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Trade: RUNE/USDT/240/SMA/ZLMA/2538

Strategy
RUNE/USDT/240/SMA/ZLMA/2538
Pair
RUNE_USDT
Interval
4h
Score
579919
Daily Profit
0.479015
Profit Factor
5.098122
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 06:36
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 1009351.1027 884501.9942 124849.1085 8308454.3091 5139613.2952 3168841.0139
Total P&L (%) 1009.3511 884.502 124.8491 8308.4543 5139.6133 3168.841
Avg Daily Profit (%) 0.5466 0.479 0.0676 0.2403 0.2146 0.189
Buy And Hold Return (%) 148.8584 148.8584 148.8584 148.8584 148.8584 148.8584
Max Trade Drawdown -67276 -53261 -54042 -8174129 -7815650 -5903828
Profit Factor 2.9763 5.0981 1.4234 1.2766 1.3225 1.2247
Total Trades 77 39 38 77 39 38
Winning Trades 33 18 15 33 18 15
Losing Trades 44 21 23 44 21 23
Profitability (%) 42.8571 46.1538 39.4737 42.8571 46.1538 39.4737
Ratio Avg Win / Avg Loss 3.9684 5.9478 2.1825 1.7021 1.543 1.8779
Largest Winning Trade 422123 422123 80379 7159434 7159434 6255554
Largest Losing Trade -40352 -25919 -40352 -2894337 -2894337 -2250771
Avg Bars in Trades 140 131 149 140 131 149
Avg Bars in Winners 242 208 282 242 208 282
Avg Bars in Losers 64 66 62 64 66 62
Bars Traded 10812 5146 5667 10812 5146 5667
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 -32516 579919 -270563 -39621 288732 165531
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": 1601136000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030605308,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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": [
        [
            1009351.1026641687,
            884501.9941636226,
            124849.1085005458,
            8308454.30905707,
            5139613.295188663,
            3168841.0138684083
        ],
        [
            1009.351103,
            884.501994,
            124.849109,
            8308.454309,
            5139.613295,
            3168.841014
        ],
        [
            0.546629,
            0.479015,
            0.067614,
            0.2403,
            0.214627,
            0.189023
        ],
        [
            148.858447,
            148.858447,
            148.858447,
            148.858447,
            148.858447,
            148.858447
        ],
        [
            -67276,
            -53261,
            -54042,
            -8174129,
            -7815650,
            -5903828
        ],
        [
            2.976329,
            5.098122,
            1.423376,
            1.276598,
            1.322542,
            1.224687
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            42.857143,
            46.153846,
            39.473684,
            42.857143,
            46.153846,
            39.473684
        ],
        [
            3.968438,
            5.947809,
            2.18251,
            1.70213,
            1.542966,
            1.877854
        ],
        [
            422123,
            422123,
            80379,
            7159434,
            7159434,
            6255554
        ],
        [
            -40352,
            -25919,
            -40352,
            -2894337,
            -2894337,
            -2250771
        ],
        [
            140,
            131,
            149,
            140,
            131,
            149
        ],
        [
            242,
            208,
            282,
            242,
            208,
            282
        ],
        [
            64,
            66,
            62,
            64,
            66,
            62
        ],
        [
            10812,
            5146,
            5667,
            10812,
            5146,
            5667
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32516,
            579919,
            -270563,
            -39621,
            288732,
            165531
        ]
    ]
}
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": 1601136000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030605308,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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)