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Trade: RSR/USDT/480/MIDPRICE/JMA/6323

Strategy
RSR/USDT/480/MIDPRICE/JMA/6323
Pair
RSR_USDT
Interval
8h
Score
417144
Daily Profit
0.237528
Profit Factor
1.552040
Profitability
58.771930
Streak
15.559576
Best Strategy
Training Data Length
1872.330000
Evaluation Time
2025-10-12 08:25
Expiration Time
2025-12-07 06:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 444731.0943 306201.5881 138529.5063 104383.13 266311.0856 -161927.9556
Total P&L (%) 444.7311 306.2016 138.5295 104.3831 266.3111 -161.928
Avg Daily Profit (%) 0.2375 0.1635 0.074 0.0382 0.0694 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118583 -92372 -97859 -877139 -714987 -1073188
Profit Factor 1.552 1.8225 1.3197 1.0215 1.1203 0.9387
Total Trades 114 57 57 114 57 57
Winning Trades 67 32 35 67 32 35
Losing Trades 47 25 22 47 25 22
Profitability (%) 58.7719 56.1404 61.4035 58.7719 56.1404 61.4035
Ratio Avg Win / Avg Loss 1.0887 1.4238 0.8295 0.7166 0.8752 0.59
Largest Winning Trade 99919 99919 56201 445460 445460 312949
Largest Losing Trade -68110 -36180 -68110 -632518 -373518 -632518
Avg Bars in Trades 46 33 60 46 33 60
Avg Bars in Winners 42 34 49 42 34 49
Avg Bars in Losers 53 33 76 53 33 76
Bars Traded 5341 1917 3423 5341 1917 3423
Profit Streak 15.5596 0 82.8929 15.5596 0 82.8929
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417144 -169603 -273233 -338407 -369431 -758393
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5617,
    "evaluation_days": 1872.33,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760246747401,
    "expiration_time": 1765080288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 226,
            "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": [
        [
            444731.0943086013,
            306201.5880527288,
            138529.506255873,
            104383.1300160034,
            266311.0855671624,
            -161927.9555511591
        ],
        [
            444.731094,
            306.201588,
            138.529506,
            104.38313,
            266.311086,
            -161.927956
        ],
        [
            0.237528,
            0.16354,
            0.073988,
            0.038186,
            0.069366,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118583,
            -92372,
            -97859,
            -877139,
            -714987,
            -1073188
        ],
        [
            1.55204,
            1.822465,
            1.319695,
            1.021506,
            1.120309,
            0.938668
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            58.77193,
            56.140351,
            61.403509,
            58.77193,
            56.140351,
            61.403509
        ],
        [
            1.088744,
            1.423801,
            0.829523,
            0.716579,
            0.875241,
            0.59002
        ],
        [
            99919,
            99919,
            56201,
            445460,
            445460,
            312949
        ],
        [
            -68110,
            -36180,
            -68110,
            -632518,
            -373518,
            -632518
        ],
        [
            46,
            33,
            60,
            46,
            33,
            60
        ],
        [
            42,
            34,
            49,
            42,
            34,
            49
        ],
        [
            53,
            33,
            76,
            53,
            33,
            76
        ],
        [
            5341,
            1917,
            3423,
            5341,
            1917,
            3423
        ],
        [
            15.559576,
            0,
            82.89291,
            15.559576,
            0,
            82.89291
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417144,
            -169603,
            -273233,
            -338407,
            -369431,
            -758393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5617,
    "evaluation_days": 1872.33,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760246747401,
    "expiration_time": 1765080288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 226,
            "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)