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Trade: RUNE/USDT/720/PWMA/SINWMA/6579

Strategy
RUNE/USDT/720/PWMA/SINWMA/6579
Pair
RUNE_USDT
Interval
12h
Score
786247
Daily Profit
0.658340
Profit Factor
8.225981
Profitability
53.333333
Streak
64.893668
Best Strategy
Training Data Length
1865.500000
Evaluation Time
2025-10-13 12:26
Expiration Time
2025-12-08 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1279067.8005 1228133.4226 50934.3779 977977.9453 1387470.5891 -409492.6438
Total P&L (%) 1279.0678 1228.1334 50.9344 977.9779 1387.4706 -409.4926
Avg Daily Profit (%) 0.6856 0.6583 0.0273 0.1275 0.1448 0
Buy And Hold Return (%) 133.7465 133.7465 133.7465 133.7465 133.7465 133.7465
Max Trade Drawdown -154328 -91904 -184914 -6948917 -1822224 -6004384
Profit Factor 3.4616 8.226 1.1457 1.0793 1.3588 0.9516
Total Trades 60 30 30 60 30 30
Winning Trades 29 16 13 29 16 13
Losing Trades 31 14 17 31 14 17
Profitability (%) 48.3333 53.3333 43.3333 48.3333 53.3333 43.3333
Ratio Avg Win / Avg Loss 3.7003 7.1977 1.4982 1.1537 1.1889 1.2444
Largest Winning Trade 1030227 1030227 74875 2470809 1127092 2470809
Largest Losing Trade -61070 -25841 -61070 -2602572 -658717 -2602572
Avg Bars in Trades 59 59 60 59 59 60
Avg Bars in Winners 83 70 100 83 70 100
Avg Bars in Losers 37 46 30 37 46 30
Bars Traded 3589 1773 1816 3589 1773 1816
Profit Streak 64.8937 64.8937 167.3937 64.8937 64.8937 167.3937
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153898 786247 -383752 -328339 90127 -580397
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3731,
    "evaluation_days": 1865.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760347612882,
    "expiration_time": 1765148976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "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": [
        [
            1279067.800520195,
            1228133.422570223,
            50934.3779499721,
            977977.9453493266,
            1387470.589117477,
            -409492.6437681511
        ],
        [
            1279.067801,
            1228.133423,
            50.934378,
            977.977945,
            1387.470589,
            -409.492644
        ],
        [
            0.685643,
            0.65834,
            0.027303,
            0.127536,
            0.14482,
            0
        ],
        [
            133.746522,
            133.746522,
            133.746522,
            133.746522,
            133.746522,
            133.746522
        ],
        [
            -154328,
            -91904,
            -184914,
            -6948917,
            -1822224,
            -6004384
        ],
        [
            3.461599,
            8.225981,
            1.145673,
            1.079307,
            1.358784,
            0.951622
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            48.333333,
            53.333333,
            43.333333,
            48.333333,
            53.333333,
            43.333333
        ],
        [
            3.70033,
            7.197734,
            1.498188,
            1.153742,
            1.188936,
            1.244429
        ],
        [
            1030227,
            1030227,
            74875,
            2470809,
            1127092,
            2470809
        ],
        [
            -61070,
            -25841,
            -61070,
            -2602572,
            -658717,
            -2602572
        ],
        [
            59,
            59,
            60,
            59,
            59,
            60
        ],
        [
            83,
            70,
            100,
            83,
            70,
            100
        ],
        [
            37,
            46,
            30,
            37,
            46,
            30
        ],
        [
            3589,
            1773,
            1816,
            3589,
            1773,
            1816
        ],
        [
            64.893668,
            64.893668,
            167.393668,
            64.893668,
            64.893668,
            167.393668
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153898,
            786247,
            -383752,
            -328339,
            90127,
            -580397
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3731,
    "evaluation_days": 1865.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760347612882,
    "expiration_time": 1765148976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "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)