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Trade: RSR/USDT/30/DCM/SSF/1530

Strategy
RSR/USDT/30/DCM/SSF/1530
Pair
RSR_USDT
Interval
30m
Score
451956
Daily Profit
0.265980
Profit Factor
1.751404
Profitability
57.317073
Streak
17.617468
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-10 12:49
Expiration Time
2025-12-24 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -33579.7943 53644.9386 -87224.7329 -116323.2719 298869.0271 -415192.2991
Total P&L (%) -33.5798 53.6449 -87.2247 -116.3233 298.869 -415.1923
Avg Daily Profit (%) -0.0645 0.103 -0.1675 0 0.266 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211906 -81881 -175322 -520778 -83140 -591398
Profit Factor 0.9651 1.1348 0.8458 0.9137 1.7514 0.5627
Total Trades 328 164 164 328 164 164
Winning Trades 153 76 77 180 94 86
Losing Trades 175 88 87 148 70 78
Profitability (%) 46.6463 46.3415 46.9512 54.878 57.3171 52.439
Ratio Avg Win / Avg Loss 1.1039 1.314 0.9556 0.7512 1.3042 0.5103
Largest Winning Trade 47850 47850 35341 54283 54283 36349
Largest Losing Trade -118927 -18468 -118927 -408751 -29089 -408751
Avg Bars in Trades 75 70 79 75 70 79
Avg Bars in Winners 76 71 82 74 71 78
Avg Bars in Losers 74 70 77 76 70 81
Bars Traded 24702 11596 13106 24702 11596 13106
Profit Streak 0 0 8.0341 2.9716 17.6175 0
Trades During Streak 0 0 1 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579269 -130508 -581554 -580174 451956 -580727
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715090400000,
    "first_datapoint_time": 1715389200000,
    "last_datapoint_time": 1760088600000,
    "evaluation_time": 1760089749265,
    "expiration_time": 1766568600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -33579.7942512248,
            53644.9386424964,
            -87224.7328937211,
            -116323.2719368482,
            298869.0271403528,
            -415192.2990772008
        ],
        [
            -33.579794,
            53.644939,
            -87.224733,
            -116.323272,
            298.869027,
            -415.192299
        ],
        [
            -0.064474,
            0.102999,
            -0.167473,
            0,
            0.26598,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211906,
            -81881,
            -175322,
            -520778,
            -83140,
            -591398
        ],
        [
            0.965149,
            1.134792,
            0.845769,
            0.913651,
            1.751404,
            0.562671
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            153,
            76,
            77,
            180,
            94,
            86
        ],
        [
            175,
            88,
            87,
            148,
            70,
            78
        ],
        [
            46.646341,
            46.341463,
            46.95122,
            54.878049,
            57.317073,
            52.439024
        ],
        [
            1.103929,
            1.313969,
            0.955609,
            0.751224,
            1.304237,
            0.51033
        ],
        [
            47850,
            47850,
            35341,
            54283,
            54283,
            36349
        ],
        [
            -118927,
            -18468,
            -118927,
            -408751,
            -29089,
            -408751
        ],
        [
            75,
            70,
            79,
            75,
            70,
            79
        ],
        [
            76,
            71,
            82,
            74,
            71,
            78
        ],
        [
            74,
            70,
            77,
            76,
            70,
            81
        ],
        [
            24702,
            11596,
            13106,
            24702,
            11596,
            13106
        ],
        [
            0,
            0,
            8.034135,
            2.971635,
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            0
        ],
        [
            0,
            0,
            1,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -579269,
            -130508,
            -581554,
            -580174,
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            -580727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715090400000,
    "first_datapoint_time": 1715389200000,
    "last_datapoint_time": 1760088600000,
    "evaluation_time": 1760089749265,
    "expiration_time": 1766568600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 3
        }
    }
}

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)