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Trade: RUNE/USDT/240/HWMA/LINREG/3942

Strategy
RUNE/USDT/240/HWMA/LINREG/3942
Pair
RUNE_USDT
Interval
4h
Score
591485
Daily Profit
0.449693
Profit Factor
2.229596
Profitability
51.127820
Streak
20.032458
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-12 03:46
Expiration Time
2025-12-07 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 838227.1582 786116.0123 52111.1459 577617.3252 705328.025 -127710.6998
Total P&L (%) 838.2272 786.116 52.1111 577.6173 705.328 -127.7107
Avg Daily Profit (%) 0.4497 0.4217 0.028 0.1027 0.112 0
Buy And Hold Return (%) 109.3363 109.3363 109.3363 109.3363 109.3363 109.3363
Max Trade Drawdown -99067 -57424 -89743 -1299034 -685052 -815451
Profit Factor 2.2296 3.8423 1.1286 1.16 1.4747 0.9399
Total Trades 133 67 66 133 67 66
Winning Trades 68 30 38 68 30 38
Losing Trades 65 37 28 65 37 28
Profitability (%) 51.1278 44.7761 57.5758 51.1278 44.7761 57.5758
Ratio Avg Win / Avg Loss 2.1312 4.7389 0.8316 1.1088 1.8188 0.6926
Largest Winning Trade 444079 444079 75920 493879 493879 328668
Largest Losing Trade -85811 -26716 -85811 -807377 -382720 -807377
Avg Bars in Trades 81 78 85 81 78 85
Avg Bars in Winners 114 115 113 114 115 113
Avg Bars in Losers 48 49 47 48 49 47
Bars Traded 10904 5279 5625 10904 5279 5625
Profit Streak 20.0325 20.0325 22.5325 20.0325 20.0325 22.5325
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 591485 -101046 -524170 -99117 -159115 -702934
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11184,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601928000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760230004343,
    "expiration_time": 1765058688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 190,
            "na": 0.24612,
            "nb": 0.29224,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 98,
            "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": [
        [
            838227.1582071537,
            786116.0122806213,
            52111.1459265319,
            577617.3251889254,
            705328.0249714338,
            -127710.6997825083
        ],
        [
            838.227158,
            786.116012,
            52.111146,
            577.617325,
            705.328025,
            -127.7107
        ],
        [
            0.449693,
            0.421736,
            0.027957,
            0.102704,
            0.111977,
            0
        ],
        [
            109.336251,
            109.336251,
            109.336251,
            109.336251,
            109.336251,
            109.336251
        ],
        [
            -99067,
            -57424,
            -89743,
            -1299034,
            -685052,
            -815451
        ],
        [
            2.229596,
            3.842336,
            1.128626,
            1.159991,
            1.474736,
            0.939889
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            68,
            30,
            38,
            68,
            30,
            38
        ],
        [
            65,
            37,
            28,
            65,
            37,
            28
        ],
        [
            51.12782,
            44.776119,
            57.575758,
            51.12782,
            44.776119,
            57.575758
        ],
        [
            2.131231,
            4.738881,
            0.831619,
            1.108815,
            1.818841,
            0.69255
        ],
        [
            444079,
            444079,
            75920,
            493879,
            493879,
            328668
        ],
        [
            -85811,
            -26716,
            -85811,
            -807377,
            -382720,
            -807377
        ],
        [
            81,
            78,
            85,
            81,
            78,
            85
        ],
        [
            114,
            115,
            113,
            114,
            115,
            113
        ],
        [
            48,
            49,
            47,
            48,
            49,
            47
        ],
        [
            10904,
            5279,
            5625,
            10904,
            5279,
            5625
        ],
        [
            20.032458,
            20.032458,
            22.532458,
            20.032458,
            20.032458,
            22.532458
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            591485,
            -101046,
            -524170,
            -99117,
            -159115,
            -702934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11184,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601928000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760230004343,
    "expiration_time": 1765058688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 190,
            "na": 0.24612,
            "nb": 0.29224,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 98,
            "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)