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Trade: RSR/USDT/60/BBL/JMA/2141

Strategy
RSR/USDT/60/BBL/JMA/2141
Pair
RSR_USDT
Interval
1h
Score
355674
Daily Profit
0.339525
Profit Factor
1.770169
Profitability
39.814815
Streak
66.223309
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 12:21
Expiration Time
2025-12-24 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353673.3502 366994.5649 -13321.2147 43907.0036 64035.6319 -20128.6283
Total P&L (%) 353.6734 366.9946 -13.3212 43.907 64.0356 -20.1286
Avg Daily Profit (%) 0.3395 0.3523 -0.0128 0.035 0.0475 -0.0216
Buy And Hold Return (%) 42.3487 42.3487 42.3487 42.3487 42.3487 42.3487
Max Trade Drawdown -117228 -93183 -43771 -230860 -199316 -62449
Profit Factor 1.7702 2.0797 0.8884 1.0643 1.1201 0.8653
Total Trades 108 54 54 108 54 54
Winning Trades 43 18 25 43 18 25
Losing Trades 65 36 29 65 36 29
Profitability (%) 39.8148 33.3333 46.2963 39.8148 33.3333 46.2963
Ratio Avg Win / Avg Loss 2.6758 4.1595 1.0305 1.6089 2.2402 1.0038
Largest Winning Trade 349376 349376 17674 225496 225496 16172
Largest Losing Trade -35232 -35232 -17417 -108651 -108651 -25867
Avg Bars in Trades 220 415 24 220 415 24
Avg Bars in Winners 334 761 26 334 761 26
Avg Bars in Losers 144 242 22 144 242 22
Bars Traded 23793 22455 1338 23793 22455 1338
Profit Streak 66.2233 66.2233 116.0983 66.2233 66.2233 116.0983
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355674 -173378 -758976 -451484 -413123 -758976
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670086800000,
    "first_datapoint_time": 1670695200000,
    "last_datapoint_time": 1760086800000,
    "evaluation_time": 1760088093949,
    "expiration_time": 1766566800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 49,
            "offset": 0,
            "std": 2.08772
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 170,
            "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": [
        [
            353673.3501654785,
            366994.564851924,
            -13321.2146864454,
            43907.0035779253,
            64035.6318534012,
            -20128.628275476
        ],
        [
            353.67335,
            366.994565,
            -13.321215,
            43.907004,
            64.035632,
            -20.128628
        ],
        [
            0.339525,
            0.352314,
            -0.012788,
            0.03495,
            0.047523,
            -0.021574
        ],
        [
            42.348668,
            42.348668,
            42.348668,
            42.348668,
            42.348668,
            42.348668
        ],
        [
            -117228,
            -93183,
            -43771,
            -230860,
            -199316,
            -62449
        ],
        [
            1.770169,
            2.079743,
            0.888361,
            1.064325,
            1.12012,
            0.865343
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            65,
            36,
            29,
            65,
            36,
            29
        ],
        [
            39.814815,
            33.333333,
            46.296296,
            39.814815,
            33.333333,
            46.296296
        ],
        [
            2.675837,
            4.159485,
            1.030499,
            1.608864,
            2.24024,
            1.003798
        ],
        [
            349376,
            349376,
            17674,
            225496,
            225496,
            16172
        ],
        [
            -35232,
            -35232,
            -17417,
            -108651,
            -108651,
            -25867
        ],
        [
            220,
            415,
            24,
            220,
            415,
            24
        ],
        [
            334,
            761,
            26,
            334,
            761,
            26
        ],
        [
            144,
            242,
            22,
            144,
            242,
            22
        ],
        [
            23793,
            22455,
            1338,
            23793,
            22455,
            1338
        ],
        [
            66.223309,
            66.22331,
            116.098309,
            66.22331,
            66.22331,
            116.09831
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355674,
            -173378,
            -758976,
            -451484,
            -413123,
            -758976
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670086800000,
    "first_datapoint_time": 1670695200000,
    "last_datapoint_time": 1760086800000,
    "evaluation_time": 1760088093949,
    "expiration_time": 1766566800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 49,
            "offset": 0,
            "std": 2.08772
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 170,
            "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)