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Trade: RUNE/USDT/720/SINWMA/MIDPOINT/8125

Strategy
RUNE/USDT/720/SINWMA/MIDPOINT/8125
Pair
RUNE_USDT
Interval
12h
Score
578558
Daily Profit
0.871347
Profit Factor
8.268114
Profitability
35.483871
Streak
0.000000
Best Strategy
Training Data Length
1860.000000
Evaluation Time
2025-10-07 22:55
Expiration Time
2025-12-02 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1704906.8892 1620706.2535 84200.6357 2899193.7813 2182687.8536 716505.9277
Total P&L (%) 1704.9069 1620.7063 84.2006 2899.1938 2182.6879 716.5059
Avg Daily Profit (%) 0.9166 0.8713 0.0453 0.183 0.1683 0.113
Buy And Hold Return (%) 122.5024 122.5024 122.5024 122.5024 122.5024 122.5024
Max Trade Drawdown -141199 -82393 -96058 -7940096 -5175184 -3396139
Profit Factor 4.7349 8.2681 1.3606 1.1698 1.2331 1.0929
Total Trades 62 31 31 62 31 31
Winning Trades 22 11 11 22 11 11
Losing Trades 40 20 20 40 20 20
Profitability (%) 35.4839 35.4839 35.4839 35.4839 35.4839 35.4839
Ratio Avg Win / Avg Loss 8.6089 15.0329 2.4739 2.1268 2.242 1.987
Largest Winning Trade 1440671 1440671 72984 3699125 3699125 1599490
Largest Losing Trade -29658 -26026 -29658 -2162922 -2162922 -1401635
Avg Bars in Trades 57 55 60 57 55 60
Avg Bars in Winners 117 113 121 117 113 121
Avg Bars in Losers 25 23 26 25 23 26
Bars Traded 3587 1722 1865 3587 1722 1865
Profit Streak 0 0 85.8301 0 0 85.8301
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143555 578558 -301786 -189221 103249 -164946
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603368000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866919037,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 10,
            "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": [
        [
            1704906.8891700902,
            1620706.253505971,
            84200.6356641195,
            2899193.78128922,
            2182687.8535802844,
            716505.9277089362
        ],
        [
            1704.906889,
            1620.706254,
            84.200636,
            2899.193781,
            2182.687854,
            716.505928
        ],
        [
            0.916617,
            0.871347,
            0.045269,
            0.183013,
            0.16831,
            0.11296
        ],
        [
            122.502425,
            122.502425,
            122.502425,
            122.502425,
            122.502425,
            122.502425
        ],
        [
            -141199,
            -82393,
            -96058,
            -7940096,
            -5175184,
            -3396139
        ],
        [
            4.734918,
            8.268114,
            1.360619,
            1.16975,
            1.233123,
            1.092855
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            35.483871,
            35.483871,
            35.483871,
            35.483871,
            35.483871,
            35.483871
        ],
        [
            8.608941,
            15.032934,
            2.473853,
            2.126818,
            2.242043,
            1.987009
        ],
        [
            1440671,
            1440671,
            72984,
            3699125,
            3699125,
            1599490
        ],
        [
            -29658,
            -26026,
            -29658,
            -2162922,
            -2162922,
            -1401635
        ],
        [
            57,
            55,
            60,
            57,
            55,
            60
        ],
        [
            117,
            113,
            121,
            117,
            113,
            121
        ],
        [
            25,
            23,
            26,
            25,
            23,
            26
        ],
        [
            3587,
            1722,
            1865,
            3587,
            1722,
            1865
        ],
        [
            0,
            0,
            85.830081,
            0,
            0,
            85.830081
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143555,
            578558,
            -301786,
            -189221,
            103249,
            -164946
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603368000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866919037,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 10,
            "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)