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Trade: RUNE/USDT/720/ALMA/ZLMA/4984

Strategy
RUNE/USDT/720/ALMA/ZLMA/4984
Pair
RUNE_USDT
Interval
12h
Score
483721
Daily Profit
0.278333
Profit Factor
2.220826
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
1860.000000
Evaluation Time
2025-10-07 22:55
Expiration Time
2025-12-02 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320298.4976 517698.9504 -197400.4529 -101102.9726 533305.5466 -634408.5193
Total P&L (%) 320.2985 517.699 -197.4005 -101.103 533.3055 -634.4085
Avg Daily Profit (%) 0.1722 0.2783 -0.1061 0 0.0993 0
Buy And Hold Return (%) 19.2432 19.2432 19.2432 19.2432 19.2432 19.2432
Max Trade Drawdown -477168 -243493 -274336 -1059456 -529289 -530166
Profit Factor 1.3341 2.2208 0.6307 0.914 1.9975 0.01
Total Trades 85 43 42 85 43 42
Winning Trades 42 23 19 37 20 17
Losing Trades 43 20 23 48 23 25
Profitability (%) 49.4118 53.4884 45.2381 43.5294 46.5116 40.4762
Ratio Avg Win / Avg Loss 1.3659 1.9312 0.7635 1.1857 2.2971 0.0147
Largest Winning Trade 371561 371561 47796 689950 689950 1837
Largest Losing Trade -112889 -64047 -112889 -458174 -458174 -294557
Avg Bars in Trades 41 38 44 41 38 44
Avg Bars in Winners 49 46 54 38 37 39
Avg Bars in Losers 32 28 36 43 38 47
Bars Traded 3494 1634 1860 3494 1634 1860
Profit Streak 0 0 0 54.3301 74.8301 54.3301
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 276275 483721 -582586 -579995 -56554 -583598
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1607299200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866918927,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 189,
            "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": [
        [
            320298.4975673357,
            517698.9504333719,
            -197400.452866036,
            -101102.9726383166,
            533305.5466426295,
            -634408.5192809461
        ],
        [
            320.298498,
            517.69895,
            -197.400453,
            -101.102973,
            533.305547,
            -634.408519
        ],
        [
            0.172203,
            0.278333,
            -0.106129,
            0,
            0.099285,
            0
        ],
        [
            19.243165,
            19.243165,
            19.243165,
            19.243165,
            19.243165,
            19.243165
        ],
        [
            -477168,
            -243493,
            -274336,
            -1059456,
            -529289,
            -530166
        ],
        [
            1.334131,
            2.220826,
            0.630712,
            0.91399,
            1.997452,
            0.009989
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            42,
            23,
            19,
            37,
            20,
            17
        ],
        [
            43,
            20,
            23,
            48,
            23,
            25
        ],
        [
            49.411765,
            53.488372,
            45.238095,
            43.529412,
            46.511628,
            40.47619
        ],
        [
            1.365896,
            1.931153,
            0.763494,
            1.185717,
            2.297069,
            0.01469
        ],
        [
            371561,
            371561,
            47796,
            689950,
            689950,
            1837
        ],
        [
            -112889,
            -64047,
            -112889,
            -458174,
            -458174,
            -294557
        ],
        [
            41,
            38,
            44,
            41,
            38,
            44
        ],
        [
            49,
            46,
            54,
            38,
            37,
            39
        ],
        [
            32,
            28,
            36,
            43,
            38,
            47
        ],
        [
            3494,
            1634,
            1860,
            3494,
            1634,
            1860
        ],
        [
            0,
            0,
            0,
            54.33008,
            74.83008,
            54.33008
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            276275,
            483721,
            -582586,
            -579995,
            -56554,
            -583598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1607299200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866918927,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 189,
            "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)