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Trade: RUNE/USDT/120/VWMA/KCU/5957

Strategy
RUNE/USDT/120/VWMA/KCU/5957
Pair
RUNE_USDT
Interval
2h
Score
581855
Daily Profit
0.850063
Profit Factor
2.857430
Profitability
41.322314
Streak
21.019564
Best Strategy
Training Data Length
1845.920000
Evaluation Time
2025-09-28 07:28
Expiration Time
2025-11-30 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1569149.0781 1614225.4395 -45076.3614 35926.4141 396007.6345 -360081.2204
Total P&L (%) 1569.1491 1614.2254 -45.0764 35.9264 396.0076 -360.0812
Avg Daily Profit (%) 0.8501 0.8745 -0.0244 0.0166 0.0868 0
Buy And Hold Return (%) 211.6714 211.6714 211.6714 211.6714 211.6714 211.6714
Max Trade Drawdown -119091 -148881 -71207 -895283 -541930 -440219
Profit Factor 2.8574 4.024 0.8551 1.0135 1.2347 0.6308
Total Trades 121 60 61 121 60 61
Winning Trades 50 23 27 50 23 27
Losing Trades 71 37 34 71 37 34
Profitability (%) 41.3223 38.3333 44.2623 41.3223 38.3333 44.2623
Ratio Avg Win / Avg Loss 4.0576 6.4733 1.0767 1.4392 1.9862 0.7944
Largest Winning Trade 1461849 1461849 34418 913777 913777 101452
Largest Losing Trade -58429 -58429 -30431 -379478 -379478 -250933
Avg Bars in Trades 179 294 65 179 294 65
Avg Bars in Winners 277 521 69 277 521 69
Avg Bars in Losers 110 153 63 110 153 63
Bars Traded 21716 17694 4021 21716 17694 4021
Profit Streak 21.0196 0 22.9362 21.0196 0 22.9362
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 581855 -153685 -742476 -544599 -258033 -744142
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22151,
    "evaluation_days": 1845.92,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759033690379,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            1569149.0781458062,
            1614225.4395320779,
            -45076.3613862719,
            35926.4140752004,
            396007.6344618031,
            -360081.220386603
        ],
        [
            1569.149078,
            1614.22544,
            -45.076361,
            35.926414,
            396.007634,
            -360.08122
        ],
        [
            0.850063,
            0.874483,
            -0.024419,
            0.01663,
            0.086792,
            0
        ],
        [
            211.671432,
            211.671432,
            211.671432,
            211.671432,
            211.671432,
            211.671432
        ],
        [
            -119091,
            -148881,
            -71207,
            -895283,
            -541930,
            -440219
        ],
        [
            2.85743,
            4.023954,
            0.855052,
            1.013491,
            1.234652,
            0.630841
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            41.322314,
            38.333333,
            44.262295,
            41.322314,
            38.333333,
            44.262295
        ],
        [
            4.05755,
            6.473317,
            1.076732,
            1.439157,
            1.986179,
            0.794393
        ],
        [
            1461849,
            1461849,
            34418,
            913777,
            913777,
            101452
        ],
        [
            -58429,
            -58429,
            -30431,
            -379478,
            -379478,
            -250933
        ],
        [
            179,
            294,
            65,
            179,
            294,
            65
        ],
        [
            277,
            521,
            69,
            277,
            521,
            69
        ],
        [
            110,
            153,
            63,
            110,
            153,
            63
        ],
        [
            21716,
            17694,
            4021,
            21716,
            17694,
            4021
        ],
        [
            21.019564,
            0,
            22.936231,
            21.019565,
            0,
            22.936231
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            581855,
            -153685,
            -742476,
            -544599,
            -258033,
            -744142
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22151,
    "evaluation_days": 1845.92,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759033690379,
    "expiration_time": 1764463939200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)