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Trade: RSR/USDT/360/VWMA/DCU/1675

Strategy
RSR/USDT/360/VWMA/DCU/1675
Pair
RSR_USDT
Interval
6h
Score
365523
Daily Profit
0.282893
Profit Factor
1.730714
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1865.750000
Evaluation Time
2025-10-06 00:52
Expiration Time
2025-11-30 19:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 527807.0033 483302.8064 44504.1969 50156.487 -203687.2664 253843.7534
Total P&L (%) 527.807 483.3028 44.5042 50.1565 -203.6873 253.8438
Avg Daily Profit (%) 0.2829 0.259 0.0239 0.0218 0 0.0678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218708 -215284 -103046 -1180767 -1151146 -587931
Profit Factor 1.7307 2.1579 1.146 1.0153 0.8995 1.2012
Total Trades 108 54 54 108 54 54
Winning Trades 48 21 27 48 21 27
Losing Trades 60 33 27 60 33 27
Profitability (%) 44.4444 38.8889 50 44.4444 38.8889 50
Ratio Avg Win / Avg Loss 2.1634 3.3909 1.146 1.2691 1.4134 1.2012
Largest Winning Trade 304195 304195 44584 405195 405195 283384
Largest Losing Trade -55651 -36131 -55651 -462711 -267998 -462711
Avg Bars in Trades 67 106 28 67 106 28
Avg Bars in Winners 98 179 35 98 179 35
Avg Bars in Losers 43 60 22 43 60 22
Bars Traded 7316 5762 1554 7316 5762 1554
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 365523 -172145 -402576 -370692 -763487 -282765
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7463,
    "evaluation_days": 1865.75,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600840800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759701127307,
    "expiration_time": 1764523224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 34,
            "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": [
        [
            527807.0032672822,
            483302.8064088374,
            44504.196858445,
            50156.4870193089,
            -203687.266364456,
            253843.753383765
        ],
        [
            527.807003,
            483.302806,
            44.504197,
            50.156487,
            -203.687266,
            253.843753
        ],
        [
            0.282893,
            0.259039,
            0.023853,
            0.02179,
            0,
            0.067754
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218708,
            -215284,
            -103046,
            -1180767,
            -1151146,
            -587931
        ],
        [
            1.730714,
            2.157876,
            1.145957,
            1.015258,
            0.899452,
            1.201214
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            60,
            33,
            27,
            60,
            33,
            27
        ],
        [
            44.444444,
            38.888889,
            50,
            44.444444,
            38.888889,
            50
        ],
        [
            2.163392,
            3.390948,
            1.145957,
            1.269072,
            1.413424,
            1.201214
        ],
        [
            304195,
            304195,
            44584,
            405195,
            405195,
            283384
        ],
        [
            -55651,
            -36131,
            -55651,
            -462711,
            -267998,
            -462711
        ],
        [
            67,
            106,
            28,
            67,
            106,
            28
        ],
        [
            98,
            179,
            35,
            98,
            179,
            35
        ],
        [
            43,
            60,
            22,
            43,
            60,
            22
        ],
        [
            7316,
            5762,
            1554,
            7316,
            5762,
            1554
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365523,
            -172145,
            -402576,
            -370692,
            -763487,
            -282765
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7463,
    "evaluation_days": 1865.75,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600840800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759701127307,
    "expiration_time": 1764523224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 34,
            "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)