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Trade: RUNE/USDT/720/SWMA/HILO/2641

Strategy
RUNE/USDT/720/SWMA/HILO/2641
Pair
RUNE_USDT
Interval
12h
Score
613490
Daily Profit
0.440526
Profit Factor
4.805968
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-06 18:29
Expiration Time
2025-12-01 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 799510.2346 818937.1902 -19426.9556 177482.6535 320811.9063 -143329.2528
Total P&L (%) 799.5102 818.9372 -19.427 177.4827 320.8119 -143.3293
Avg Daily Profit (%) 0.4301 0.4405 -0.0105 0.0549 0.0773 0
Buy And Hold Return (%) 136.171 136.171 136.171 136.171 136.171 136.171
Max Trade Drawdown -128179 -69569 -116924 -689591 -471602 -428766
Profit Factor 2.3538 4.806 0.9483 1.0758 1.2877 0.8831
Total Trades 60 30 30 60 30 30
Winning Trades 30 15 15 30 15 15
Losing Trades 30 15 15 30 15 15
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 2.3538 4.806 0.9483 1.0758 1.2877 0.8831
Largest Winning Trade 539563 539563 76475 264291 264291 192754
Largest Losing Trade -73675 -36696 -73675 -259323 -248591 -259323
Avg Bars in Trades 59 54 64 59 54 64
Avg Bars in Winners 84 79 90 84 79 90
Avg Bars in Losers 34 30 39 34 30 39
Bars Traded 3585 1648 1937 3585 1648 1937
Profit Streak 0 0 81.6452 0 0 81.6452
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159765 613490 -580267 -501630 -94254 -580267
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759764543039,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            799510.2345541746,
            818937.1901682991,
            -19426.9556141249,
            177482.6534689108,
            320811.9062579179,
            -143329.252789007
        ],
        [
            799.510235,
            818.93719,
            -19.426956,
            177.482653,
            320.811906,
            -143.329253
        ],
        [
            0.430075,
            0.440526,
            -0.01045,
            0.054915,
            0.07733,
            0
        ],
        [
            136.171047,
            136.171047,
            136.171047,
            136.171047,
            136.171047,
            136.171047
        ],
        [
            -128179,
            -69569,
            -116924,
            -689591,
            -471602,
            -428766
        ],
        [
            2.353756,
            4.805968,
            0.948252,
            1.075796,
            1.287686,
            0.883134
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            2.353756,
            4.805968,
            0.948252,
            1.075796,
            1.287686,
            0.883134
        ],
        [
            539563,
            539563,
            76475,
            264291,
            264291,
            192754
        ],
        [
            -73675,
            -36696,
            -73675,
            -259323,
            -248591,
            -259323
        ],
        [
            59,
            54,
            64,
            59,
            54,
            64
        ],
        [
            84,
            79,
            90,
            84,
            79,
            90
        ],
        [
            34,
            30,
            39,
            34,
            30,
            39
        ],
        [
            3585,
            1648,
            1937,
            3585,
            1648,
            1937
        ],
        [
            0,
            0,
            81.645174,
            0,
            0,
            81.645174
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159765,
            613490,
            -580267,
            -501630,
            -94254,
            -580267
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759764543039,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)