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Trade: RUNE/USDT/720/MIDPOINT/WMA/8451

Strategy
RUNE/USDT/720/MIDPOINT/WMA/8451
Pair
RUNE_USDT
Interval
12h
Score
634355
Daily Profit
0.159479
Profit Factor
4.754851
Profitability
60.606061
Streak
156.006475
Best Strategy
Training Data Length
1865.000000
Evaluation Time
2025-10-13 03:09
Expiration Time
2025-12-07 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443155.7972 430253.5357 12902.2615 -100703.7589 1852928.8289 -1953632.5878
Total P&L (%) 443.1558 430.2535 12.9023 -100.7038 1852.9288 -1953.6326
Avg Daily Profit (%) 0.2376 0.2307 0.0069 0 0.1595 0
Buy And Hold Return (%) 129.3578 129.3578 129.3578 129.3578 129.3578 129.3578
Max Trade Drawdown -182997 -101832 -175116 -2640158 -461241 -2628391
Profit Factor 1.7612 2.8461 1.037 0.9692 4.7549 0.2964
Total Trades 66 33 33 66 33 33
Winning Trades 36 20 16 38 20 18
Losing Trades 30 13 17 28 13 15
Profitability (%) 54.5455 60.6061 48.4848 57.5758 60.6061 54.5455
Ratio Avg Win / Avg Loss 1.4677 1.85 1.1018 0.7142 3.0907 0.247
Largest Winning Trade 168800 168800 72546 873681 873681 706152
Largest Losing Trade -102268 -29854 -102268 -2616466 -461241 -2616466
Avg Bars in Trades 54 48 59 54 48 59
Avg Bars in Winners 64 44 88 50 42 59
Avg Bars in Losers 41 53 32 58 57 59
Bars Traded 3567 1595 1972 3567 1595 1972
Profit Streak 73.5065 0 81.5065 0 156.0065 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119914 426432 -529292 -708295 634355 -580213
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760314159422,
    "expiration_time": 1765104480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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": [
        [
            443155.7971808474,
            430253.535677642,
            12902.2615032054,
            -100703.7589447283,
            1852928.828887656,
            -1953632.5878323833
        ],
        [
            443.155797,
            430.253536,
            12.902262,
            -100.703759,
            1852.928829,
            -1953.632588
        ],
        [
            0.237617,
            0.230699,
            0.006918,
            0,
            0.159479,
            0
        ],
        [
            129.357798,
            129.357798,
            129.357798,
            129.357798,
            129.357798,
            129.357798
        ],
        [
            -182997,
            -101832,
            -175116,
            -2640158,
            -461241,
            -2628391
        ],
        [
            1.761194,
            2.846148,
            1.036955,
            0.969204,
            4.754851,
            0.296394
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            36,
            20,
            16,
            38,
            20,
            18
        ],
        [
            30,
            13,
            17,
            28,
            13,
            15
        ],
        [
            54.545455,
            60.606061,
            48.484848,
            57.575758,
            60.606061,
            54.545455
        ],
        [
            1.467662,
            1.849996,
            1.101765,
            0.714151,
            3.090653,
            0.246995
        ],
        [
            168800,
            168800,
            72546,
            873681,
            873681,
            706152
        ],
        [
            -102268,
            -29854,
            -102268,
            -2616466,
            -461241,
            -2616466
        ],
        [
            54,
            48,
            59,
            54,
            48,
            59
        ],
        [
            64,
            44,
            88,
            50,
            42,
            59
        ],
        [
            41,
            53,
            32,
            58,
            57,
            59
        ],
        [
            3567,
            1595,
            1972,
            3567,
            1595,
            1972
        ],
        [
            73.506475,
            0,
            81.506475,
            0,
            156.006475,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119914,
            426432,
            -529292,
            -708295,
            634355,
            -580213
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760314159422,
    "expiration_time": 1765104480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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)