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Trade: RSR/USDT/720/MIDPOINT/ZLMA/1042

Strategy
RSR/USDT/720/MIDPOINT/ZLMA/1042
Pair
RSR_USDT
Interval
12h
Score
372252
Daily Profit
0.189355
Profit Factor
1.726667
Profitability
55.421687
Streak
0.000000
Best Strategy
Training Data Length
1861.500000
Evaluation Time
2025-10-01 04:24
Expiration Time
2025-11-25 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404167.9087 352484.8495 51683.0592 -234318.8743 73501.0553 -307819.9296
Total P&L (%) 404.1679 352.4848 51.6831 -234.3189 73.5011 -307.8199
Avg Daily Profit (%) 0.2171 0.1894 0.0278 0 0.0296 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168614 -144910 -145958 -475319 -218882 -374472
Profit Factor 1.3873 1.7267 1.0925 0.8261 1.1257 0.5963
Total Trades 165 83 82 165 83 82
Winning Trades 99 46 53 70 38 32
Losing Trades 66 37 29 95 45 50
Profitability (%) 60 55.4217 64.6341 42.4242 45.7831 39.0244
Ratio Avg Win / Avg Loss 0.9249 1.3888 0.5978 1.1211 1.3331 0.9318
Largest Winning Trade 143885 143885 47917 146661 146661 94498
Largest Losing Trade -132085 -46443 -132085 -195841 -57671 -195841
Avg Bars in Trades 21 16 26 21 16 26
Avg Bars in Winners 21 15 26 19 15 25
Avg Bars in Losers 22 17 28 22 16 28
Bars Traded 3553 1344 2209 3553 1344 2209
Profit Streak 0 0 49.059 5.559 32.059 0
Trades During Streak 0 0 3 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329637 372252 -277993 -580209 -236266 -589226
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3723,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281897928,
    "expiration_time": 1764101808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 76,
            "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": [
        [
            404167.9087122082,
            352484.8494940799,
            51683.0592181286,
            -234318.8742526047,
            73501.055347286,
            -307819.9295998907
        ],
        [
            404.167909,
            352.484849,
            51.683059,
            -234.318874,
            73.501055,
            -307.81993
        ],
        [
            0.217119,
            0.189355,
            0.027764,
            0,
            0.029605,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168614,
            -144910,
            -145958,
            -475319,
            -218882,
            -374472
        ],
        [
            1.387303,
            1.726667,
            1.092543,
            0.826069,
            1.125718,
            0.596325
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            99,
            46,
            53,
            70,
            38,
            32
        ],
        [
            66,
            37,
            29,
            95,
            45,
            50
        ],
        [
            60,
            55.421687,
            64.634146,
            42.424242,
            45.783133,
            39.02439
        ],
        [
            0.924869,
            1.388841,
            0.597807,
            1.121093,
            1.333087,
            0.931757
        ],
        [
            143885,
            143885,
            47917,
            146661,
            146661,
            94498
        ],
        [
            -132085,
            -46443,
            -132085,
            -195841,
            -57671,
            -195841
        ],
        [
            21,
            16,
            26,
            21,
            16,
            26
        ],
        [
            21,
            15,
            26,
            19,
            15,
            25
        ],
        [
            22,
            17,
            28,
            22,
            16,
            28
        ],
        [
            3553,
            1344,
            2209,
            3553,
            1344,
            2209
        ],
        [
            0,
            0,
            49.059004,
            5.559004,
            32.059004,
            0
        ],
        [
            0,
            0,
            3,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329637,
            372252,
            -277993,
            -580209,
            -236266,
            -589226
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3723,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281897928,
    "expiration_time": 1764101808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 76,
            "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)