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Trade: RUNE/USDT/480/SINWMA/PWMA/2592

Strategy
RUNE/USDT/480/SINWMA/PWMA/2592
Pair
RUNE_USDT
Interval
8h
Score
584079
Daily Profit
0.384154
Profit Factor
4.506523
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-29 01:56
Expiration Time
2025-11-23 06:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 701567.4623 711068.3605 -9500.8982 238915.3452 650339.6552 -411424.3101
Total P&L (%) 701.5675 711.0684 -9.5009 238.9153 650.3397 -411.4243
Avg Daily Profit (%) 0.379 0.3842 -0.0051 0.066 0.1089 0
Buy And Hold Return (%) 122.6964 122.6964 122.6964 122.6964 122.6964 122.6964
Max Trade Drawdown -131540 -48679 -139044 -1161526 -469216 -798417
Profit Factor 2.1308 4.5065 0.9772 1.0668 1.5556 0.8289
Total Trades 68 34 34 68 34 34
Winning Trades 36 17 19 36 17 19
Losing Trades 32 17 15 32 17 15
Profitability (%) 52.9412 50 55.8824 52.9412 50 55.8824
Ratio Avg Win / Avg Loss 1.8941 4.5065 0.7715 0.9483 1.5556 0.6544
Largest Winning Trade 386276 386276 79042 513349 357245 513349
Largest Losing Trade -63113 -35016 -63113 -474785 -241757 -474785
Avg Bars in Trades 79 75 83 79 75 83
Avg Bars in Winners 110 105 115 110 105 115
Avg Bars in Losers 44 44 43 44 44 43
Bars Traded 5387 2555 2832 5387 2555 2832
Profit Streak 0 0 10.9558 0 0 10.9558
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100352 584079 -579390 -373891 -45530 -579390
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5553,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759100181983,
    "expiration_time": 1763872992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 36,
            "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": [
        [
            701567.4622521967,
            711068.3604756048,
            -9500.8982234077,
            238915.3451516288,
            650339.6552349993,
            -411424.3100833707
        ],
        [
            701.567462,
            711.06836,
            -9.500898,
            238.915345,
            650.339655,
            -411.42431
        ],
        [
            0.379021,
            0.384154,
            -0.005133,
            0.065963,
            0.108939,
            0
        ],
        [
            122.696411,
            122.696411,
            122.696411,
            122.696411,
            122.696411,
            122.696411
        ],
        [
            -131540,
            -48679,
            -139044,
            -1161526,
            -469216,
            -798417
        ],
        [
            2.130842,
            4.506523,
            0.977249,
            1.066834,
            1.555644,
            0.82888
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            52.941176,
            50,
            55.882353,
            52.941176,
            50,
            55.882353
        ],
        [
            1.894082,
            4.506523,
            0.771513,
            0.948297,
            1.555644,
            0.654379
        ],
        [
            386276,
            386276,
            79042,
            513349,
            357245,
            513349
        ],
        [
            -63113,
            -35016,
            -63113,
            -474785,
            -241757,
            -474785
        ],
        [
            79,
            75,
            83,
            79,
            75,
            83
        ],
        [
            110,
            105,
            115,
            110,
            105,
            115
        ],
        [
            44,
            44,
            43,
            44,
            44,
            43
        ],
        [
            5387,
            2555,
            2832,
            5387,
            2555,
            2832
        ],
        [
            0,
            0,
            10.95581,
            0,
            0,
            10.95581
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100352,
            584079,
            -579390,
            -373891,
            -45530,
            -579390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5553,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759100181983,
    "expiration_time": 1763872992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 36,
            "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)