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Trade: RSR/USDT/720/DCM/FWMA/9822

Strategy
RSR/USDT/720/DCM/FWMA/9822
Pair
RSR_USDT
Interval
12h
Score
359690
Daily Profit
0.248978
Profit Factor
2.698943
Profitability
40.816327
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-10-07 10:19
Expiration Time
2025-12-02 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 619042.7435 464966.5467 154076.1969 1733519.1526 1758627.1952 -25108.0427
Total P&L (%) 619.0427 464.9665 154.0762 1733.5192 1758.6272 -25.108
Avg Daily Profit (%) 0.3315 0.249 0.0825 0.1559 0.1566 -0.0155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70732 -81195 -56660 -1552544 -1258413 -1177339
Profit Factor 2.16 2.6989 1.5926 1.3017 1.6027 0.9911
Total Trades 97 49 48 97 49 48
Winning Trades 39 20 19 39 20 19
Losing Trades 58 29 29 58 29 29
Profitability (%) 40.2062 40.8163 39.5833 40.2062 40.8163 39.5833
Ratio Avg Win / Avg Loss 3.2122 3.9135 2.4308 1.9358 2.324 1.5128
Largest Winning Trade 251099 251099 72169 1646383 1646383 784642
Largest Losing Trade -27499 -27499 -25859 -617766 -485340 -617766
Avg Bars in Trades 35 27 42 35 27 42
Avg Bars in Winners 68 53 83 68 53 83
Avg Bars in Losers 12 10 15 12 10 15
Bars Traded 3412 1367 2045 3412 1367 2045
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349926 359690 -83780 191359 270111 -581962
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1607817600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759821567887,
    "expiration_time": 1764635760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 217,
            "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": [
        [
            619042.7435445192,
            464966.5466578053,
            154076.1968867136,
            1733519.1525620539,
            1758627.1952389362,
            -25108.0426768835
        ],
        [
            619.042744,
            464.966547,
            154.076197,
            1733.519153,
            1758.627195,
            -25.108043
        ],
        [
            0.331482,
            0.248978,
            0.082504,
            0.155882,
            0.156611,
            -0.015481
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70732,
            -81195,
            -56660,
            -1552544,
            -1258413,
            -1177339
        ],
        [
            2.15996,
            2.698943,
            1.59261,
            1.301665,
            1.602732,
            0.991124
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            40.206186,
            40.816327,
            39.583333,
            40.206186,
            40.816327,
            39.583333
        ],
        [
            3.212249,
            3.913467,
            2.430826,
            1.935809,
            2.323961,
            1.512768
        ],
        [
            251099,
            251099,
            72169,
            1646383,
            1646383,
            784642
        ],
        [
            -27499,
            -27499,
            -25859,
            -617766,
            -485340,
            -617766
        ],
        [
            35,
            27,
            42,
            35,
            27,
            42
        ],
        [
            68,
            53,
            83,
            68,
            53,
            83
        ],
        [
            12,
            10,
            15,
            12,
            10,
            15
        ],
        [
            3412,
            1367,
            2045,
            3412,
            1367,
            2045
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349926,
            359690,
            -83780,
            191359,
            270111,
            -581962
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1607817600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759821567887,
    "expiration_time": 1764635760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 217,
            "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)