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Trade: RUNE/USDT/240/SSF/ZLMA/4406

Strategy
RUNE/USDT/240/SSF/ZLMA/4406
Pair
RUNE_USDT
Interval
4h
Score
641106
Daily Profit
0.456848
Profit Factor
4.558682
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
1860.330000
Evaluation Time
2025-10-08 12:16
Expiration Time
2025-12-03 05:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 963040.3155 849888.6685 113151.647 5328586.9092 1927717.5432 3400869.366
Total P&L (%) 963.0403 849.8887 113.1516 5328.5869 1927.7175 3400.8694
Avg Daily Profit (%) 0.5177 0.4568 0.0608 0.2149 0.1619 0.1913
Buy And Hold Return (%) 123.7911 123.7911 123.7911 123.7911 123.7911 123.7911
Max Trade Drawdown -95582 -40214 -120694 -2623063 -1856353 -2038311
Profit Factor 2.6282 4.5587 1.3209 1.6464 1.4113 1.9563
Total Trades 82 41 41 82 41 41
Winning Trades 38 21 17 38 21 17
Losing Trades 44 20 24 44 20 24
Profitability (%) 46.3415 51.2195 41.4634 46.3415 51.2195 41.4634
Ratio Avg Win / Avg Loss 3.0432 4.3416 1.8648 1.9064 1.3441 2.7619
Largest Winning Trade 408855 408855 75806 2431773 1562995 2431773
Largest Losing Trade -34946 -30951 -34946 -961916 -961916 -726238
Avg Bars in Trades 133 130 135 133 130 135
Avg Bars in Winners 209 191 232 209 191 232
Avg Bars in Losers 67 66 67 67 66 67
Bars Traded 10924 5356 5568 10924 5356 5568
Profit Streak 0 0 55.3861 0 0 55.3861
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 200344 641106 -278886 38988 312121 322463
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11162,
    "evaluation_days": 1860.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1600473600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759914959885,
    "expiration_time": 1764732384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 45,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 90,
            "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": [
        [
            963040.3154687199,
            849888.6685163428,
            113151.646952377,
            5328586.909164347,
            1927717.543191114,
            3400869.3659732305
        ],
        [
            963.040315,
            849.888669,
            113.151647,
            5328.586909,
            1927.717543,
            3400.869366
        ],
        [
            0.517672,
            0.456848,
            0.060823,
            0.214938,
            0.161903,
            0.19131
        ],
        [
            123.791103,
            123.791103,
            123.791103,
            123.791103,
            123.791103,
            123.791103
        ],
        [
            -95582,
            -40214,
            -120694,
            -2623063,
            -1856353,
            -2038311
        ],
        [
            2.628223,
            4.558682,
            1.320865,
            1.646447,
            1.411314,
            1.956334
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            46.341463,
            51.219512,
            41.463415,
            46.341463,
            51.219512,
            41.463415
        ],
        [
            3.043206,
            4.341601,
            1.864751,
            1.906412,
            1.344109,
            2.761883
        ],
        [
            408855,
            408855,
            75806,
            2431773,
            1562995,
            2431773
        ],
        [
            -34946,
            -30951,
            -34946,
            -961916,
            -961916,
            -726238
        ],
        [
            133,
            130,
            135,
            133,
            130,
            135
        ],
        [
            209,
            191,
            232,
            209,
            191,
            232
        ],
        [
            67,
            66,
            67,
            67,
            66,
            67
        ],
        [
            10924,
            5356,
            5568,
            10924,
            5356,
            5568
        ],
        [
            0,
            0,
            55.38611,
            0,
            0,
            55.38611
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            200344,
            641106,
            -278886,
            38988,
            312121,
            322463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11162,
    "evaluation_days": 1860.33,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1600473600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759914959885,
    "expiration_time": 1764732384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 45,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 90,
            "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)