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Trade: RUNE/USDT/720/T3/VWMA/9189

Strategy
RUNE/USDT/720/T3/VWMA/9189
Pair
RUNE_USDT
Interval
12h
Score
628921
Daily Profit
0.477835
Profit Factor
3.997447
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-12 03:16
Expiration Time
2025-12-06 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 978771.645 890683.7369 88087.9081 1689499.9546 738325.5626 951174.392
Total P&L (%) 978.7716 890.6837 88.0879 1689.5 738.3256 951.1744
Avg Daily Profit (%) 0.5251 0.4778 0.0473 0.1549 0.1141 0.1263
Buy And Hold Return (%) 62.7119 62.7119 62.7119 62.7119 62.7119 62.7119
Max Trade Drawdown -130941 -48276 -109206 -3223144 -1691071 -2314062
Profit Factor 2.4175 3.9974 1.224 1.2622 1.2172 1.3124
Total Trades 71 36 35 71 36 35
Winning Trades 33 18 15 33 18 15
Losing Trades 38 18 20 38 18 20
Profitability (%) 46.4789 50 42.8571 46.4789 50 42.8571
Ratio Avg Win / Avg Loss 2.7838 3.9974 1.6319 1.4534 1.2172 1.7499
Largest Winning Trade 215041 215041 78408 1394240 1394240 918347
Largest Losing Trade -80767 -37045 -80767 -1299237 -879940 -1299237
Avg Bars in Trades 51 58 43 51 58 43
Avg Bars in Winners 78 85 70 78 85 70
Avg Bars in Losers 27 32 22 27 32 22
Bars Traded 3638 2119 1519 3638 2119 1519
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 -77224 628921 -171742 -85142 -40635 -25524
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228194664,
    "expiration_time": 1765015488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 40,
            "offset": 0,
            "a": 0.63933
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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": [
        [
            978771.645011628,
            890683.7369199957,
            88087.9080916319,
            1689499.954601016,
            738325.562635585,
            951174.3919654312
        ],
        [
            978.771645,
            890.683737,
            88.087908,
            1689.499955,
            738.325563,
            951.174392
        ],
        [
            0.525092,
            0.477835,
            0.047257,
            0.154869,
            0.114134,
            0.126286
        ],
        [
            62.711864,
            62.711864,
            62.711864,
            62.711864,
            62.711864,
            62.711864
        ],
        [
            -130941,
            -48276,
            -109206,
            -3223144,
            -1691071,
            -2314062
        ],
        [
            2.417534,
            3.997447,
            1.223956,
            1.262182,
            1.217193,
            1.312415
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            46.478873,
            50,
            42.857143,
            46.478873,
            50,
            42.857143
        ],
        [
            2.783827,
            3.997447,
            1.631941,
            1.453422,
            1.217193,
            1.749887
        ],
        [
            215041,
            215041,
            78408,
            1394240,
            1394240,
            918347
        ],
        [
            -80767,
            -37045,
            -80767,
            -1299237,
            -879940,
            -1299237
        ],
        [
            51,
            58,
            43,
            51,
            58,
            43
        ],
        [
            78,
            85,
            70,
            78,
            85,
            70
        ],
        [
            27,
            32,
            22,
            27,
            32,
            22
        ],
        [
            3638,
            2119,
            1519,
            3638,
            2119,
            1519
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77224,
            628921,
            -171742,
            -85142,
            -40635,
            -25524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228194664,
    "expiration_time": 1765015488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 40,
            "offset": 0,
            "a": 0.63933
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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)