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Trade: RUNE/USDT/720/BBM/HILO/4660

Strategy
RUNE/USDT/720/BBM/HILO/4660
Pair
RUNE_USDT
Interval
12h
Score
562756
Daily Profit
0.515763
Profit Factor
4.847349
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1861.500000
Evaluation Time
2025-10-09 07:03
Expiration Time
2025-12-03 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 941561.1271 960092.1656 -18531.0385 147604.1929 801119.5137 -653515.3208
Total P&L (%) 941.5611 960.0922 -18.531 147.6042 801.1195 -653.5153
Avg Daily Profit (%) 0.5058 0.5158 -0.01 0.0487 0.1182 0
Buy And Hold Return (%) 120.8682 120.8682 120.8682 120.8682 120.8682 120.8682
Max Trade Drawdown -119518 -70070 -142546 -1530179 -566686 -1252644
Profit Factor 2.4429 4.8473 0.954 1.0318 1.4837 0.7806
Total Trades 69 35 34 69 35 34
Winning Trades 33 15 18 33 15 18
Losing Trades 36 20 16 36 20 16
Profitability (%) 47.8261 42.8571 52.9412 47.8261 42.8571 52.9412
Ratio Avg Win / Avg Loss 2.665 6.4631 0.848 1.1257 1.9783 0.6939
Largest Winning Trade 725866 725866 76475 722849 523746 722849
Largest Losing Trade -65496 -36985 -65496 -728247 -298882 -728247
Avg Bars in Trades 52 47 56 52 47 56
Avg Bars in Winners 78 82 75 78 82 75
Avg Bars in Losers 27 21 36 27 21 36
Bars Traded 3594 1658 1936 3594 1658 1936
Profit Streak 0 0 54.1693 0 0 54.1693
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -91816 562756 -579851 -517428 -35544 -579851
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3723,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759982626808,
    "expiration_time": 1764793008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 190,
            "offset": 0,
            "std": 3.69107
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            941561.1270818459,
            960092.1655899293,
            -18531.0385080841,
            147604.1928821004,
            801119.513703646,
            -653515.3208215453
        ],
        [
            941.561127,
            960.092166,
            -18.531039,
            147.604193,
            801.119514,
            -653.515321
        ],
        [
            0.505808,
            0.515763,
            -0.009955,
            0.048718,
            0.118172,
            0
        ],
        [
            120.868241,
            120.868241,
            120.868241,
            120.868241,
            120.868241,
            120.868241
        ],
        [
            -119518,
            -70070,
            -142546,
            -1530179,
            -566686,
            -1252644
        ],
        [
            2.442871,
            4.847349,
            0.954019,
            1.031846,
            1.483702,
            0.780603
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            47.826087,
            42.857143,
            52.941176,
            47.826087,
            42.857143,
            52.941176
        ],
        [
            2.66495,
            6.463132,
            0.848017,
            1.12565,
            1.978269,
            0.693869
        ],
        [
            725866,
            725866,
            76475,
            722849,
            523746,
            722849
        ],
        [
            -65496,
            -36985,
            -65496,
            -728247,
            -298882,
            -728247
        ],
        [
            52,
            47,
            56,
            52,
            47,
            56
        ],
        [
            78,
            82,
            75,
            78,
            82,
            75
        ],
        [
            27,
            21,
            36,
            27,
            21,
            36
        ],
        [
            3594,
            1658,
            1936,
            3594,
            1658,
            1936
        ],
        [
            0,
            0,
            54.169292,
            0,
            0,
            54.169292
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91816,
            562756,
            -579851,
            -517428,
            -35544,
            -579851
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3723,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759982626808,
    "expiration_time": 1764793008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 190,
            "offset": 0,
            "std": 3.69107
        }
    },
    "second_band": {
        "type": "hilo",
        "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)