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Trade: RSR/USDT/360/JMA/SSF/6893

Strategy
RSR/USDT/360/JMA/SSF/6893
Pair
RSR_USDT
Interval
6h
Score
363159
Daily Profit
0.285637
Profit Factor
1.486769
Profitability
46.428571
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-10-03 10:32
Expiration Time
2025-11-27 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 532142.1311 529807.513 2334.6182 -178704.3184 82486.2017 -261190.5201
Total P&L (%) 532.1421 529.8075 2.3346 -178.7043 82.4862 -261.1905
Avg Daily Profit (%) 0.2856 0.2844 0.0013 0 0.0323 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132134 -96373 -130064 -431368 -135079 -371085
Profit Factor 1.4868 2.0677 1.0039 0.8605 1.1515 0.6454
Total Trades 140 70 70 140 70 70
Winning Trades 65 31 34 73 36 37
Losing Trades 75 39 36 67 34 33
Profitability (%) 46.4286 44.2857 48.5714 52.1429 51.4286 52.8571
Ratio Avg Win / Avg Loss 1.7155 2.6013 1.063 0.7898 1.0876 0.5756
Largest Winning Trade 155923 155923 76992 103290 103290 68227
Largest Losing Trade -117029 -43993 -117029 -210515 -60842 -210515
Avg Bars in Trades 51 49 54 51 49 54
Avg Bars in Winners 63 66 59 51 48 54
Avg Bars in Losers 42 35 48 52 50 54
Bars Traded 7248 3459 3789 7248 3459 3789
Profit Streak 0 0 0 8.564 70.064 8.564
Trades During Streak 0 0 0 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363159 -83990 -668152 -579007 -296190 -673917
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759476728242,
    "expiration_time": 1764278496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 51,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            532142.1311416915,
            529807.5129627846,
            2334.6181789066,
            -178704.3184436969,
            82486.2016947812,
            -261190.5201384779
        ],
        [
            532.142131,
            529.807513,
            2.334618,
            -178.704318,
            82.486202,
            -261.19052
        ],
        [
            0.285637,
            0.284384,
            0.001253,
            0,
            0.032292,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132134,
            -96373,
            -130064,
            -431368,
            -135079,
            -371085
        ],
        [
            1.486769,
            2.067724,
            1.003911,
            0.860479,
            1.151549,
            0.645389
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            65,
            31,
            34,
            73,
            36,
            37
        ],
        [
            75,
            39,
            36,
            67,
            34,
            33
        ],
        [
            46.428571,
            44.285714,
            48.571429,
            52.142857,
            51.428571,
            52.857143
        ],
        [
            1.715503,
            2.601331,
            1.062964,
            0.789755,
            1.087574,
            0.575617
        ],
        [
            155923,
            155923,
            76992,
            103290,
            103290,
            68227
        ],
        [
            -117029,
            -43993,
            -117029,
            -210515,
            -60842,
            -210515
        ],
        [
            51,
            49,
            54,
            51,
            49,
            54
        ],
        [
            63,
            66,
            59,
            51,
            48,
            54
        ],
        [
            42,
            35,
            48,
            52,
            50,
            54
        ],
        [
            7248,
            3459,
            3789,
            7248,
            3459,
            3789
        ],
        [
            0,
            0,
            0,
            8.563984,
            70.063984,
            8.563984
        ],
        [
            0,
            0,
            0,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363159,
            -83990,
            -668152,
            -579007,
            -296190,
            -673917
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759476728242,
    "expiration_time": 1764278496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 51,
            "offset": 0,
            "poles": 3
        }
    }
}

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)