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Trade: RUNE/USDT/120/KCL/PWMA/7903

Strategy
RUNE/USDT/120/KCL/PWMA/7903
Pair
RUNE_USDT
Interval
2h
Score
587554
Daily Profit
1.609627
Profit Factor
3.894134
Profitability
35.828877
Streak
0.000000
Best Strategy
Training Data Length
1855.250000
Evaluation Time
2025-10-04 02:03
Expiration Time
2025-12-09 18:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2986260.8804 3045737.0665 -59476.1861 -9886.1863 -202334.5226 192448.3363
Total P&L (%) 2986.2609 3045.7371 -59.4762 -9.8862 -202.3345 192.4483
Avg Daily Profit (%) 1.6096 1.6417 -0.0321 -0.0056 0 0.0579
Buy And Hold Return (%) 57.0734 57.0734 57.0734 57.0734 57.0734 57.0734
Max Trade Drawdown -216520 -196715 -78332 -3613924 -3733039 -431343
Profit Factor 3.8941 4.5784 0.6708 0.9991 0.9796 1.1568
Total Trades 187 93 94 187 93 94
Winning Trades 67 29 38 67 29 38
Losing Trades 120 64 56 120 64 56
Profitability (%) 35.8289 31.1828 40.4255 35.8289 31.1828 40.4255
Ratio Avg Win / Avg Loss 6.9746 10.1041 0.9886 1.7895 2.1618 1.7047
Largest Winning Trade 2882103 2882103 11151 3392414 3392414 225201
Largest Losing Trade -54748 -54748 -25463 -1555406 -1555406 -182133
Avg Bars in Trades 117 230 4 117 230 4
Avg Bars in Winners 200 457 4 200 457 4
Avg Bars in Losers 70 128 5 70 128 5
Bars Traded 21925 21460 465 21925 21460 465
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 587554 495314 -584526 -582532 -585623 -169174
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22263,
    "evaluation_days": 1855.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599415200000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759532598521,
    "expiration_time": 1765299369600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 16,
            "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": [
        [
            2986260.8803854412,
            3045737.0664842254,
            -59476.1860987853,
            -9886.1862885079,
            -202334.5226236752,
            192448.3363351671
        ],
        [
            2986.26088,
            3045.737066,
            -59.476186,
            -9.886186,
            -202.334523,
            192.448336
        ],
        [
            1.609627,
            1.641686,
            -0.032058,
            -0.005611,
            0,
            0.057859
        ],
        [
            57.07342,
            57.07342,
            57.07342,
            57.07342,
            57.07342,
            57.07342
        ],
        [
            -216520,
            -196715,
            -78332,
            -3613924,
            -3733039,
            -431343
        ],
        [
            3.894134,
            4.578428,
            0.670846,
            0.999112,
            0.979584,
            1.156756
        ],
        [
            187,
            93,
            94,
            187,
            93,
            94
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            120,
            64,
            56,
            120,
            64,
            56
        ],
        [
            35.828877,
            31.182796,
            40.425532,
            35.828877,
            31.182796,
            40.425532
        ],
        [
            6.974569,
            10.104117,
            0.988615,
            1.789455,
            2.161841,
            1.704693
        ],
        [
            2882103,
            2882103,
            11151,
            3392414,
            3392414,
            225201
        ],
        [
            -54748,
            -54748,
            -25463,
            -1555406,
            -1555406,
            -182133
        ],
        [
            117,
            230,
            4,
            117,
            230,
            4
        ],
        [
            200,
            457,
            4,
            200,
            457,
            4
        ],
        [
            70,
            128,
            5,
            70,
            128,
            5
        ],
        [
            21925,
            21460,
            465,
            21925,
            21460,
            465
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            587554,
            495314,
            -584526,
            -582532,
            -585623,
            -169174
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22263,
    "evaluation_days": 1855.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599415200000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759532598521,
    "expiration_time": 1765299369600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 16,
            "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)