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Trade: RUNE/USDT/360/VWAP/WMA/1133

Strategy
RUNE/USDT/360/VWAP/WMA/1133
Pair
RUNE_USDT
Interval
6h
Score
692317
Daily Profit
0.810457
Profit Factor
8.373811
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
1862.000000
Evaluation Time
2025-10-10 05:22
Expiration Time
2025-12-04 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1560584.6626 1509070.3382 51514.3244 1877187.9797 3715986.8142 -1838798.8345
Total P&L (%) 1560.5847 1509.0703 51.5143 1877.188 3715.9868 -1838.7988
Avg Daily Profit (%) 0.8381 0.8105 0.0277 0.1604 0.1958 0
Buy And Hold Return (%) 126.2066 126.2066 126.2066 126.2066 126.2066 126.2066
Max Trade Drawdown -130717 -75494 -77998 -6022233 -3211495 -3489372
Profit Factor 4.6151 8.3738 1.2269 1.1429 1.6272 0.745
Total Trades 77 39 38 77 39 38
Winning Trades 32 17 15 32 17 15
Losing Trades 45 22 23 45 22 23
Profitability (%) 41.5584 43.5897 39.4737 41.5584 43.5897 39.4737
Ratio Avg Win / Avg Loss 6.4899 10.8367 1.8812 1.6072 2.1058 1.1423
Largest Winning Trade 1295869 1295869 77961 5350398 5350398 2082816
Largest Losing Trade -46912 -31716 -46912 -1521349 -1103361 -1521349
Avg Bars in Trades 92 91 93 92 91 93
Avg Bars in Winners 153 147 159 153 147 159
Avg Bars in Losers 49 47 50 49 47 50
Bars Traded 7124 3556 3568 7124 3556 3568
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 -28848 692317 -325028 -104071 309966 -583191
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7448,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602914400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760062923492,
    "expiration_time": 1764880704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 172
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 14,
            "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": [
        [
            1560584.6625908948,
            1509070.3381729294,
            51514.3244179649,
            1877187.9797282978,
            3715986.8142097536,
            -1838798.8344814565
        ],
        [
            1560.584663,
            1509.070338,
            51.514324,
            1877.18798,
            3715.986814,
            -1838.798834
        ],
        [
            0.838123,
            0.810457,
            0.027666,
            0.1604,
            0.195776,
            0
        ],
        [
            126.206629,
            126.206629,
            126.206629,
            126.206629,
            126.206629,
            126.206629
        ],
        [
            -130717,
            -75494,
            -77998,
            -6022233,
            -3211495,
            -3489372
        ],
        [
            4.615051,
            8.373811,
            1.226897,
            1.142914,
            1.627214,
            0.744983
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            41.558442,
            43.589744,
            39.473684,
            41.558442,
            43.589744,
            39.473684
        ],
        [
            6.489916,
            10.836696,
            1.881242,
            1.607223,
            2.105807,
            1.142307
        ],
        [
            1295869,
            1295869,
            77961,
            5350398,
            5350398,
            2082816
        ],
        [
            -46912,
            -31716,
            -46912,
            -1521349,
            -1103361,
            -1521349
        ],
        [
            92,
            91,
            93,
            92,
            91,
            93
        ],
        [
            153,
            147,
            159,
            153,
            147,
            159
        ],
        [
            49,
            47,
            50,
            49,
            47,
            50
        ],
        [
            7124,
            3556,
            3568,
            7124,
            3556,
            3568
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28848,
            692317,
            -325028,
            -104071,
            309966,
            -583191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7448,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602914400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760062923492,
    "expiration_time": 1764880704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 172
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 14,
            "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)