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Trade: RUNE/USDT/480/VWAP/BBM/8720

Strategy
RUNE/USDT/480/VWAP/BBM/8720
Pair
RUNE_USDT
Interval
8h
Score
639181
Daily Profit
0.696526
Profit Factor
5.027775
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-10-05 22:36
Expiration Time
2025-11-30 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1196314.7792 1294145.2125 -97830.4332 -59919.1476 101436.8797 -161356.0273
Total P&L (%) 1196.3148 1294.1452 -97.8304 -59.9191 101.4369 -161.356
Avg Daily Profit (%) 0.6439 0.6965 -0.0527 -0.0492 0.0377 0
Buy And Hold Return (%) 114.1447 114.1447 114.1447 114.1447 114.1447 114.1447
Max Trade Drawdown -137184 -89395 -122086 -316331 -181144 -216031
Profit Factor 2.5989 5.0278 0.7708 0.928 1.2838 0.6605
Total Trades 95 48 47 95 48 47
Winning Trades 44 21 23 44 21 23
Losing Trades 51 27 24 51 27 24
Profitability (%) 46.3158 43.75 48.9362 46.3158 43.75 48.9362
Ratio Avg Win / Avg Loss 3.0124 6.4643 0.8043 1.0757 1.6506 0.6892
Largest Winning Trade 1235273 1235273 77211 242094 242094 88136
Largest Losing Trade -72417 -33325 -72417 -135211 -62312 -135211
Avg Bars in Trades 55 56 54 55 56 54
Avg Bars in Winners 78 84 73 78 84 73
Avg Bars in Losers 35 34 36 35 34 36
Bars Traded 5270 2719 2551 5270 2719 2551
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 561890 639181 -581110 -580290 -309565 -581110
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759692967472,
    "expiration_time": 1764495936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 109
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 166,
            "offset": 0,
            "std": 3.79119
        }
    }
}
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": [
        [
            1196314.779209751,
            1294145.212457529,
            -97830.4332477785,
            -59919.1475576647,
            101436.8797453067,
            -161356.0273029712
        ],
        [
            1196.314779,
            1294.145212,
            -97.830433,
            -59.919148,
            101.43688,
            -161.356027
        ],
        [
            0.643872,
            0.696526,
            -0.052654,
            -0.049195,
            0.037698,
            0
        ],
        [
            114.144678,
            114.144678,
            114.144678,
            114.144678,
            114.144678,
            114.144678
        ],
        [
            -137184,
            -89395,
            -122086,
            -316331,
            -181144,
            -216031
        ],
        [
            2.59893,
            5.027775,
            0.770831,
            0.92804,
            1.283828,
            0.660506
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            46.315789,
            43.75,
            48.93617,
            46.315789,
            43.75,
            48.93617
        ],
        [
            3.012396,
            6.464282,
            0.804345,
            1.075683,
            1.650636,
            0.689224
        ],
        [
            1235273,
            1235273,
            77211,
            242094,
            242094,
            88136
        ],
        [
            -72417,
            -33325,
            -72417,
            -135211,
            -62312,
            -135211
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            78,
            84,
            73,
            78,
            84,
            73
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            5270,
            2719,
            2551,
            5270,
            2719,
            2551
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            561890,
            639181,
            -581110,
            -580290,
            -309565,
            -581110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759692967472,
    "expiration_time": 1764495936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 109
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 166,
            "offset": 0,
            "std": 3.79119
        }
    }
}

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)