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Trade: RUNE/USDT/480/OHLC4/VWAP/6395

Strategy
RUNE/USDT/480/OHLC4/VWAP/6395
Pair
RUNE_USDT
Interval
8h
Score
469719
Daily Profit
0.528138
Profit Factor
4.194593
Profitability
36.956522
Streak
0.000000
Best Strategy
Training Data Length
1855.670000
Evaluation Time
2025-10-03 20:05
Expiration Time
2025-11-28 02:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 960410.7345 980049.4335 -19638.699 51557.6469 574268.6679 -522711.021
Total P&L (%) 960.4107 980.0494 -19.6387 51.5576 574.2687 -522.711
Avg Daily Profit (%) 0.5176 0.5281 -0.0106 0.0224 0.1029 0
Buy And Hold Return (%) 77.956 77.956 77.956 77.956 77.956 77.956
Max Trade Drawdown -263819 -167843 -125773 -1044352 -465767 -669743
Profit Factor 2.6933 4.1946 0.9246 1.0355 1.8513 0.327
Total Trades 91 46 45 91 46 45
Winning Trades 32 17 15 32 17 15
Losing Trades 59 29 30 59 29 30
Profitability (%) 35.1648 36.9565 33.3333 35.1648 36.9565 33.3333
Ratio Avg Win / Avg Loss 4.9657 7.1555 1.8492 1.9093 3.1581 0.654
Largest Winning Trade 920342 920342 71068 920342 920342 66250
Largest Losing Trade -53354 -53354 -39247 -390069 -113770 -390069
Avg Bars in Trades 58 56 59 58 56 59
Avg Bars in Winners 111 95 129 111 95 129
Avg Bars in Losers 29 33 24 29 33 24
Bars Traded 5295 2611 2684 5295 2611 2684
Profit Streak 0 0 86.7119 0 0 86.7119
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373089 469719 -583857 -514568 -56677 -586635
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5567,
    "evaluation_days": 1855.67,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605254400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759511111678,
    "expiration_time": 1764288288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 211
        }
    },
    "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": [
        [
            960410.7344984564,
            980049.4335325174,
            -19638.6990340613,
            51557.6468643098,
            574268.667892989,
            -522711.0210286795
        ],
        [
            960.410734,
            980.049434,
            -19.638699,
            51.557647,
            574.268668,
            -522.711021
        ],
        [
            0.517555,
            0.528138,
            -0.010583,
            0.022409,
            0.102898,
            0
        ],
        [
            77.956031,
            77.956031,
            77.956031,
            77.956031,
            77.956031,
            77.956031
        ],
        [
            -263819,
            -167843,
            -125773,
            -1044352,
            -465767,
            -669743
        ],
        [
            2.693275,
            4.194593,
            0.924585,
            1.035527,
            1.851302,
            0.326982
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            35.164835,
            36.956522,
            33.333333,
            35.164835,
            36.956522,
            33.333333
        ],
        [
            4.965725,
            7.155482,
            1.849169,
            1.909252,
            3.158104,
            0.653964
        ],
        [
            920342,
            920342,
            71068,
            920342,
            920342,
            66250
        ],
        [
            -53354,
            -53354,
            -39247,
            -390069,
            -113770,
            -390069
        ],
        [
            58,
            56,
            59,
            58,
            56,
            59
        ],
        [
            111,
            95,
            129,
            111,
            95,
            129
        ],
        [
            29,
            33,
            24,
            29,
            33,
            24
        ],
        [
            5295,
            2611,
            2684,
            5295,
            2611,
            2684
        ],
        [
            0,
            0,
            86.711941,
            0,
            0,
            86.711941
        ],
        [
            0,
            0,
            1,
            0,
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        ],
        [
            0.8,
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        ],
        [
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            -583857,
            -514568,
            -56677,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5567,
    "evaluation_days": 1855.67,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605254400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759511111678,
    "expiration_time": 1764288288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 211
        }
    },
    "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)