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Trade: RSR/USDT/30/VWMA/MIDPRICE/4192

Strategy
RSR/USDT/30/VWMA/MIDPRICE/4192
Pair
RSR_USDT
Interval
30m
Score
332344
Daily Profit
0.392387
Profit Factor
1.373238
Profitability
42.105263
Streak
17.431455
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-08 08:21
Expiration Time
2025-12-22 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 204367.0546 162689.6506 41677.4039 141463.2998 178636.0604 -37172.7606
Total P&L (%) 204.3671 162.6897 41.6774 141.4633 178.6361 -37.1728
Avg Daily Profit (%) 0.3924 0.3124 0.08 0.1694 0.1969 -0.0892
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102427 -49881 -86668 -310245 -165755 -235129
Profit Factor 1.3732 1.5794 1.1562 1.1074 1.2723 0.9437
Total Trades 171 86 85 171 86 85
Winning Trades 72 33 39 72 33 39
Losing Trades 99 53 46 99 53 46
Profitability (%) 42.1053 38.3721 45.8824 42.1053 38.3721 45.8824
Ratio Avg Win / Avg Loss 1.8882 2.5366 1.3638 1.5227 2.0434 1.1131
Largest Winning Trade 102149 102149 29085 170261 170261 68272
Largest Losing Trade -35282 -23633 -35282 -118879 -61984 -118879
Avg Bars in Trades 142 135 149 142 135 149
Avg Bars in Winners 222 207 234 222 207 234
Avg Bars in Losers 84 90 77 84 90 77
Bars Traded 24386 11670 12717 24386 11670 12717
Profit Streak 17.4315 17.4315 29.8481 17.4315 17.4315 29.8481
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332344 238927 -138337 -95547 135853 -580604
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714901400000,
    "first_datapoint_time": 1715304600000,
    "last_datapoint_time": 1759899600000,
    "evaluation_time": 1759900877752,
    "expiration_time": 1766379600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "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": [
        [
            204367.05455534,
            162689.6506410702,
            41677.4039142697,
            141463.2997891269,
            178636.060364035,
            -37172.7605749081
        ],
        [
            204.367055,
            162.689651,
            41.677404,
            141.4633,
            178.63606,
            -37.172761
        ],
        [
            0.392387,
            0.312366,
            0.080021,
            0.169401,
            0.196944,
            -0.089199
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102427,
            -49881,
            -86668,
            -310245,
            -165755,
            -235129
        ],
        [
            1.373238,
            1.57937,
            1.156243,
            1.107441,
            1.272284,
            0.943728
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            99,
            53,
            46,
            99,
            53,
            46
        ],
        [
            42.105263,
            38.372093,
            45.882353,
            42.105263,
            38.372093,
            45.882353
        ],
        [
            1.888202,
            2.536564,
            1.363774,
            1.522731,
            2.043364,
            1.113115
        ],
        [
            102149,
            102149,
            29085,
            170261,
            170261,
            68272
        ],
        [
            -35282,
            -23633,
            -35282,
            -118879,
            -61984,
            -118879
        ],
        [
            142,
            135,
            149,
            142,
            135,
            149
        ],
        [
            222,
            207,
            234,
            222,
            207,
            234
        ],
        [
            84,
            90,
            77,
            84,
            90,
            77
        ],
        [
            24386,
            11670,
            12717,
            24386,
            11670,
            12717
        ],
        [
            17.431455,
            17.431455,
            29.848122,
            17.431455,
            17.431455,
            29.848122
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332344,
            238927,
            -138337,
            -95547,
            135853,
            -580604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714901400000,
    "first_datapoint_time": 1715304600000,
    "last_datapoint_time": 1759899600000,
    "evaluation_time": 1759900877752,
    "expiration_time": 1766379600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "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)