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Trade: RUNE/USDT/720/SINWMA/ZLMA/4805

Strategy
RUNE/USDT/720/SINWMA/ZLMA/4805
Pair
RUNE_USDT
Interval
12h
Score
558311
Daily Profit
1.195574
Profit Factor
10.879791
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-10-01 00:30
Expiration Time
2025-11-25 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2332607.75 2215398.3207 117209.4294 5820976.2364 4386639.8903 1434336.3462
Total P&L (%) 2332.6078 2215.3983 117.2094 5820.9762 4386.6399 1434.3363
Avg Daily Profit (%) 1.2588 1.1956 0.0633 0.2205 0.2055 0.1475
Buy And Hold Return (%) 169.4851 169.4851 169.4851 169.4851 169.4851 169.4851
Max Trade Drawdown -97614 -63676 -60157 -7473187 -5538480 -2753332
Profit Factor 6.8391 10.8798 1.6688 1.324 1.3953 1.2088
Total Trades 59 30 29 59 30 29
Winning Trades 20 10 10 20 10 10
Losing Trades 39 20 19 39 20 19
Profitability (%) 33.8983 33.3333 34.4828 33.8983 33.3333 34.4828
Ratio Avg Win / Avg Loss 13.3363 21.7596 3.1708 2.5818 2.7905 2.2967
Largest Winning Trade 2020703 2020703 72836 5143294 5143294 2735231
Largest Losing Trade -31487 -21468 -31487 -2410577 -2410577 -1287402
Avg Bars in Trades 60 57 62 60 57 62
Avg Bars in Winners 134 134 135 134 134 135
Avg Bars in Losers 21 19 24 21 19 24
Bars Traded 3554 1728 1826 3554 1728 1826
Profit Streak 0 0 48.3961 0 0 48.3961
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163946 558311 -276612 -176484 119981 -647
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267820656,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 15,
            "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": [
        [
            2332607.7500389405,
            2215398.3206778765,
            117209.4293610642,
            5820976.236414694,
            4386639.8902595,
            1434336.3461551936
        ],
        [
            2332.60775,
            2215.398321,
            117.209429,
            5820.976236,
            4386.63989,
            1434.336346
        ],
        [
            1.258828,
            1.195574,
            0.063254,
            0.220485,
            0.205483,
            0.147474
        ],
        [
            169.48512,
            169.48512,
            169.48512,
            169.48512,
            169.48512,
            169.48512
        ],
        [
            -97614,
            -63676,
            -60157,
            -7473187,
            -5538480,
            -2753332
        ],
        [
            6.839134,
            10.879791,
            1.668839,
            1.323987,
            1.395271,
            1.208815
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            33.898305,
            33.333333,
            34.482759,
            33.898305,
            33.333333,
            34.482759
        ],
        [
            13.336311,
            21.759582,
            3.170795,
            2.581774,
            2.790542,
            2.296749
        ],
        [
            2020703,
            2020703,
            72836,
            5143294,
            5143294,
            2735231
        ],
        [
            -31487,
            -21468,
            -31487,
            -2410577,
            -2410577,
            -1287402
        ],
        [
            60,
            57,
            62,
            60,
            57,
            62
        ],
        [
            134,
            134,
            135,
            134,
            134,
            135
        ],
        [
            21,
            19,
            24,
            21,
            19,
            24
        ],
        [
            3554,
            1728,
            1826,
            3554,
            1728,
            1826
        ],
        [
            0,
            0,
            48.396072,
            0,
            0,
            48.396072
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163946,
            558311,
            -276612,
            -176484,
            119981,
            -647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267820656,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 15,
            "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)