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Trade: RUNE/USDT/360/SSF/LINREG/7512

Strategy
RUNE/USDT/360/SSF/LINREG/7512
Pair
RUNE_USDT
Interval
6h
Score
606661
Daily Profit
0.536478
Profit Factor
5.063109
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-10-06 04:56
Expiration Time
2025-11-30 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1020225.6903 996775.8613 23449.829 327982.9931 -79837.7971 407820.7902
Total P&L (%) 1020.2257 996.7759 23.4498 327.983 -79.8378 407.8208
Avg Daily Profit (%) 0.5491 0.5365 0.0126 0.0783 -0.0862 0.0875
Buy And Hold Return (%) 161.7883 161.7883 161.7883 161.7883 161.7883 161.7883
Max Trade Drawdown -144779 -66909 -119082 -1273473 -732350 -764417
Profit Factor 2.6796 5.0631 1.0648 1.0803 0.9591 1.191
Total Trades 59 30 29 59 30 29
Winning Trades 29 14 15 29 14 15
Losing Trades 30 16 14 30 16 14
Profitability (%) 49.1525 46.6667 51.7241 49.1525 46.6667 51.7241
Ratio Avg Win / Avg Loss 2.772 5.7864 0.9938 1.1175 1.0961 1.1116
Largest Winning Trade 791529 791529 74143 458397 392461 458397
Largest Losing Trade -64606 -31848 -64606 -502168 -502168 -483306
Avg Bars in Trades 122 116 128 122 116 128
Avg Bars in Winners 192 184 199 192 184 199
Avg Bars in Losers 55 57 52 55 57 52
Bars Traded 7236 3508 3728 7236 3508 3728
Profit Streak 0 0 166.0806 0 0 166.0806
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164158 606661 -491574 -407191 -580455 -88987
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7432,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715763575,
    "expiration_time": 1764524736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 122,
            "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": [
        [
            1020225.6903112361,
            996775.8612713632,
            23449.829039873,
            327982.9930975141,
            -79837.7970727051,
            407820.7901702192
        ],
        [
            1020.22569,
            996.775861,
            23.449829,
            327.982993,
            -79.837797,
            407.82079
        ],
        [
            0.549099,
            0.536478,
            0.012621,
            0.078282,
            -0.08615,
            0.087496
        ],
        [
            161.788256,
            161.788256,
            161.788256,
            161.788256,
            161.788256,
            161.788256
        ],
        [
            -144779,
            -66909,
            -119082,
            -1273473,
            -732350,
            -764417
        ],
        [
            2.679648,
            5.063109,
            1.064764,
            1.080275,
            0.959067,
            1.190988
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            49.152542,
            46.666667,
            51.724138,
            49.152542,
            46.666667,
            51.724138
        ],
        [
            2.772049,
            5.78641,
            0.99378,
            1.117525,
            1.096076,
            1.111589
        ],
        [
            791529,
            791529,
            74143,
            458397,
            392461,
            458397
        ],
        [
            -64606,
            -31848,
            -64606,
            -502168,
            -502168,
            -483306
        ],
        [
            122,
            116,
            128,
            122,
            116,
            128
        ],
        [
            192,
            184,
            199,
            192,
            184,
            199
        ],
        [
            55,
            57,
            52,
            55,
            57,
            52
        ],
        [
            7236,
            3508,
            3728,
            7236,
            3508,
            3728
        ],
        [
            0,
            0,
            166.080597,
            0,
            0,
            166.080597
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164158,
            606661,
            -491574,
            -407191,
            -580455,
            -88987
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7432,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715763575,
    "expiration_time": 1764524736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 122,
            "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)