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Trade: RUNE/USDT/360/VWMA/DCM/1732

Strategy
RUNE/USDT/360/VWMA/DCM/1732
Pair
RUNE_USDT
Interval
6h
Score
661093
Daily Profit
1.241822
Profit Factor
4.116243
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1865.750000
Evaluation Time
2025-10-14 02:34
Expiration Time
2025-12-08 19:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2316929.7586 2231476.2602 85453.4984 1317298.8726 1721556.6005 -404257.728
Total P&L (%) 2316.9298 2231.4763 85.4535 1317.2989 1721.5566 -404.2577
Avg Daily Profit (%) 1.2418 1.196 0.0458 0.1422 0.1557 0
Buy And Hold Return (%) 71.5466 71.5466 71.5466 71.5466 71.5466 71.5466
Max Trade Drawdown -169299 -124855 -112327 -10478411 -7915907 -3946571
Profit Factor 4.1162 7.6024 1.2107 1.0599 1.1421 0.959
Total Trades 111 56 55 111 56 55
Winning Trades 48 22 26 48 22 26
Losing Trades 63 34 29 63 34 29
Profitability (%) 43.2432 39.2857 47.2727 43.2432 39.2857 47.2727
Ratio Avg Win / Avg Loss 5.4026 11.7492 1.3504 1.3912 1.7651 1.0697
Largest Winning Trade 1990525 1990525 63889 6220392 6220392 1204976
Largest Losing Trade -61850 -43911 -61850 -3603679 -3603679 -2311343
Avg Bars in Trades 65 70 59 65 70 59
Avg Bars in Winners 109 129 91 109 129 91
Avg Bars in Losers 31 32 31 31 32 31
Bars Traded 7251 3963 3288 7251 3963 3288
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 661093 -162184 -418621 -159710 -239631 -760227
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7463,
    "evaluation_days": 1865.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1760378400000,
    "evaluation_time": 1760398454014,
    "expiration_time": 1765214424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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": [
        [
            2316929.7586014983,
            2231476.2602167563,
            85453.4983847417,
            1317298.872563455,
            1721556.6005456552,
            -404257.7279821988
        ],
        [
            2316.929759,
            2231.47626,
            85.453498,
            1317.298873,
            1721.556601,
            -404.257728
        ],
        [
            1.241822,
            1.196021,
            0.045801,
            0.142207,
            0.155677,
            0
        ],
        [
            71.546614,
            71.546614,
            71.546614,
            71.546614,
            71.546614,
            71.546614
        ],
        [
            -169299,
            -124855,
            -112327,
            -10478411,
            -7915907,
            -3946571
        ],
        [
            4.116243,
            7.602392,
            1.210725,
            1.059936,
            1.142134,
            0.959026
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            63,
            34,
            29,
            63,
            34,
            29
        ],
        [
            43.243243,
            39.285714,
            47.272727,
            43.243243,
            39.285714,
            47.272727
        ],
        [
            5.402569,
            11.749151,
            1.350424,
            1.391166,
            1.765116,
            1.069683
        ],
        [
            1990525,
            1990525,
            63889,
            6220392,
            6220392,
            1204976
        ],
        [
            -61850,
            -43911,
            -61850,
            -3603679,
            -3603679,
            -2311343
        ],
        [
            65,
            70,
            59,
            65,
            70,
            59
        ],
        [
            109,
            129,
            91,
            109,
            129,
            91
        ],
        [
            31,
            32,
            31,
            31,
            32,
            31
        ],
        [
            7251,
            3963,
            3288,
            7251,
            3963,
            3288
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            661093,
            -162184,
            -418621,
            -159710,
            -239631,
            -760227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7463,
    "evaluation_days": 1865.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1760378400000,
    "evaluation_time": 1760398454014,
    "expiration_time": 1765214424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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)