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Trade: RSR/USDT/480/MIDPOINT/SSF/9194

Strategy
RSR/USDT/480/MIDPOINT/SSF/9194
Pair
RSR_USDT
Interval
8h
Score
399816
Daily Profit
0.196339
Profit Factor
1.457339
Profitability
58.974359
Streak
32.350622
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-10-06 03:24
Expiration Time
2025-11-30 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366368.6139 333749.5943 32619.0195 -98682.2876 113609.1268 -212291.4144
Total P&L (%) 366.3686 333.7496 32.619 -98.6823 113.6091 -212.2914
Avg Daily Profit (%) 0.1963 0.1789 0.0175 -0.2317 0.0407 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115064 -79671 -146541 -622872 -65858 -591411
Profit Factor 1.4573 2.2428 1.0613 0.9084 1.4701 0.746
Total Trades 117 59 58 117 59 58
Winning Trades 69 37 32 55 31 24
Losing Trades 48 22 26 62 28 34
Profitability (%) 58.9744 62.7119 55.1724 47.0085 52.5424 41.3793
Ratio Avg Win / Avg Loss 1.0138 1.3335 0.8623 1.024 1.3279 1.0568
Largest Winning Trade 72098 70218 72098 198308 50597 198308
Largest Losing Trade -114392 -29469 -114392 -254745 -44680 -254745
Avg Bars in Trades 46 33 59 46 33 59
Avg Bars in Winners 36 28 46 48 32 69
Avg Bars in Losers 59 41 75 43 34 51
Bars Traded 5382 1956 3426 5382 1956 3426
Profit Streak 32.3506 32.3506 75.0173 32.3506 32.3506 75.0173
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399816 -163893 -505612 -578967 -313250 -761553
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5598,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601568000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759710293716,
    "expiration_time": 1764516672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "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": [
        [
            366368.6138624715,
            333749.594321546,
            32619.0195409255,
            -98682.2876273014,
            113609.1267628675,
            -212291.4143901688
        ],
        [
            366.368614,
            333.749594,
            32.61902,
            -98.682288,
            113.609127,
            -212.291414
        ],
        [
            0.196339,
            0.178858,
            0.017481,
            -0.231739,
            0.040682,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115064,
            -79671,
            -146541,
            -622872,
            -65858,
            -591411
        ],
        [
            1.457339,
            2.242781,
            1.061252,
            0.908413,
            1.470146,
            0.74601
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            69,
            37,
            32,
            55,
            31,
            24
        ],
        [
            48,
            22,
            26,
            62,
            28,
            34
        ],
        [
            58.974359,
            62.711864,
            55.172414,
            47.008547,
            52.542373,
            41.37931
        ],
        [
            1.013801,
            1.333546,
            0.862267,
            1.024029,
            1.327874,
            1.056848
        ],
        [
            72098,
            70218,
            72098,
            198308,
            50597,
            198308
        ],
        [
            -114392,
            -29469,
            -114392,
            -254745,
            -44680,
            -254745
        ],
        [
            46,
            33,
            59,
            46,
            33,
            59
        ],
        [
            36,
            28,
            46,
            48,
            32,
            69
        ],
        [
            59,
            41,
            75,
            43,
            34,
            51
        ],
        [
            5382,
            1956,
            3426,
            5382,
            1956,
            3426
        ],
        [
            32.350622,
            32.350622,
            75.017288,
            32.350622,
            32.350622,
            75.017288
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399816,
            -163893,
            -505612,
            -578967,
            -313250,
            -761553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5598,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601568000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759710293716,
    "expiration_time": 1764516672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "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)