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Trade: RUNE/USDT/480/HL2/VWAP/4830

Strategy
RUNE/USDT/480/HL2/VWAP/4830
Pair
RUNE_USDT
Interval
8h
Score
486671
Daily Profit
0.796943
Profit Factor
3.800976
Profitability
32.432432
Streak
0.000000
Best Strategy
Training Data Length
1861.000000
Evaluation Time
2025-10-08 23:48
Expiration Time
2025-12-03 13:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1483110.0237 1480743.5699 2366.4538 251235.7233 1082488.2489 -831252.5256
Total P&L (%) 1483.11 1480.7436 2.3665 251.2357 1082.4882 -831.2525
Avg Daily Profit (%) 0.7969 0.7957 0.0013 0.0675 0.1328 0
Buy And Hold Return (%) 187.9046 187.9046 187.9046 187.9046 187.9046 187.9046
Max Trade Drawdown -175959 -139695 -86980 -1844464 -886661 -1440080
Profit Factor 3.801 6.7358 1.0087 1.0602 1.6061 0.6514
Total Trades 111 56 55 111 56 55
Winning Trades 36 16 20 36 16 20
Losing Trades 75 40 35 75 40 35
Profitability (%) 32.4324 28.5714 36.3636 32.4324 28.5714 36.3636
Ratio Avg Win / Avg Loss 7.9187 16.8395 1.7653 2.2088 4.0153 1.14
Largest Winning Trade 1467444 1467444 74869 1467444 1467444 525738
Largest Losing Trade -35719 -27954 -35719 -411253 -222210 -411253
Avg Bars in Trades 47 44 49 47 44 49
Avg Bars in Winners 106 107 105 106 107 105
Avg Bars in Losers 18 19 17 18 19 17
Bars Traded 5244 2496 2748 5244 2496 2748
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 486671 -172749 -752347 -323381 -207484 -764747
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5583,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604131200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956484590,
    "expiration_time": 1764762912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 172
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1483110.0237025926,
            1480743.569917604,
            2366.453784988,
            251235.7232998419,
            1082488.2488966496,
            -831252.5255968071
        ],
        [
            1483.110024,
            1480.74357,
            2.366454,
            251.235723,
            1082.488249,
            -831.252526
        ],
        [
            0.796943,
            0.795671,
            0.001272,
            0.067529,
            0.132824,
            0
        ],
        [
            187.9046,
            187.9046,
            187.9046,
            187.9046,
            187.9046,
            187.9046
        ],
        [
            -175959,
            -139695,
            -86980,
            -1844464,
            -886661,
            -1440080
        ],
        [
            3.800976,
            6.73579,
            1.008721,
            1.060237,
            1.606135,
            0.651447
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            32.432432,
            28.571429,
            36.363636,
            32.432432,
            28.571429,
            36.363636
        ],
        [
            7.918699,
            16.839476,
            1.765262,
            2.208828,
            4.015337,
            1.140032
        ],
        [
            1467444,
            1467444,
            74869,
            1467444,
            1467444,
            525738
        ],
        [
            -35719,
            -27954,
            -35719,
            -411253,
            -222210,
            -411253
        ],
        [
            47,
            44,
            49,
            47,
            44,
            49
        ],
        [
            106,
            107,
            105,
            106,
            107,
            105
        ],
        [
            18,
            19,
            17,
            18,
            19,
            17
        ],
        [
            5244,
            2496,
            2748,
            5244,
            2496,
            2748
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            486671,
            -172749,
            -752347,
            -323381,
            -207484,
            -764747
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5583,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604131200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956484590,
    "expiration_time": 1764762912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 172
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)