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Trade: RUNE/USDT/240/VWMA/WMA/9446

Strategy
RUNE/USDT/240/VWMA/WMA/9446
Pair
RUNE_USDT
Interval
4h
Score
608852
Daily Profit
0.726025
Profit Factor
6.997057
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
1856.170000
Evaluation Time
2025-10-04 11:05
Expiration Time
2025-11-28 22:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1400639.6866 1347626.6296 53013.057 1743315.6371 1474220.276 269095.3611
Total P&L (%) 1400.6397 1347.6266 53.0131 1743.3156 1474.2203 269.0954
Avg Daily Profit (%) 0.7546 0.726 0.0286 0.1571 0.1486 0.0704
Buy And Hold Return (%) 97.9578 97.9578 97.9578 97.9578 97.9578 97.9578
Max Trade Drawdown -109175 -58884 -95298 -1938277 -1355720 -1200983
Profit Factor 3.5832 6.9971 1.167 1.2215 1.39 1.0658
Total Trades 66 33 33 66 33 33
Winning Trades 24 13 11 24 13 11
Losing Trades 42 20 22 42 20 22
Profitability (%) 36.3636 39.3939 33.3333 36.3636 39.3939 33.3333
Ratio Avg Win / Avg Loss 6.2706 10.7647 2.3339 2.1376 2.1384 2.1316
Largest Winning Trade 1138224 1138224 76405 1224400 1224400 689766
Largest Losing Trade -37433 -29325 -37433 -644176 -553740 -644176
Avg Bars in Trades 162 153 171 162 153 171
Avg Bars in Winners 338 290 395 338 290 395
Avg Bars in Losers 62 65 59 62 65 59
Bars Traded 10751 5078 5673 10751 5078 5673
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 -114546 608852 -362759 -125694 120545 -255855
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11137,
    "evaluation_days": 1856.17,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759565148703,
    "expiration_time": 1764361584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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": [
        [
            1400639.6865977324,
            1347626.6296322183,
            53013.0569655141,
            1743315.6371132992,
            1474220.2760490645,
            269095.3610642342
        ],
        [
            1400.639687,
            1347.62663,
            53.013057,
            1743.315637,
            1474.220276,
            269.095361
        ],
        [
            0.754586,
            0.726025,
            0.02856,
            0.157121,
            0.148607,
            0.070378
        ],
        [
            97.957839,
            97.957839,
            97.957839,
            97.957839,
            97.957839,
            97.957839
        ],
        [
            -109175,
            -58884,
            -95298,
            -1938277,
            -1355720,
            -1200983
        ],
        [
            3.583177,
            6.997057,
            1.16697,
            1.221505,
            1.389976,
            1.065793
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            36.363636,
            39.393939,
            33.333333,
            36.363636,
            39.393939,
            33.333333
        ],
        [
            6.27056,
            10.764702,
            2.333939,
            2.137634,
            2.138425,
            2.131586
        ],
        [
            1138224,
            1138224,
            76405,
            1224400,
            1224400,
            689766
        ],
        [
            -37433,
            -29325,
            -37433,
            -644176,
            -553740,
            -644176
        ],
        [
            162,
            153,
            171,
            162,
            153,
            171
        ],
        [
            338,
            290,
            395,
            338,
            290,
            395
        ],
        [
            62,
            65,
            59,
            62,
            65,
            59
        ],
        [
            10751,
            5078,
            5673,
            10751,
            5078,
            5673
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114546,
            608852,
            -362759,
            -125694,
            120545,
            -255855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11137,
    "evaluation_days": 1856.17,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759565148703,
    "expiration_time": 1764361584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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)