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Trade: RUNE/USDT/720/PWMA/VWAP/5525

Strategy
RUNE/USDT/720/PWMA/VWAP/5525
Pair
RUNE_USDT
Interval
12h
Score
585306
Daily Profit
1.391696
Profit Factor
6.015847
Profitability
34.117647
Streak
0.000000
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-10-07 04:46
Expiration Time
2025-12-01 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2587857.9166 2479148.2402 108709.6764 4650712.8884 4594807.6604 55905.2281
Total P&L (%) 2587.8579 2479.1482 108.7097 4650.7129 4594.8077 55.9052
Avg Daily Profit (%) 1.3917 1.3332 0.0585 0.2078 0.2072 0.0239
Buy And Hold Return (%) 173.2465 173.2465 173.2465 173.2465 173.2465 173.2465
Max Trade Drawdown -135941 -71650 -88047 -9377060 -5591801 -5315274
Profit Factor 6.0158 10.9885 1.406 1.1834 1.3604 1.0044
Total Trades 85 43 42 85 43 42
Winning Trades 29 13 16 29 13 16
Losing Trades 56 30 26 56 30 26
Profitability (%) 34.1176 30.2326 38.0952 34.1176 30.2326 38.0952
Ratio Avg Win / Avg Loss 11.6168 25.358 2.2848 2.2852 3.1395 1.6322
Largest Winning Trade 2293278 2293278 73825 7273186 7273186 2292347
Largest Losing Trade -25957 -19092 -25957 -2294389 -2294389 -2207084
Avg Bars in Trades 42 39 44 42 39 44
Avg Bars in Winners 94 95 94 94 95 94
Avg Bars in Losers 14 15 14 14 15 14
Bars Traded 3582 1706 1876 3582 1706 1876
Profit Streak 0 0 19.0736 0 0 19.0736
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 585306 522744 -282818 -15529 72980 -545305
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603800000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801560061,
    "expiration_time": 1764615024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            2587857.916603835,
            2479148.240232389,
            108709.6763714465,
            4650712.888439668,
            4594807.660379673,
            55905.2280599931
        ],
        [
            2587.857917,
            2479.14824,
            108.709676,
            4650.712888,
            4594.80766,
            55.905228
        ],
        [
            1.391696,
            1.333234,
            0.058462,
            0.207846,
            0.207208,
            0.023884
        ],
        [
            173.246516,
            173.246516,
            173.246516,
            173.246516,
            173.246516,
            173.246516
        ],
        [
            -135941,
            -71650,
            -88047,
            -9377060,
            -5591801,
            -5315274
        ],
        [
            6.015847,
            10.98847,
            1.406034,
            1.183392,
            1.360447,
            1.004433
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            34.117647,
            30.232558,
            38.095238,
            34.117647,
            30.232558,
            38.095238
        ],
        [
            11.616809,
            25.358008,
            2.284805,
            2.285171,
            3.139494,
            1.632203
        ],
        [
            2293278,
            2293278,
            73825,
            7273186,
            7273186,
            2292347
        ],
        [
            -25957,
            -19092,
            -25957,
            -2294389,
            -2294389,
            -2207084
        ],
        [
            42,
            39,
            44,
            42,
            39,
            44
        ],
        [
            94,
            95,
            94,
            94,
            95,
            94
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            3582,
            1706,
            1876,
            3582,
            1706,
            1876
        ],
        [
            0,
            0,
            19.073612,
            0,
            0,
            19.073612
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            585306,
            522744,
            -282818,
            -15529,
            72980,
            -545305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603800000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801560061,
    "expiration_time": 1764615024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)