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Trade: RUNE/USDT/240/SMA/HMA/4035

Strategy
RUNE/USDT/240/SMA/HMA/4035
Pair
RUNE_USDT
Interval
4h
Score
635877
Daily Profit
0.495381
Profit Factor
5.886040
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 17:44
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 949408.3546 914720.7022 34687.6525 521363.5621 436403.8326 84959.7295
Total P&L (%) 949.4084 914.7207 34.6877 521.3636 436.4038 84.9597
Avg Daily Profit (%) 0.5142 0.4954 0.0188 0.099 0.091 0.0333
Buy And Hold Return (%) 118.5165 118.5165 118.5165 118.5165 118.5165 118.5165
Max Trade Drawdown -115844 -48860 -76924 -867838 -506230 -386480
Profit Factor 2.7314 5.886 1.096 1.2862 1.5301 1.0851
Total Trades 60 30 30 60 30 30
Winning Trades 30 14 16 30 14 16
Losing Trades 30 16 14 30 16 14
Profitability (%) 50 46.6667 53.3333 50 46.6667 53.3333
Ratio Avg Win / Avg Loss 2.7314 6.7269 0.959 1.2862 1.7487 0.9495
Largest Winning Trade 665955 665955 76068 291633 291633 250987
Largest Losing Trade -66743 -38997 -66743 -445761 -445761 -277760
Avg Bars in Trades 179 175 184 179 175 184
Avg Bars in Winners 267 259 275 267 259 275
Avg Bars in Losers 91 102 79 91 102 79
Bars Traded 10791 5268 5523 10791 5268 5523
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157565 635877 -449691 -235785 -72708 -442368
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984253271,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            949408.3546418082,
            914720.7021789043,
            34687.6524629034,
            521363.5620552335,
            436403.832564723,
            84959.7294905106
        ],
        [
            949.408355,
            914.720702,
            34.687652,
            521.363562,
            436.403833,
            84.959729
        ],
        [
            0.514166,
            0.495381,
            0.018786,
            0.098979,
            0.091009,
            0.03331
        ],
        [
            118.516494,
            118.516494,
            118.516494,
            118.516494,
            118.516494,
            118.516494
        ],
        [
            -115844,
            -48860,
            -76924,
            -867838,
            -506230,
            -386480
        ],
        [
            2.731375,
            5.88604,
            1.096049,
            1.286207,
            1.530072,
            1.085101
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            50,
            46.666667,
            53.333333,
            50,
            46.666667,
            53.333333
        ],
        [
            2.731375,
            6.726903,
            0.959043,
            1.286207,
            1.748653,
            0.949463
        ],
        [
            665955,
            665955,
            76068,
            291633,
            291633,
            250987
        ],
        [
            -66743,
            -38997,
            -66743,
            -445761,
            -445761,
            -277760
        ],
        [
            179,
            175,
            184,
            179,
            175,
            184
        ],
        [
            267,
            259,
            275,
            267,
            259,
            275
        ],
        [
            91,
            102,
            79,
            91,
            102,
            79
        ],
        [
            10791,
            5268,
            5523,
            10791,
            5268,
            5523
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157565,
            635877,
            -449691,
            -235785,
            -72708,
            -442368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984253271,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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)