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Trade: RUNE/USDT/720/SSF/HILO/7181

Strategy
RUNE/USDT/720/SSF/HILO/7181
Pair
RUNE_USDT
Interval
12h
Score
492150
Daily Profit
0.363213
Profit Factor
2.477216
Profitability
48.863636
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-28 03:48
Expiration Time
2025-11-18 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 664447.081 670853.6166 -6406.5356 179782.7773 294273.4593 -114490.682
Total P&L (%) 664.4471 670.8536 -6.4065 179.7828 294.2735 -114.4907
Avg Daily Profit (%) 0.3597 0.3632 -0.0035 0.0557 0.0743 0
Buy And Hold Return (%) 86.4987 86.4987 86.4987 86.4987 86.4987 86.4987
Max Trade Drawdown -149156 -64689 -177967 -372965 -351935 -281747
Profit Factor 1.5865 2.4772 0.9906 1.0783 1.3 0.9129
Total Trades 176 88 88 176 88 88
Winning Trades 94 43 51 94 43 51
Losing Trades 82 45 37 82 45 37
Profitability (%) 53.4091 48.8636 57.9545 53.4091 48.8636 57.9545
Ratio Avg Win / Avg Loss 1.384 2.5924 0.7186 0.9407 1.3604 0.6623
Largest Winning Trade 220080 220080 65900 191003 148723 191003
Largest Losing Trade -63517 -36503 -63517 -220540 -133876 -220540
Avg Bars in Trades 20 17 23 20 17 23
Avg Bars in Winners 24 21 27 24 21 27
Avg Bars in Losers 15 12 19 15 12 19
Bars Traded 3623 1523 2099 3623 1523 2099
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 463649 492150 -579787 -259264 -96888 -579787
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759020511272,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
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            670853.6166211949,
            -6406.5355770519,
            179782.7772667328,
            294273.4593037754,
            -114490.6820370431
        ],
        [
            664.447081,
            670.853617,
            -6.406536,
            179.782777,
            294.273459,
            -114.490682
        ],
        [
            0.359744,
            0.363213,
            -0.003469,
            0.055719,
            0.074303,
            0
        ],
        [
            86.498678,
            86.498678,
            86.498678,
            86.498678,
            86.498678,
            86.498678
        ],
        [
            -149156,
            -64689,
            -177967,
            -372965,
            -351935,
            -281747
        ],
        [
            1.586483,
            2.477216,
            0.990562,
            1.078335,
            1.299969,
            0.912871
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            94,
            43,
            51,
            94,
            43,
            51
        ],
        [
            82,
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            37,
            82,
            45,
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        ],
        [
            53.409091,
            48.863636,
            57.954545,
            53.409091,
            48.863636,
            57.954545
        ],
        [
            1.383954,
            2.592435,
            0.718643,
            0.940675,
            1.360433,
            0.662279
        ],
        [
            220080,
            220080,
            65900,
            191003,
            148723,
            191003
        ],
        [
            -63517,
            -36503,
            -63517,
            -220540,
            -133876,
            -220540
        ],
        [
            20,
            17,
            23,
            20,
            17,
            23
        ],
        [
            24,
            21,
            27,
            24,
            21,
            27
        ],
        [
            15,
            12,
            19,
            15,
            12,
            19
        ],
        [
            3623,
            1523,
            2099,
            3623,
            1523,
            2099
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
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            1.45,
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        ],
        [
            463649,
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            -259264,
            -96888,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759020511272,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)