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Trade: RSR/USDT/60/T3/SMA/9736

Strategy
RSR/USDT/60/T3/SMA/9736
Pair
RSR_USDT
Interval
1h
Score
449812
Daily Profit
0.399492
Profit Factor
1.544876
Profitability
45.876289
Streak
19.405477
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 17:43
Expiration Time
2025-12-24 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416139.2383 331977.1058 84162.1326 751020.4694 464021.0698 286999.3995
Total P&L (%) 416.1392 331.9771 84.1621 751.0205 464.0211 286.9994
Avg Daily Profit (%) 0.3995 0.3187 0.0808 0.2058 0.1662 0.13
Buy And Hold Return (%) 46.6 46.6 46.6 46.6 46.6 46.6
Max Trade Drawdown -101607 -48347 -118597 -920181 -591008 -543709
Profit Factor 1.5449 1.8391 1.2286 1.2041 1.2328 1.1702
Total Trades 194 97 97 194 97 97
Winning Trades 89 42 47 89 42 47
Losing Trades 105 55 50 105 55 50
Profitability (%) 45.8763 43.299 48.4536 45.8763 43.299 48.4536
Ratio Avg Win / Avg Loss 1.8226 2.4084 1.3071 1.4206 1.6144 1.2449
Largest Winning Trade 98225 98225 34268 341364 341364 306182
Largest Losing Trade -39665 -24673 -39665 -245417 -245417 -193704
Avg Bars in Trades 127 131 123 127 131 123
Avg Bars in Winners 176 196 158 176 196 158
Avg Bars in Losers 86 82 91 86 82 91
Bars Traded 24789 12780 12009 24789 12780 12009
Profit Streak 19.4055 19.4055 21.6138 19.4055 19.4055 21.6138
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449812 352151 -93960 290240 207844 -53707
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670104800000,
    "first_datapoint_time": 1670450400000,
    "last_datapoint_time": 1760104800000,
    "evaluation_time": 1760107433254,
    "expiration_time": 1766584800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 97,
            "offset": 0,
            "a": 0.72392
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 66,
            "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": [
        [
            416139.238322671,
            331977.105770233,
            84162.1325524377,
            751020.4693521967,
            464021.0698130006,
            286999.3995391959
        ],
        [
            416.139238,
            331.977106,
            84.162133,
            751.020469,
            464.02107,
            286.9994
        ],
        [
            0.399492,
            0.318697,
            0.080795,
            0.205772,
            0.16621,
            0.129996
        ],
        [
            46.6,
            46.6,
            46.6,
            46.6,
            46.6,
            46.6
        ],
        [
            -101607,
            -48347,
            -118597,
            -920181,
            -591008,
            -543709
        ],
        [
            1.544876,
            1.839124,
            1.228634,
            1.204124,
            1.232841,
            1.170187
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            45.876289,
            43.298969,
            48.453608,
            45.876289,
            43.298969,
            48.453608
        ],
        [
            1.822606,
            2.408376,
            1.307057,
            1.420595,
            1.614435,
            1.24488
        ],
        [
            98225,
            98225,
            34268,
            341364,
            341364,
            306182
        ],
        [
            -39665,
            -24673,
            -39665,
            -245417,
            -245417,
            -193704
        ],
        [
            127,
            131,
            123,
            127,
            131,
            123
        ],
        [
            176,
            196,
            158,
            176,
            196,
            158
        ],
        [
            86,
            82,
            91,
            86,
            82,
            91
        ],
        [
            24789,
            12780,
            12009,
            24789,
            12780,
            12009
        ],
        [
            19.405477,
            19.405477,
            21.613811,
            19.405477,
            19.405477,
            21.613811
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449812,
            352151,
            -93960,
            290240,
            207844,
            -53707
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670104800000,
    "first_datapoint_time": 1670450400000,
    "last_datapoint_time": 1760104800000,
    "evaluation_time": 1760107433254,
    "expiration_time": 1766584800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 97,
            "offset": 0,
            "a": 0.72392
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 66,
            "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)