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Trade: RSR/USDT/720/DEMA/HWMA/6052

Strategy
RSR/USDT/720/DEMA/HWMA/6052
Pair
RSR_USDT
Interval
12h
Score
392812
Daily Profit
0.231292
Profit Factor
1.511481
Profitability
49.152542
Streak
21.038409
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-10-07 03:55
Expiration Time
2025-12-01 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431821.461 365806.4961 66014.9649 113630.9983 189872.9937 -76241.9955
Total P&L (%) 431.8215 365.8065 66.015 113.631 189.873 -76.242
Avg Daily Profit (%) 0.2313 0.1959 0.0354 0.0407 0.057 -0.077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104959 -134180 -103612 -158731 -142212 -135943
Profit Factor 1.5115 1.9623 1.1422 1.1332 1.5096 0.8412
Total Trades 118 59 59 118 59 59
Winning Trades 58 27 31 58 27 31
Losing Trades 60 32 28 60 32 28
Profitability (%) 49.1525 45.7627 52.5424 49.1525 45.7627 52.5424
Ratio Avg Win / Avg Loss 1.5636 2.3257 1.0317 1.1723 1.7891 0.7598
Largest Winning Trade 106860 106860 55215 72371 72371 41832
Largest Losing Trade -66675 -30870 -66675 -63414 -52701 -63414
Avg Bars in Trades 30 33 28 30 33 28
Avg Bars in Winners 39 44 35 39 44 35
Avg Bars in Losers 21 23 20 21 23 20
Bars Traded 3628 1950 1678 3628 1950 1678
Profit Streak 21.0384 0 58.5384 21.0384 0 58.5384
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392812 -167014 -385085 -212009 -292630 -755872
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759798518527,
    "expiration_time": 1764591264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15256
        }
    }
}
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": [
        [
            431821.4609891539,
            365806.4960785238,
            66014.9649106299,
            113630.9982765176,
            189872.9937445996,
            -76241.9954680819
        ],
        [
            431.821461,
            365.806496,
            66.014965,
            113.630998,
            189.872994,
            -76.241995
        ],
        [
            0.231292,
            0.195933,
            0.035359,
            0.040666,
            0.057021,
            -0.076952
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104959,
            -134180,
            -103612,
            -158731,
            -142212,
            -135943
        ],
        [
            1.511481,
            1.962282,
            1.142239,
            1.133243,
            1.50957,
            0.841227
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            49.152542,
            45.762712,
            52.542373,
            49.152542,
            45.762712,
            52.542373
        ],
        [
            1.563601,
            2.325668,
            1.0317,
            1.172321,
            1.78912,
            0.759818
        ],
        [
            106860,
            106860,
            55215,
            72371,
            72371,
            41832
        ],
        [
            -66675,
            -30870,
            -66675,
            -63414,
            -52701,
            -63414
        ],
        [
            30,
            33,
            28,
            30,
            33,
            28
        ],
        [
            39,
            44,
            35,
            39,
            44,
            35
        ],
        [
            21,
            23,
            20,
            21,
            23,
            20
        ],
        [
            3628,
            1950,
            1678,
            3628,
            1950,
            1678
        ],
        [
            21.038409,
            0,
            58.538409,
            21.038409,
            0,
            58.538409
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392812,
            -167014,
            -385085,
            -212009,
            -292630,
            -755872
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759798518527,
    "expiration_time": 1764591264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15256
        }
    }
}

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)