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Trade: RUNE/USDT/240/MIDPRICE/SINWMA/9672

Strategy
RUNE/USDT/240/MIDPRICE/SINWMA/9672
Pair
RUNE_USDT
Interval
4h
Score
624554
Daily Profit
0.594967
Profit Factor
6.065732
Profitability
43.181818
Streak
0.000000
Best Strategy
Training Data Length
1863.170000
Evaluation Time
2025-10-11 11:13
Expiration Time
2025-12-06 03:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1248623.1864 1108524.8798 140098.3067 6317058.1487 2556606.0179 3760452.1308
Total P&L (%) 1248.6232 1108.5249 140.0983 6317.0581 2556.606 3760.4521
Avg Daily Profit (%) 0.6702 0.595 0.0752 0.2236 0.1762 0.1963
Buy And Hold Return (%) 128.2018 128.2018 128.2018 128.2018 128.2018 128.2018
Max Trade Drawdown -108904 -46284 -99979 -3315504 -1587560 -2491674
Profit Factor 3.3672 6.0657 1.4539 1.4738 1.4169 1.5223
Total Trades 88 44 44 88 44 44
Winning Trades 36 19 17 36 19 17
Losing Trades 52 25 27 52 25 27
Profitability (%) 40.9091 43.1818 38.6364 40.9091 43.1818 38.6364
Ratio Avg Win / Avg Loss 4.8637 7.9812 2.3091 2.1288 1.8643 2.4177
Largest Winning Trade 806079 806079 78161 1875302 1875302 1626214
Largest Losing Trade -29727 -27882 -29727 -1098526 -1098526 -944964
Avg Bars in Trades 124 113 134 124 113 134
Avg Bars in Winners 216 161 277 216 161 277
Avg Bars in Losers 60 78 44 60 78 44
Bars Traded 10937 5015 5922 10937 5015 5922
Profit Streak 18.5096 0 173.3429 18.5096 0 173.3429
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 567235 624554 -230325 279302 257414 271933
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11179,
    "evaluation_days": 1863.17,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760170427530,
    "expiration_time": 1764984528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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": [
        [
            1248623.186440754,
            1108524.8797710536,
            140098.3066697,
            6317058.14870011,
            2556606.0178862847,
            3760452.130813824
        ],
        [
            1248.623186,
            1108.52488,
            140.098307,
            6317.058149,
            2556.606018,
            3760.452131
        ],
        [
            0.670161,
            0.594967,
            0.075194,
            0.223608,
            0.176179,
            0.196276
        ],
        [
            128.201811,
            128.201811,
            128.201811,
            128.201811,
            128.201811,
            128.201811
        ],
        [
            -108904,
            -46284,
            -99979,
            -3315504,
            -1587560,
            -2491674
        ],
        [
            3.36715,
            6.065732,
            1.453905,
            1.47381,
            1.416902,
            1.52228
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            40.909091,
            43.181818,
            38.636364,
            40.909091,
            43.181818,
            38.636364
        ],
        [
            4.86366,
            7.981226,
            2.309143,
            2.128837,
            1.864345,
            2.417739
        ],
        [
            806079,
            806079,
            78161,
            1875302,
            1875302,
            1626214
        ],
        [
            -29727,
            -27882,
            -29727,
            -1098526,
            -1098526,
            -944964
        ],
        [
            124,
            113,
            134,
            124,
            113,
            134
        ],
        [
            216,
            161,
            277,
            216,
            161,
            277
        ],
        [
            60,
            78,
            44,
            60,
            78,
            44
        ],
        [
            10937,
            5015,
            5922,
            10937,
            5015,
            5922
        ],
        [
            18.509578,
            0,
            173.342911,
            18.509578,
            0,
            173.342911
        ],
        [
            1,
            0,
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            1,
            0,
            3
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            567235,
            624554,
            -230325,
            279302,
            257414,
            271933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11179,
    "evaluation_days": 1863.17,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760170427530,
    "expiration_time": 1764984528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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)