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Trade: RSR/USDT/30/MIDPOINT/WMA/5165

Strategy
RSR/USDT/30/MIDPOINT/WMA/5165
Pair
RSR_USDT
Interval
30m
Score
323032
Daily Profit
0.183410
Profit Factor
1.433215
Profitability
55.319149
Streak
10.327609
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-30 13:21
Expiration Time
2025-12-14 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126604.9421 114810.5166 11794.4255 -20587.4108 159705.7995 -180293.2102
Total P&L (%) 126.6049 114.8105 11.7944 -20.5874 159.7058 -180.2932
Avg Daily Profit (%) 0.2431 0.2204 0.0226 -0.0442 0.1834 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114941 -41275 -144815 -275851 -62294 -320716
Profit Factor 1.1717 1.3808 1.0271 0.9803 1.4332 0.733
Total Trades 282 141 141 282 141 141
Winning Trades 150 78 72 150 78 72
Losing Trades 132 63 69 132 63 69
Profitability (%) 53.1915 55.3191 51.0638 53.1915 55.3191 51.0638
Ratio Avg Win / Avg Loss 1.0311 1.1153 0.9843 0.8626 1.1576 0.7025
Largest Winning Trade 31759 30366 31759 57195 49079 57195
Largest Losing Trade -76555 -21383 -76555 -157622 -26913 -157622
Avg Bars in Trades 87 82 93 87 82 93
Avg Bars in Winners 84 75 94 84 75 94
Avg Bars in Losers 90 89 91 90 89 91
Bars Traded 24709 11564 13145 24709 11564 13145
Profit Streak 10.3276 10.3276 11.9318 10.3276 10.3276 11.9318
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -20806 322901 -464517 -577920 323032 -580302
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714228200000,
    "first_datapoint_time": 1714573800000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759227705419,
    "expiration_time": 1765706400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 121,
            "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": [
        [
            126604.9421062258,
            114810.5165738176,
            11794.4255324082,
            -20587.4107548254,
            159705.799480487,
            -180293.2102353127
        ],
        [
            126.604942,
            114.810517,
            11.794426,
            -20.587411,
            159.705799,
            -180.29321
        ],
        [
            0.243083,
            0.220438,
            0.022645,
            -0.044249,
            0.18341,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114941,
            -41275,
            -144815,
            -275851,
            -62294,
            -320716
        ],
        [
            1.171704,
            1.380831,
            1.027059,
            0.980278,
            1.433215,
            0.732992
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            150,
            78,
            72,
            150,
            78,
            72
        ],
        [
            132,
            63,
            69,
            132,
            63,
            69
        ],
        [
            53.191489,
            55.319149,
            51.06383,
            53.191489,
            55.319149,
            51.06383
        ],
        [
            1.031099,
            1.115287,
            0.984265,
            0.862645,
            1.157597,
            0.70245
        ],
        [
            31759,
            30366,
            31759,
            57195,
            49079,
            57195
        ],
        [
            -76555,
            -21383,
            -76555,
            -157622,
            -26913,
            -157622
        ],
        [
            87,
            82,
            93,
            87,
            82,
            93
        ],
        [
            84,
            75,
            94,
            84,
            75,
            94
        ],
        [
            90,
            89,
            91,
            90,
            89,
            91
        ],
        [
            24709,
            11564,
            13145,
            24709,
            11564,
            13145
        ],
        [
            10.327609,
            10.327609,
            11.931776,
            10.327609,
            10.327609,
            11.931776
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20806,
            322901,
            -464517,
            -577920,
            323032,
            -580302
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714228200000,
    "first_datapoint_time": 1714573800000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759227705419,
    "expiration_time": 1765706400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 121,
            "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)