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Trade: RUNE/USDT/15/SWMA/VWMA/7077

Strategy
RUNE/USDT/15/SWMA/VWMA/7077
Pair
RUNE_USDT
Interval
15m
Score
456637
Daily Profit
0.665177
Profit Factor
1.502811
Profitability
60.309278
Streak
3.761234
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 15:16
Expiration Time
2025-12-25 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 173225.4643 62037.6665 111187.7978 220157.973 130367.3842 89790.5887
Total P&L (%) 173.2255 62.0377 111.1878 220.158 130.3674 89.7906
Avg Daily Profit (%) 0.6652 0.2382 0.427 0.4478 0.321 0.2463
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90512 -33956 -64877 -349789 -111078 -268561
Profit Factor 1.5028 1.3117 1.7641 1.2505 1.3055 1.1986
Total Trades 194 97 97 194 97 97
Winning Trades 117 58 59 117 58 59
Losing Trades 77 39 38 77 39 38
Profitability (%) 60.3093 59.7938 60.8247 60.3093 59.7938 60.8247
Ratio Avg Win / Avg Loss 0.989 0.882 1.1362 0.823 0.8778 0.772
Largest Winning Trade 28047 28047 23551 61027 52301 61027
Largest Losing Trade -49903 -27147 -49903 -204961 -53800 -204961
Avg Bars in Trades 127 133 121 127 133 121
Avg Bars in Winners 97 101 94 97 101 94
Avg Bars in Losers 172 180 163 172 180 163
Bars Traded 24664 12911 11753 24664 12911 11753
Profit Streak 3.7612 3.8862 3.7612 3.7612 3.8862 3.7612
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456637 202272 414883 334257 245472 144468
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737684900000,
    "first_datapoint_time": 1737874800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760184970642,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "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": [
        [
            173225.4642657898,
            62037.6664576193,
            111187.7978081706,
            220157.9729682812,
            130367.3842298774,
            89790.5887384037
        ],
        [
            173.225464,
            62.037666,
            111.187798,
            220.157973,
            130.367384,
            89.790589
        ],
        [
            0.665177,
            0.238222,
            0.426956,
            0.447834,
            0.32096,
            0.246348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90512,
            -33956,
            -64877,
            -349789,
            -111078,
            -268561
        ],
        [
            1.502811,
            1.311736,
            1.764142,
            1.250513,
            1.305516,
            1.1986
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            60.309278,
            59.793814,
            60.824742,
            60.309278,
            59.793814,
            60.824742
        ],
        [
            0.98903,
            0.882029,
            1.136227,
            0.822987,
            0.877847,
            0.77198
        ],
        [
            28047,
            28047,
            23551,
            61027,
            52301,
            61027
        ],
        [
            -49903,
            -27147,
            -49903,
            -204961,
            -53800,
            -204961
        ],
        [
            127,
            133,
            121,
            127,
            133,
            121
        ],
        [
            97,
            101,
            94,
            97,
            101,
            94
        ],
        [
            172,
            180,
            163,
            172,
            180,
            163
        ],
        [
            24664,
            12911,
            11753,
            24664,
            12911,
            11753
        ],
        [
            3.761234,
            3.886234,
            3.761234,
            3.761234,
            3.886234,
            3.761234
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456637,
            202272,
            414883,
            334257,
            245472,
            144468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737684900000,
    "first_datapoint_time": 1737874800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760184970642,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "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)