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Trade: RSR/USDT/720/MIDPOINT/ALMA/6749

Strategy
RSR/USDT/720/MIDPOINT/ALMA/6749
Pair
RSR_USDT
Interval
12h
Score
329756
Daily Profit
0.156620
Profit Factor
1.319802
Profitability
62.745098
Streak
61.554471
Best Strategy
Training Data Length
1865.000000
Evaluation Time
2025-10-04 16:18
Expiration Time
2025-11-29 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292097.017 298604.9495 -6507.9325 -101238.7863 1449.592 -102688.3783
Total P&L (%) 292.097 298.605 -6.5079 -101.2388 1.4496 -102.6884
Avg Daily Profit (%) 0.1566 0.1601 -0.0035 0 0.0008 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183252 -66200 -174565 -131156 -23207 -108180
Profit Factor 1.3198 1.8703 0.9886 0.2825 1.0527 0.0959
Total Trades 102 51 51 102 51 51
Winning Trades 64 29 35 52 24 28
Losing Trades 38 22 16 50 27 23
Profitability (%) 62.7451 56.8627 68.6275 50.9804 47.0588 54.902
Ratio Avg Win / Avg Loss 0.7836 1.4188 0.4519 0.2716 1.1843 0.0787
Largest Winning Trade 100798 100798 56395 24362 24362 4107
Largest Losing Trade -138688 -39549 -138688 -105985 -21848 -105985
Avg Bars in Trades 34 23 45 34 23 45
Avg Bars in Winners 28 20 34 33 25 40
Avg Bars in Losers 46 29 69 36 22 52
Bars Traded 3555 1219 2337 3555 1219 2337
Profit Streak 61.5545 107.0545 61.5545 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329756 -168211 -757443 -580379 -701054 -759920
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759583906284,
    "expiration_time": 1764413280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 61,
            "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": [
        [
            292097.0170306189,
            298604.9495276366,
            -6507.9324970178,
            -101238.7863311032,
            1449.5919998021,
            -102688.3783309053
        ],
        [
            292.097017,
            298.60495,
            -6.507932,
            -101.238786,
            1.449592,
            -102.688378
        ],
        [
            0.15662,
            0.16011,
            -0.00349,
            0,
            0.000772,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183252,
            -66200,
            -174565,
            -131156,
            -23207,
            -108180
        ],
        [
            1.319802,
            1.870259,
            0.988587,
            0.282465,
            1.052681,
            0.095864
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            64,
            29,
            35,
            52,
            24,
            28
        ],
        [
            38,
            22,
            16,
            50,
            27,
            23
        ],
        [
            62.745098,
            56.862745,
            68.627451,
            50.980392,
            47.058824,
            54.901961
        ],
        [
            0.783633,
            1.418817,
            0.451926,
            0.271601,
            1.184267,
            0.078746
        ],
        [
            100798,
            100798,
            56395,
            24362,
            24362,
            4107
        ],
        [
            -138688,
            -39549,
            -138688,
            -105985,
            -21848,
            -105985
        ],
        [
            34,
            23,
            45,
            34,
            23,
            45
        ],
        [
            28,
            20,
            34,
            33,
            25,
            40
        ],
        [
            46,
            29,
            69,
            36,
            22,
            52
        ],
        [
            3555,
            1219,
            2337,
            3555,
            1219,
            2337
        ],
        [
            61.554471,
            107.054471,
            61.554471,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329756,
            -168211,
            -757443,
            -580379,
            -701054,
            -759920
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759583906284,
    "expiration_time": 1764413280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 61,
            "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)