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Trade: RSR/USDT/360/PWMA/SWMA/8511

Strategy
RSR/USDT/360/PWMA/SWMA/8511
Pair
RSR_USDT
Interval
6h
Score
370333
Daily Profit
0.180796
Profit Factor
1.986495
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-04 05:47
Expiration Time
2025-11-29 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285565.7221 337003.924 -51438.2018 -80594.2472 107413.2251 -188007.4723
Total P&L (%) 285.5657 337.0039 -51.4382 -80.5942 107.4132 -188.0075
Avg Daily Profit (%) 0.1532 0.1808 -0.0276 -0.0879 0.0391 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180985 -92617 -104388 -196117 -15297 -67986
Profit Factor 1.3444 1.9865 0.8945 0.7257 3.2481 0.2359
Total Trades 79 40 39 79 40 39
Winning Trades 36 19 17 36 19 17
Losing Trades 43 21 22 43 21 22
Profitability (%) 45.5696 47.5 43.5897 45.5696 47.5 43.5897
Ratio Avg Win / Avg Loss 1.6058 2.1956 1.1576 0.8668 3.59 0.3053
Largest Winning Trade 152606 152606 66906 99688 99688 18141
Largest Losing Trade -70035 -42041 -70035 -125562 -6249 -125562
Avg Bars in Trades 89 87 92 89 87 92
Avg Bars in Winners 114 99 130 114 99 130
Avg Bars in Losers 69 76 63 69 76 63
Bars Traded 7095 3495 3600 7095 3495 3600
Profit Streak 0 0 82.3662 0 0 82.3662
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -24313 370333 -581025 -613778 -135346 -582692
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7456,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1603821600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546037246,
    "expiration_time": 1764367488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "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": [
        [
            285565.7221255953,
            337003.9239716363,
            -51438.2018460409,
            -80594.2472468624,
            107413.225094305,
            -188007.4723411674
        ],
        [
            285.565722,
            337.003924,
            -51.438202,
            -80.594247,
            107.413225,
            -188.007472
        ],
        [
            0.1532,
            0.180796,
            -0.027596,
            -0.087923,
            0.039146,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180985,
            -92617,
            -104388,
            -196117,
            -15297,
            -67986
        ],
        [
            1.344378,
            1.986495,
            0.894508,
            0.725718,
            3.248122,
            0.235921
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            45.56962,
            47.5,
            43.589744,
            45.56962,
            47.5,
            43.589744
        ],
        [
            1.605785,
            2.195599,
            1.157599,
            0.866829,
            3.590029,
            0.30531
        ],
        [
            152606,
            152606,
            66906,
            99688,
            99688,
            18141
        ],
        [
            -70035,
            -42041,
            -70035,
            -125562,
            -6249,
            -125562
        ],
        [
            89,
            87,
            92,
            89,
            87,
            92
        ],
        [
            114,
            99,
            130,
            114,
            99,
            130
        ],
        [
            69,
            76,
            63,
            69,
            76,
            63
        ],
        [
            7095,
            3495,
            3600,
            7095,
            3495,
            3600
        ],
        [
            0,
            0,
            82.366172,
            0,
            0,
            82.366172
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24313,
            370333,
            -581025,
            -613778,
            -135346,
            -582692
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7456,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1603821600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546037246,
    "expiration_time": 1764367488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "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)