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Trade: RUNE/USDT/720/PWMA/DCM/5955

Strategy
RUNE/USDT/720/PWMA/DCM/5955
Pair
RUNE_USDT
Interval
12h
Score
618921
Daily Profit
0.395255
Profit Factor
4.069987
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
1861.500000
Evaluation Time
2025-10-09 11:58
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 661390.1262 735768.1064 -74377.9802 -70528.2726 316473.1841 -387001.4567
Total P&L (%) 661.3901 735.7681 -74.378 -70.5283 316.4732 -387.0015
Avg Daily Profit (%) 0.3553 0.3953 -0.04 -0.0656 0.0767 0
Buy And Hold Return (%) 102.4206 102.4206 102.4206 102.4206 102.4206 102.4206
Max Trade Drawdown -170930 -110220 -151621 -447374 -265200 -344937
Profit Factor 1.9131 4.07 0.8466 0.9503 1.6738 0.592
Total Trades 64 32 32 64 32 32
Winning Trades 30 17 13 30 17 13
Losing Trades 34 15 19 34 15 19
Profitability (%) 46.875 53.125 40.625 46.875 53.125 40.625
Ratio Avg Win / Avg Loss 2.1681 3.5912 1.2373 1.077 1.4769 0.8652
Largest Winning Trade 507521 507521 72640 211315 211315 94679
Largest Losing Trade -88449 -44298 -88449 -207614 -189208 -207614
Avg Bars in Trades 56 56 55 56 56 55
Avg Bars in Winners 87 77 101 87 77 101
Avg Bars in Losers 28 34 24 28 34 24
Bars Traded 3592 1820 1772 3592 1820 1772
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132079 618921 -582789 -723826 -91179 -584456
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": 1603022400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000281282,
    "expiration_time": 1764793008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 24,
            "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": [
        [
            661390.1261698736,
            735768.1063814731,
            -74377.9802115996,
            -70528.2726277471,
            316473.1840517515,
            -387001.4566794984
        ],
        [
            661.390126,
            735.768106,
            -74.37798,
            -70.528273,
            316.473184,
            -387.001457
        ],
        [
            0.3553,
            0.395255,
            -0.039956,
            -0.06561,
            0.076669,
            0
        ],
        [
            102.420628,
            102.420628,
            102.420628,
            102.420628,
            102.420628,
            102.420628
        ],
        [
            -170930,
            -110220,
            -151621,
            -447374,
            -265200,
            -344937
        ],
        [
            1.91305,
            4.069987,
            0.846551,
            0.950267,
            1.67379,
            0.591968
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            46.875,
            53.125,
            40.625,
            46.875,
            53.125,
            40.625
        ],
        [
            2.168123,
            3.591165,
            1.237268,
            1.07697,
            1.476873,
            0.865185
        ],
        [
            507521,
            507521,
            72640,
            211315,
            211315,
            94679
        ],
        [
            -88449,
            -44298,
            -88449,
            -207614,
            -189208,
            -207614
        ],
        [
            56,
            56,
            55,
            56,
            56,
            55
        ],
        [
            87,
            77,
            101,
            87,
            77,
            101
        ],
        [
            28,
            34,
            24,
            28,
            34,
            24
        ],
        [
            3592,
            1820,
            1772,
            3592,
            1820,
            1772
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132079,
            618921,
            -582789,
            -723826,
            -91179,
            -584456
        ]
    ]
}
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": 1603022400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000281282,
    "expiration_time": 1764793008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 24,
            "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)