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Trade: RUNE/USDT/120/MIDPRICE/KCU/8355

Strategy
RUNE/USDT/120/MIDPRICE/KCU/8355
Pair
RUNE_USDT
Interval
2h
Score
516783
Daily Profit
0.174069
Profit Factor
2.048065
Profitability
56.321839
Streak
19.654710
Best Strategy
Training Data Length
1854.250000
Evaluation Time
2025-10-03 02:42
Expiration Time
2025-12-08 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 25638.7735 285489.0196 -259850.2461 -104269.2922 2415023.8499 -2519293.1421
Total P&L (%) 25.6388 285.489 -259.8502 -104.2693 2415.0239 -2519.2931
Avg Daily Profit (%) 0.0138 0.154 -0.1401 0 0.1741 0
Buy And Hold Return (%) 109.8168 109.8168 109.8168 109.8168 109.8168 109.8168
Max Trade Drawdown -517879 -219430 -381641 -3165586 -1208383 -2650713
Profit Factor 1.0175 1.3882 0.6457 0.9831 2.0481 0.3486
Total Trades 349 174 175 349 174 175
Winning Trades 200 103 97 178 98 80
Losing Trades 149 71 78 171 76 95
Profitability (%) 57.3066 59.1954 55.4286 51.0029 56.3218 45.7143
Ratio Avg Win / Avg Loss 0.758 0.9569 0.5192 0.9444 1.5883 0.414
Largest Winning Trade 66273 66273 30425 969184 969184 304655
Largest Losing Trade -148140 -78986 -148140 -1131213 -1104992 -1131213
Avg Bars in Trades 62 86 38 62 86 38
Avg Bars in Winners 37 50 24 48 64 28
Avg Bars in Losers 95 138 56 77 114 47
Bars Traded 21826 15028 6798 21826 15028 6798
Profit Streak 8.6547 0 17.8214 0 19.6547 0
Trades During Streak 1 0 2 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -539699 153530 -578646 -578823 516783 -582083
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22251,
    "evaluation_days": 1854.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600200000000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759448566908,
    "expiration_time": 1765209859200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            25638.7735164715,
            285489.0196170855,
            -259850.2461006139,
            -104269.2922300344,
            2415023.8498886465,
            -2519293.1421186766
        ],
        [
            25.638774,
            285.48902,
            -259.850246,
            -104.269292,
            2415.02385,
            -2519.293142
        ],
        [
            0.013827,
            0.153965,
            -0.140138,
            0,
            0.174069,
            0
        ],
        [
            109.816799,
            109.816799,
            109.816799,
            109.816799,
            109.816799,
            109.816799
        ],
        [
            -517879,
            -219430,
            -381641,
            -3165586,
            -1208383,
            -2650713
        ],
        [
            1.017455,
            1.388211,
            0.645697,
            0.983106,
            2.048065,
            0.348623
        ],
        [
            349,
            174,
            175,
            349,
            174,
            175
        ],
        [
            200,
            103,
            97,
            178,
            98,
            80
        ],
        [
            149,
            71,
            78,
            171,
            76,
            95
        ],
        [
            57.30659,
            59.195402,
            55.428571,
            51.002865,
            56.321839,
            45.714286
        ],
        [
            0.758004,
            0.956922,
            0.51922,
            0.944444,
            1.588295,
            0.41399
        ],
        [
            66273,
            66273,
            30425,
            969184,
            969184,
            304655
        ],
        [
            -148140,
            -78986,
            -148140,
            -1131213,
            -1104992,
            -1131213
        ],
        [
            62,
            86,
            38,
            62,
            86,
            38
        ],
        [
            37,
            50,
            24,
            48,
            64,
            28
        ],
        [
            95,
            138,
            56,
            77,
            114,
            47
        ],
        [
            21826,
            15028,
            6798,
            21826,
            15028,
            6798
        ],
        [
            8.654709,
            0,
            17.821376,
            0,
            19.65471,
            0
        ],
        [
            1,
            0,
            2,
            0,
            3,
            0
        ],
        [
            0.8,
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        ],
        [
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            -578646,
            -578823,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22251,
    "evaluation_days": 1854.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600200000000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759448566908,
    "expiration_time": 1765209859200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)