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Trade: RUNE/USDT/120/T3/VWMA/3602

Strategy
RUNE/USDT/120/T3/VWMA/3602
Pair
RUNE_USDT
Interval
2h
Score
647133
Daily Profit
0.534026
Profit Factor
5.285673
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
1856.750000
Evaluation Time
2025-10-05 14:53
Expiration Time
2025-12-11 08:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1024661.0682 991553.1865 33107.8817 610099.2972 297699.2968 312400.0004
Total P&L (%) 1024.6611 991.5532 33.1079 610.0993 297.6993 312.4
Avg Daily Profit (%) 0.5519 0.534 0.0178 0.1056 0.0744 0.0763
Buy And Hold Return (%) 184.9642 184.9642 184.9642 184.9642 184.9642 184.9642
Max Trade Drawdown -89126 -51532 -88606 -529331 -428575 -300971
Profit Factor 2.8709 5.2857 1.1047 1.2567 1.2255 1.2957
Total Trades 65 33 32 65 33 32
Winning Trades 35 17 18 35 17 18
Losing Trades 30 16 14 30 16 14
Profitability (%) 53.8462 51.5152 56.25 53.8462 51.5152 56.25
Ratio Avg Win / Avg Loss 2.4608 4.9748 0.8592 1.0772 1.1534 1.0078
Largest Winning Trade 755056 755056 76296 343466 296414 343466
Largest Losing Trade -65976 -36235 -65976 -290179 -290179 -206644
Avg Bars in Trades 333 321 344 333 321 344
Avg Bars in Winners 474 452 495 474 452 495
Avg Bars in Losers 168 182 151 168 182 151
Bars Traded 21650 10616 11034 21650 10616 11034
Profit Streak 0 0 164.1622 0 0 164.1622
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119948 647133 -440123 -190078 -103326 -98185
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22281,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601928000000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759665218284,
    "expiration_time": 1765433635200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 151,
            "offset": 229,
            "a": 0.53755
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "offset": 31
        }
    }
}
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": [
        [
            1024661.0681513604,
            991553.186478839,
            33107.8816725214,
            610099.2972299816,
            297699.2967862471,
            312400.0004437348
        ],
        [
            1024.661068,
            991.553186,
            33.107882,
            610.099297,
            297.699297,
            312.4
        ],
        [
            0.551857,
            0.534026,
            0.017831,
            0.105629,
            0.074379,
            0.076336
        ],
        [
            184.9642,
            184.9642,
            184.9642,
            184.9642,
            184.9642,
            184.9642
        ],
        [
            -89126,
            -51532,
            -88606,
            -529331,
            -428575,
            -300971
        ],
        [
            2.870934,
            5.285673,
            1.104669,
            1.256729,
            1.225518,
            1.295732
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            53.846154,
            51.515152,
            56.25,
            53.846154,
            51.515152,
            56.25
        ],
        [
            2.4608,
            4.974751,
            0.859187,
            1.077196,
            1.153428,
            1.007792
        ],
        [
            755056,
            755056,
            76296,
            343466,
            296414,
            343466
        ],
        [
            -65976,
            -36235,
            -65976,
            -290179,
            -290179,
            -206644
        ],
        [
            333,
            321,
            344,
            333,
            321,
            344
        ],
        [
            474,
            452,
            495,
            474,
            452,
            495
        ],
        [
            168,
            182,
            151,
            168,
            182,
            151
        ],
        [
            21650,
            10616,
            11034,
            21650,
            10616,
            11034
        ],
        [
            0,
            0,
            164.162249,
            0,
            0,
            164.162249
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119948,
            647133,
            -440123,
            -190078,
            -103326,
            -98185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22281,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601928000000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759665218284,
    "expiration_time": 1765433635200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 151,
            "offset": 229,
            "a": 0.53755
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "offset": 31
        }
    }
}

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)