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Trade: RUNE/USDT/720/WMA/DCM/9769

Strategy
RUNE/USDT/720/WMA/DCM/9769
Pair
RUNE_USDT
Interval
12h
Score
598488
Daily Profit
0.518928
Profit Factor
5.298072
Profitability
43.750000
Streak
4.567707
Best Strategy
Training Data Length
1852.500000
Evaluation Time
2025-09-30 04:37
Expiration Time
2025-11-24 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1019410.7299 961313.9591 58096.7708 1806051.9954 1018681.0486 787370.9468
Total P&L (%) 1019.4107 961.314 58.0968 1806.052 1018.681 787.3709
Avg Daily Profit (%) 0.5503 0.5189 0.0314 0.1592 0.1304 0.1179
Buy And Hold Return (%) 126.5041 126.5041 126.5041 126.5041 126.5041 126.5041
Max Trade Drawdown -143470 -74132 -88718 -7631028 -4709622 -3669152
Profit Factor 3.0071 5.2981 1.2044 1.1424 1.143 1.1415
Total Trades 64 32 32 64 32 32
Winning Trades 27 14 13 27 14 13
Losing Trades 37 18 19 37 18 19
Profitability (%) 42.1875 43.75 40.625 42.1875 43.75 40.625
Ratio Avg Win / Avg Loss 4.1209 6.8118 1.7603 1.5654 1.4696 1.6684
Largest Winning Trade 658232 658232 75592 2628586 2628586 1683606
Largest Losing Trade -51665 -34435 -51665 -3166501 -3166501 -2355267
Avg Bars in Trades 56 54 57 56 54 57
Avg Bars in Winners 99 91 108 99 91 108
Avg Bars in Losers 24 25 23 24 25 23
Bars Traded 3594 1748 1846 3594 1748 1846
Profit Streak 2.0677 4.5677 0 2.0677 4.5677 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132053 598488 -319836 -203969 -83845 -103123
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3705,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759196249883,
    "expiration_time": 1763992080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 21,
            "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": [
        [
            1019410.7299207146,
            961313.9591263419,
            58096.7707943731,
            1806051.9954305494,
            1018681.0486197858,
            787370.9468107654
        ],
        [
            1019.41073,
            961.313959,
            58.096771,
            1806.051995,
            1018.681049,
            787.370947
        ],
        [
            0.550289,
            0.518928,
            0.031361,
            0.159242,
            0.130435,
            0.117915
        ],
        [
            126.504129,
            126.504129,
            126.504129,
            126.504129,
            126.504129,
            126.504129
        ],
        [
            -143470,
            -74132,
            -88718,
            -7631028,
            -4709622,
            -3669152
        ],
        [
            3.00711,
            5.298072,
            1.204395,
            1.142351,
            1.14301,
            1.141507
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            42.1875,
            43.75,
            40.625,
            42.1875,
            43.75,
            40.625
        ],
        [
            4.120854,
            6.811806,
            1.760269,
            1.565444,
            1.469584,
            1.668356
        ],
        [
            658232,
            658232,
            75592,
            2628586,
            2628586,
            1683606
        ],
        [
            -51665,
            -34435,
            -51665,
            -3166501,
            -3166501,
            -2355267
        ],
        [
            56,
            54,
            57,
            56,
            54,
            57
        ],
        [
            99,
            91,
            108,
            99,
            91,
            108
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            3594,
            1748,
            1846,
            3594,
            1748,
            1846
        ],
        [
            2.067707,
            4.567707,
            0,
            2.067707,
            4.567707,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132053,
            598488,
            -319836,
            -203969,
            -83845,
            -103123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3705,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759196249883,
    "expiration_time": 1763992080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 21,
            "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)