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Trade: RSR/USDT/30/SINWMA/MIDPOINT/8585

Strategy
RSR/USDT/30/SINWMA/MIDPOINT/8585
Pair
RSR_USDT
Interval
30m
Score
314034
Daily Profit
0.302506
Profit Factor
1.367847
Profitability
44.274809
Streak
20.029327
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-11 12:42
Expiration Time
2025-12-25 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 157554.3259 125190.1816 32364.1443 87330.6294 72462.7134 14867.916
Total P&L (%) 157.5543 125.1902 32.3641 87.3306 72.4627 14.8679
Avg Daily Profit (%) 0.3025 0.2404 0.0621 0.1206 0.1047 0.0266
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98864 -70332 -55641 -252848 -180898 -105901
Profit Factor 1.3678 1.5299 1.1685 1.1065 1.1626 1.0398
Total Trades 131 66 65 131 66 65
Winning Trades 58 27 31 58 27 31
Losing Trades 73 39 34 73 39 34
Profitability (%) 44.2748 40.9091 47.6923 44.2748 40.9091 47.6923
Ratio Avg Win / Avg Loss 1.7216 2.2098 1.2816 1.3927 1.6792 1.1404
Largest Winning Trade 97041 97041 30935 138161 138161 55379
Largest Losing Trade -22505 -21646 -22505 -58920 -45571 -58920
Avg Bars in Trades 186 184 187 186 184 187
Avg Bars in Winners 267 289 248 267 289 248
Avg Bars in Losers 121 112 132 121 112 132
Bars Traded 24384 12193 12191 24384 12193 12191
Profit Streak 20.0293 20.0293 22.7377 20.0293 20.0293 22.7377
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314034 -117440 -280612 -136734 -221823 -481037
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715176800000,
    "first_datapoint_time": 1715580000000,
    "last_datapoint_time": 1760175000000,
    "evaluation_time": 1760175733850,
    "expiration_time": 1766655000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 117,
            "offset": 108
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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": [
        [
            157554.3258928258,
            125190.1815940762,
            32364.1442987497,
            87330.629376866,
            72462.71337917,
            14867.9159976958
        ],
        [
            157.554326,
            125.190182,
            32.364144,
            87.330629,
            72.462713,
            14.867916
        ],
        [
            0.302506,
            0.240367,
            0.06214,
            0.120593,
            0.104698,
            0.026617
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98864,
            -70332,
            -55641,
            -252848,
            -180898,
            -105901
        ],
        [
            1.367847,
            1.529882,
            1.168516,
            1.106538,
            1.162553,
            1.039761
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            44.274809,
            40.909091,
            47.692308,
            44.274809,
            40.909091,
            47.692308
        ],
        [
            1.7216,
            2.209829,
            1.281598,
            1.392712,
            1.679244,
            1.140383
        ],
        [
            97041,
            97041,
            30935,
            138161,
            138161,
            55379
        ],
        [
            -22505,
            -21646,
            -22505,
            -58920,
            -45571,
            -58920
        ],
        [
            186,
            184,
            187,
            186,
            184,
            187
        ],
        [
            267,
            289,
            248,
            267,
            289,
            248
        ],
        [
            121,
            112,
            132,
            121,
            112,
            132
        ],
        [
            24384,
            12193,
            12191,
            24384,
            12193,
            12191
        ],
        [
            20.029327,
            20.029327,
            22.73766,
            20.029327,
            20.029327,
            22.73766
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314034,
            -117440,
            -280612,
            -136734,
            -221823,
            -481037
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715176800000,
    "first_datapoint_time": 1715580000000,
    "last_datapoint_time": 1760175000000,
    "evaluation_time": 1760175733850,
    "expiration_time": 1766655000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 117,
            "offset": 108
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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)