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Trade: RUNE/USDT/240/VWMA/BBU/7028

Strategy
RUNE/USDT/240/VWMA/BBU/7028
Pair
RUNE_USDT
Interval
4h
Score
596356
Daily Profit
0.660131
Profit Factor
4.212067
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 19:37
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1155397.1959 1218931.3809 -63534.185 -6696.2685 130800.7971 -137497.0656
Total P&L (%) 1155.3972 1218.9314 -63.5342 -6.6963 130.8008 -137.4971
Avg Daily Profit (%) 0.6257 0.6601 -0.0344 -0.0038 0.0453 0
Buy And Hold Return (%) 134.0426 134.0426 134.0426 134.0426 134.0426 134.0426
Max Trade Drawdown -169025 -145192 -67742 -805688 -669143 -281635
Profit Factor 2.8187 4.2121 0.7516 0.9966 1.0983 0.7789
Total Trades 75 37 38 75 37 38
Winning Trades 31 16 15 31 16 15
Losing Trades 44 21 23 44 21 23
Profitability (%) 41.3333 43.2432 39.4737 41.3333 43.2432 39.4737
Ratio Avg Win / Avg Loss 4.0007 5.5283 1.1525 1.4145 1.4415 1.1943
Largest Winning Trade 1184082 1184082 31697 799944 799944 89798
Largest Losing Trade -61073 -61073 -32441 -392508 -392508 -111575
Avg Bars in Trades 141 242 43 141 242 43
Avg Bars in Winners 236 408 53 236 408 53
Avg Bars in Losers 74 116 36 74 116 36
Bars Traded 10624 8988 1636 10624 8988 1636
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 -47591 596356 -583191 -643759 -413197 -583191
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991044044,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 198,
            "offset": 0,
            "std": 3.29876
        }
    }
}
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": [
        [
            1155397.1959386275,
            1218931.3809183617,
            -63534.1849797347,
            -6696.2684782889,
            130800.7971427873,
            -137497.0656210757
        ],
        [
            1155.397196,
            1218.931381,
            -63.534185,
            -6.696268,
            130.800797,
            -137.497066
        ],
        [
            0.625723,
            0.660131,
            -0.034408,
            -0.003754,
            0.045306,
            0
        ],
        [
            134.042553,
            134.042553,
            134.042553,
            134.042553,
            134.042553,
            134.042553
        ],
        [
            -169025,
            -145192,
            -67742,
            -805688,
            -669143,
            -281635
        ],
        [
            2.818666,
            4.212067,
            0.75164,
            0.99657,
            1.098298,
            0.778892
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            41.333333,
            43.243243,
            39.473684,
            41.333333,
            43.243243,
            39.473684
        ],
        [
            4.000687,
            5.528338,
            1.152514,
            1.414487,
            1.441516,
            1.1943
        ],
        [
            1184082,
            1184082,
            31697,
            799944,
            799944,
            89798
        ],
        [
            -61073,
            -61073,
            -32441,
            -392508,
            -392508,
            -111575
        ],
        [
            141,
            242,
            43,
            141,
            242,
            43
        ],
        [
            236,
            408,
            53,
            236,
            408,
            53
        ],
        [
            74,
            116,
            36,
            74,
            116,
            36
        ],
        [
            10624,
            8988,
            1636,
            10624,
            8988,
            1636
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47591,
            596356,
            -583191,
            -643759,
            -413197,
            -583191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991044044,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 198,
            "offset": 0,
            "std": 3.29876
        }
    }
}

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)