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Trade: RSR/USDT/720/PSAR/VWAP/1303

Strategy
RSR/USDT/720/PSAR/VWAP/1303
Pair
RSR_USDT
Interval
12h
Score
330183
Daily Profit
0.226681
Profit Factor
1.251994
Profitability
43.396226
Streak
21.680615
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-10-12 07:20
Expiration Time
2025-12-07 06:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424459.896 360207.6914 64252.2046 4039.1607 94042.0589 -90002.8982
Total P&L (%) 424.4599 360.2077 64.2522 4.0392 94.0421 -90.0029
Avg Daily Profit (%) 0.2267 0.1924 0.0343 0.0021 0.0354 -0.1229
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201254 -153317 -157027 -186545 -87353 -201530
Profit Factor 1.252 1.4961 1.067 1.0036 1.1978 0.862
Total Trades 318 159 159 318 159 159
Winning Trades 138 66 72 138 66 72
Losing Trades 180 93 87 180 93 87
Profitability (%) 43.3962 41.5094 45.283 43.3962 41.5094 45.283
Ratio Avg Win / Avg Loss 1.633 2.1082 1.2893 1.309 1.6878 1.0416
Largest Winning Trade 96020 96020 46707 57342 57342 39899
Largest Losing Trade -42997 -20193 -42997 -45787 -33029 -45787
Avg Bars in Trades 11 11 12 11 11 12
Avg Bars in Winners 16 15 17 16 15 17
Avg Bars in Losers 7 8 7 7 8 7
Bars Traded 3723 1795 1928 3723 1795 1928
Profit Streak 21.6806 21.6806 24.1806 21.6806 21.6806 24.1806
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330183 279098 -294952 -571931 -149624 -579845
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760242805172,
    "expiration_time": 1765080720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 199,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            424459.8960491942,
            360207.6914142892,
            64252.2046349051,
            4039.1607478574,
            94042.0589276007,
            -90002.8981797434
        ],
        [
            424.459896,
            360.207691,
            64.252205,
            4.039161,
            94.042059,
            -90.002898
        ],
        [
            0.226681,
            0.192367,
            0.034314,
            0.002115,
            0.035408,
            -0.122908
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201254,
            -153317,
            -157027,
            -186545,
            -87353,
            -201530
        ],
        [
            1.251994,
            1.49613,
            1.067043,
            1.003581,
            1.197804,
            0.862046
        ],
        [
            318,
            159,
            159,
            318,
            159,
            159
        ],
        [
            138,
            66,
            72,
            138,
            66,
            72
        ],
        [
            180,
            93,
            87,
            180,
            93,
            87
        ],
        [
            43.396226,
            41.509434,
            45.283019,
            43.396226,
            41.509434,
            45.283019
        ],
        [
            1.633036,
            2.108184,
            1.289344,
            1.309019,
            1.687815,
            1.041638
        ],
        [
            96020,
            96020,
            46707,
            57342,
            57342,
            39899
        ],
        [
            -42997,
            -20193,
            -42997,
            -45787,
            -33029,
            -45787
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            3723,
            1795,
            1928,
            3723,
            1795,
            1928
        ],
        [
            21.680615,
            21.680615,
            24.180615,
            21.680615,
            21.680615,
            24.180615
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330183,
            279098,
            -294952,
            -571931,
            -149624,
            -579845
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760242805172,
    "expiration_time": 1765080720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 199,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)