            87,
            79,
            95
        ],
        [
            28,
            33,
            22,
            28,
            33,
            22
        ],
        [
            3615,
            1784,
            1831,
            3615,
            1784,
            1831
        ],
        [
            0,
            0,
            166.649247,
            0,
            0,
            166.649247
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155330,
            475449,
            -514463,
            -361964,
            -239533,
            -480552
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759678494947,
    "expiration_time": 1764481536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 3.45871
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 21,
            "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)