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Trade: RSR/USDT/720/HWMA/ALMA/1234

Strategy
RSR/USDT/720/HWMA/ALMA/1234
Pair
RSR_USDT
Interval
12h
Score
377272
Daily Profit
0.210856
Profit Factor
1.239161
Profitability
50.825083
Streak
12.307245
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-03 22:22
Expiration Time
2025-11-28 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393036.2895 351387.0379 41649.2516 -44477.7551 74756.5367 -119234.2918
Total P&L (%) 393.0363 351.387 41.6493 -44.4778 74.7565 -119.2343
Avg Daily Profit (%) 0.2109 0.1885 0.0223 -0.0316 0.03 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -266393 -137085 -179277 -250063 -151666 -134045
Profit Factor 1.2392 1.4742 1.0462 0.9649 1.138 0.8354
Total Trades 303 152 151 303 152 151
Winning Trades 154 71 83 154 71 83
Losing Trades 149 81 68 149 81 68
Profitability (%) 50.8251 46.7105 54.9669 50.8251 46.7105 54.9669
Ratio Avg Win / Avg Loss 1.1989 1.6819 0.8571 0.9335 1.2983 0.6845
Largest Winning Trade 111586 111586 42844 67060 67060 45539
Largest Losing Trade -64364 -39048 -64364 -85459 -85459 -72102
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 3521 1768 1753 3521 1768 1753
Profit Streak 12.3072 12.3072 53.3072 12.3072 12.3072 53.3072
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377272 347068 -333888 -577724 -221743 -578148
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519345956,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.13092,
            "nc": 0.91782
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 202,
            "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": [
        [
            393036.2895238522,
            351387.0378865337,
            41649.2516373188,
            -44477.7551288345,
            74756.5366598779,
            -119234.2917887125
        ],
        [
            393.03629,
            351.387038,
            41.649252,
            -44.477755,
            74.756537,
            -119.234292
        ],
        [
            0.210856,
            0.188512,
            0.022344,
            -0.031561,
            0.029952,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -266393,
            -137085,
            -179277,
            -250063,
            -151666,
            -134045
        ],
        [
            1.239161,
            1.474243,
            1.046151,
            0.964875,
            1.137996,
            0.835431
        ],
        [
            303,
            152,
            151,
            303,
            152,
            151
        ],
        [
            154,
            71,
            83,
            154,
            71,
            83
        ],
        [
            149,
            81,
            68,
            149,
            81,
            68
        ],
        [
            50.825083,
            46.710526,
            54.966887,
            50.825083,
            46.710526,
            54.966887
        ],
        [
            1.198928,
            1.681882,
            0.857088,
            0.933547,
            1.298278,
            0.68445
        ],
        [
            111586,
            111586,
            42844,
            67060,
            67060,
            45539
        ],
        [
            -64364,
            -39048,
            -64364,
            -85459,
            -85459,
            -72102
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            3521,
            1768,
            1753,
            3521,
            1768,
            1753
        ],
        [
            12.307245,
            12.307245,
            53.307245,
            12.307245,
            12.307245,
            53.307245
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377272,
            347068,
            -333888,
            -577724,
            -221743,
            -578148
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519345956,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.13092,
            "nc": 0.91782
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 202,
            "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)