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Trade: RUNE/USDT/360/VWMA/WMA/7953

Strategy
RUNE/USDT/360/VWMA/WMA/7953
Pair
RUNE_USDT
Interval
6h
Score
552555
Daily Profit
0.696270
Profit Factor
5.146421
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1852.250000
Evaluation Time
2025-09-30 15:53
Expiration Time
2025-11-24 21:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 964136.6001 1289665.7755 -325529.1754 -100322.5397 -1654457.3649 1554134.8252
Total P&L (%) 964.1366 1289.6658 -325.5292 -100.3225 -1654.4574 1554.1348
Avg Daily Profit (%) 0.5205 0.6963 -0.1757 0 0 0.1516
Buy And Hold Return (%) 140.3233 140.3233 140.3233 140.3233 140.3233 140.3233
Max Trade Drawdown -424320 -135845 -322086 -1641313 -1658606 -1023889
Profit Factor 1.8853 5.1464 0.5816 0.9798 0.2975 1.5964
Total Trades 80 40 40 80 40 40
Winning Trades 36 15 21 39 22 17
Losing Trades 44 25 19 41 18 23
Profitability (%) 45 37.5 52.5 48.75 55 42.5
Ratio Avg Win / Avg Loss 2.3043 8.5774 0.5262 1.03 0.2434 2.1598
Largest Winning Trade 1285891 1285891 63681 1824113 324050 1824113
Largest Losing Trade -161718 -67748 -161718 -936454 -936454 -895104
Avg Bars in Trades 86 79 93 86 79 93
Avg Bars in Winners 83 80 86 80 63 101
Avg Bars in Losers 88 78 102 92 98 87
Bars Traded 6924 3169 3755 6924 3169 3755
Profit Streak 0 0 156.7872 65.5372 141.5372 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11452 552555 -579849 -602816 -579530 278705
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7409,
    "evaluation_days": 1852.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603627200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759236814021,
    "expiration_time": 1764013032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "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": [
        [
            964136.6000542319,
            1289665.7754777651,
            -325529.1754235336,
            -100322.5397401983,
            -1654457.3649171714,
            1554134.8251769734
        ],
        [
            964.1366,
            1289.665775,
            -325.529175,
            -100.32254,
            -1654.457365,
            1554.134825
        ],
        [
            0.520522,
            0.69627,
            -0.175748,
            0,
            0,
            0.151599
        ],
        [
            140.323267,
            140.323267,
            140.323267,
            140.323267,
            140.323267,
            140.323267
        ],
        [
            -424320,
            -135845,
            -322086,
            -1641313,
            -1658606,
            -1023889
        ],
        [
            1.885305,
            5.146421,
            0.58159,
            0.979778,
            0.297528,
            1.596397
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            36,
            15,
            21,
            39,
            22,
            17
        ],
        [
            44,
            25,
            19,
            41,
            18,
            23
        ],
        [
            45,
            37.5,
            52.5,
            48.75,
            55,
            42.5
        ],
        [
            2.304261,
            8.577368,
            0.5262,
            1.030023,
            0.243432,
            2.159831
        ],
        [
            1285891,
            1285891,
            63681,
            1824113,
            324050,
            1824113
        ],
        [
            -161718,
            -67748,
            -161718,
            -936454,
            -936454,
            -895104
        ],
        [
            86,
            79,
            93,
            86,
            79,
            93
        ],
        [
            83,
            80,
            86,
            80,
            63,
            101
        ],
        [
            88,
            78,
            102,
            92,
            98,
            87
        ],
        [
            6924,
            3169,
            3755,
            6924,
            3169,
            3755
        ],
        [
            0,
            0,
            156.787199,
            65.537199,
            141.537199,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11452,
            552555,
            -579849,
            -602816,
            -579530,
            278705
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7409,
    "evaluation_days": 1852.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603627200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759236814021,
    "expiration_time": 1764013032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "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)