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Trade: RUNE/USDT/720/HMA/JMA/8959

Strategy
RUNE/USDT/720/HMA/JMA/8959
Pair
RUNE_USDT
Interval
12h
Score
551402
Daily Profit
0.362709
Profit Factor
3.457999
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-10-03 12:33
Expiration Time
2025-11-27 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 769031.1651 673007.063 96024.1021 1298321.8977 835249.9347 463071.963
Total P&L (%) 769.0312 673.0071 96.0241 1298.3219 835.2499 463.072
Avg Daily Profit (%) 0.4145 0.3627 0.0518 0.1423 0.1206 0.0932
Buy And Hold Return (%) 32.758 32.758 32.758 32.758 32.758 32.758
Max Trade Drawdown -194059 -85453 -123868 -7223942 -3418856 -4997578
Profit Factor 2.2789 3.458 1.2932 1.0955 1.1216 1.0689
Total Trades 57 29 28 57 29 28
Winning Trades 27 14 13 27 14 13
Losing Trades 30 15 15 30 15 15
Profitability (%) 47.3684 48.2759 46.4286 47.3684 48.2759 46.4286
Ratio Avg Win / Avg Loss 2.5321 3.705 1.4921 1.2172 1.2017 1.2334
Largest Winning Trade 248751 248751 71313 2785282 2785282 1728515
Largest Losing Trade -43151 -42859 -43151 -2833751 -1389223 -2833751
Avg Bars in Trades 60 68 53 60 68 53
Avg Bars in Winners 85 85 84 85 85 84
Avg Bars in Losers 38 51 26 38 51 26
Bars Traded 3469 1978 1491 3469 1978 1491
Profit Streak 0 0 302.898 0 0 302.898
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166314 551402 -148032 -298679 -119186 -234387
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1607990400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759483987350,
    "expiration_time": 1764259056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 56,
            "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": [
        [
            769031.1651169353,
            673007.0630280372,
            96024.1020888978,
            1298321.8977100332,
            835249.9347323762,
            463071.9629776566
        ],
        [
            769.031165,
            673.007063,
            96.024102,
            1298.321898,
            835.249935,
            463.071963
        ],
        [
            0.41446,
            0.362709,
            0.051751,
            0.142265,
            0.12056,
            0.093185
        ],
        [
            32.758048,
            32.758048,
            32.758048,
            32.758048,
            32.758048,
            32.758048
        ],
        [
            -194059,
            -85453,
            -123868,
            -7223942,
            -3418856,
            -4997578
        ],
        [
            2.278904,
            3.457999,
            1.293188,
            1.095522,
            1.121554,
            1.068906
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            47.368421,
            48.275862,
            46.428571,
            47.368421,
            48.275862,
            46.428571
        ],
        [
            2.532116,
            3.704999,
            1.49214,
            1.217247,
            1.201665,
            1.233353
        ],
        [
            248751,
            248751,
            71313,
            2785282,
            2785282,
            1728515
        ],
        [
            -43151,
            -42859,
            -43151,
            -2833751,
            -1389223,
            -2833751
        ],
        [
            60,
            68,
            53,
            60,
            68,
            53
        ],
        [
            85,
            85,
            84,
            85,
            85,
            84
        ],
        [
            38,
            51,
            26,
            38,
            51,
            26
        ],
        [
            3469,
            1978,
            1491,
            3469,
            1978,
            1491
        ],
        [
            0,
            0,
            302.898002,
            0,
            0,
            302.898002
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166314,
            551402,
            -148032,
            -298679,
            -119186,
            -234387
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1607990400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759483987350,
    "expiration_time": 1764259056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 56,
            "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)