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Trade: RUNE/USDT/720/PWMA/ZLMA/4838

Strategy
RUNE/USDT/720/PWMA/ZLMA/4838
Pair
RUNE_USDT
Interval
12h
Score
580507
Daily Profit
0.556891
Profit Factor
4.424126
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-06 04:39
Expiration Time
2025-11-30 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1045373.1638 1034982.4048 10390.759 78508.7756 697461.8532 -618953.0776
Total P&L (%) 1045.3732 1034.9824 10.3908 78.5088 697.4619 -618.9531
Avg Daily Profit (%) 0.5625 0.5569 0.0056 0.0312 0.1118 0
Buy And Hold Return (%) 49.5943 49.5943 49.5943 49.5943 49.5943 49.5943
Max Trade Drawdown -164447 -104402 -147025 -1317827 -511467 -1089906
Profit Factor 2.667 4.4241 1.032 1.0302 1.6464 0.5919
Total Trades 82 41 41 82 41 41
Winning Trades 40 18 22 40 18 22
Losing Trades 42 23 19 42 23 19
Profitability (%) 48.7805 43.9024 53.6585 48.7805 43.9024 53.6585
Ratio Avg Win / Avg Loss 2.8004 5.6531 0.8913 1.0818 2.1038 0.5112
Largest Winning Trade 1036575 1036575 73295 1183782 1183782 184757
Largest Losing Trade -49505 -36790 -49505 -453949 -280710 -453949
Avg Bars in Trades 42 37 48 42 37 48
Avg Bars in Winners 62 61 62 62 61 62
Avg Bars in Losers 24 19 30 24 19 30
Bars Traded 3513 1540 1973 3513 1540 1973
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 250975 580507 -537626 -357405 -42567 -580268
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606348800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759714768506,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "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": [
        [
            1045373.1638279043,
            1034982.4047877747,
            10390.7590401297,
            78508.77560585,
            697461.8532063225,
            -618953.0776004721
        ],
        [
            1045.373164,
            1034.982405,
            10.390759,
            78.508776,
            697.461853,
            -618.953078
        ],
        [
            0.562482,
            0.556891,
            0.005591,
            0.031184,
            0.11178,
            0
        ],
        [
            49.59432,
            49.59432,
            49.59432,
            49.59432,
            49.59432,
            49.59432
        ],
        [
            -164447,
            -104402,
            -147025,
            -1317827,
            -511467,
            -1089906
        ],
        [
            2.667018,
            4.424126,
            1.031988,
            1.030245,
            1.646433,
            0.591931
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            48.780488,
            43.902439,
            53.658537,
            48.780488,
            43.902439,
            53.658537
        ],
        [
            2.800369,
            5.65305,
            0.891263,
            1.081758,
            2.103775,
            0.511213
        ],
        [
            1036575,
            1036575,
            73295,
            1183782,
            1183782,
            184757
        ],
        [
            -49505,
            -36790,
            -49505,
            -453949,
            -280710,
            -453949
        ],
        [
            42,
            37,
            48,
            42,
            37,
            48
        ],
        [
            62,
            61,
            62,
            62,
            61,
            62
        ],
        [
            24,
            19,
            30,
            24,
            19,
            30
        ],
        [
            3513,
            1540,
            1973,
            3513,
            1540,
            1973
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            250975,
            580507,
            -537626,
            -357405,
            -42567,
            -580268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606348800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759714768506,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "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)