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Trade: RUNE/USDT/720/SWMA/OHLC4/4792

Strategy
RUNE/USDT/720/SWMA/OHLC4/4792
Pair
RUNE_USDT
Interval
12h
Score
479559
Daily Profit
0.620243
Profit Factor
5.933520
Profitability
34.090909
Streak
0.000000
Best Strategy
Training Data Length
1853.500000
Evaluation Time
2025-10-01 07:50
Expiration Time
2025-11-25 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1245213.6673 1149620.8257 95592.8416 4992278.5383 4513644.3266 478634.2117
Total P&L (%) 1245.2137 1149.6208 95.5928 4992.2785 4513.6443 478.6342
Avg Daily Profit (%) 0.6718 0.6202 0.0516 0.2123 0.2069 0.0948
Buy And Hold Return (%) 191.2646 191.2646 191.2646 191.2646 191.2646 191.2646
Max Trade Drawdown -83133 -55942 -80012 -4017743 -2853267 -2773019
Profit Factor 3.5991 5.9335 1.3885 1.3383 1.5847 1.068
Total Trades 87 44 43 87 44 43
Winning Trades 29 15 14 29 15 14
Losing Trades 58 29 29 58 29 29
Profitability (%) 33.3333 34.0909 32.5581 33.3333 34.0909 32.5581
Ratio Avg Win / Avg Loss 7.1983 11.4715 2.8762 2.6765 3.0637 2.2123
Largest Winning Trade 816470 816470 78753 4144528 4144528 1953351
Largest Losing Trade -25957 -21787 -25957 -1018692 -1018692 -981312
Avg Bars in Trades 40 39 42 40 39 42
Avg Bars in Winners 94 88 101 94 88 101
Avg Bars in Losers 14 13 14 14 13 14
Bars Traded 3556 1731 1825 3556 1731 1825
Profit Streak 0 0 49.2014 0 0 49.2014
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441450 479559 -294251 119600 176512 -220801
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3707,
    "evaluation_days": 1853.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759294203327,
    "expiration_time": 1764081072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            1245213.667293236,
            1149620.8257213992,
            95592.8415718368,
            4992278.538263517,
            4513644.3265610505,
            478634.2117024692
        ],
        [
            1245.213667,
            1149.620826,
            95.592842,
            4992.278538,
            4513.644327,
            478.634212
        ],
        [
            0.671817,
            0.620243,
            0.051574,
            0.212273,
            0.206936,
            0.094758
        ],
        [
            191.264601,
            191.264601,
            191.264601,
            191.264601,
            191.264601,
            191.264601
        ],
        [
            -83133,
            -55942,
            -80012,
            -4017743,
            -2853267,
            -2773019
        ],
        [
            3.599143,
            5.93352,
            1.388488,
            1.338252,
            1.584655,
            1.067999
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            33.333333,
            34.090909,
            32.55814,
            33.333333,
            34.090909,
            32.55814
        ],
        [
            7.198286,
            11.471473,
            2.876154,
            2.676505,
            3.063666,
            2.212283
        ],
        [
            816470,
            816470,
            78753,
            4144528,
            4144528,
            1953351
        ],
        [
            -25957,
            -21787,
            -25957,
            -1018692,
            -1018692,
            -981312
        ],
        [
            40,
            39,
            42,
            40,
            39,
            42
        ],
        [
            94,
            88,
            101,
            94,
            88,
            101
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            3556,
            1731,
            1825,
            3556,
            1731,
            1825
        ],
        [
            0,
            0,
            49.201427,
            0,
            0,
            49.201427
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441450,
            479559,
            -294251,
            119600,
            176512,
            -220801
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3707,
    "evaluation_days": 1853.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759294203327,
    "expiration_time": 1764081072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)