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Trade: RSR/USDT/120/KCL/SSF/9105

Strategy
RSR/USDT/120/KCL/SSF/9105
Pair
RSR_USDT
Interval
2h
Score
300427
Daily Profit
0.164581
Profit Factor
1.386010
Profitability
47.524752
Streak
0.000000
Best Strategy
Training Data Length
1873.500000
Evaluation Time
2025-10-14 08:13
Expiration Time
2025-12-20 16:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308343.4378 341588.2012 -33244.7634 -76683.7656 -98095.1157 21411.35
Total P&L (%) 308.3434 341.5882 -33.2448 -76.6838 -98.0951 21.4114
Avg Daily Profit (%) 0.1646 0.1823 -0.0177 -0.0777 -0.2112 0.0104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210186 -207992 -86917 -285421 -317852 -48628
Profit Factor 1.386 1.5417 0.8023 0.8993 0.8488 1.1903
Total Trades 101 50 51 101 50 51
Winning Trades 48 19 29 48 19 29
Losing Trades 53 31 22 53 31 22
Profitability (%) 47.5248 38 56.8627 47.5248 38 56.8627
Ratio Avg Win / Avg Loss 1.5304 2.5154 0.6087 0.9929 1.3848 0.903
Largest Winning Trade 284131 284131 12389 188696 188696 32990
Largest Losing Trade -45903 -45903 -22757 -91002 -91002 -25168
Avg Bars in Trades 212 405 23 212 405 23
Avg Bars in Winners 231 560 15 231 560 15
Avg Bars in Losers 195 310 33 195 310 33
Bars Traded 21491 20297 1194 21491 20297 1194
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 300427 -174580 -759665 -581471 -763833 -376650
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22482,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599062400000,
    "last_datapoint_time": 1760414400000,
    "evaluation_time": 1760418793099,
    "expiration_time": 1766241734400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            308343.4378128936,
            341588.2011977874,
            -33244.7633848939,
            -76683.7656304057,
            -98095.115677208,
            21411.3500468024
        ],
        [
            308.343438,
            341.588201,
            -33.244763,
            -76.683766,
            -98.095116,
            21.41135
        ],
        [
            0.164581,
            0.182326,
            -0.017745,
            -0.077686,
            -0.211186,
            0.010356
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210186,
            -207992,
            -86917,
            -285421,
            -317852,
            -48628
        ],
        [
            1.38601,
            1.541675,
            0.802329,
            0.899253,
            0.848773,
            1.190343
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            48,
            19,
            29,
            48,
            19,
            29
        ],
        [
            53,
            31,
            22,
            53,
            31,
            22
        ],
        [
            47.524752,
            38,
            56.862745,
            47.524752,
            38,
            56.862745
        ],
        [
            1.530386,
            2.515365,
            0.608663,
            0.992925,
            1.38484,
            0.903019
        ],
        [
            284131,
            284131,
            12389,
            188696,
            188696,
            32990
        ],
        [
            -45903,
            -45903,
            -22757,
            -91002,
            -91002,
            -25168
        ],
        [
            212,
            405,
            23,
            212,
            405,
            23
        ],
        [
            231,
            560,
            15,
            231,
            560,
            15
        ],
        [
            195,
            310,
            33,
            195,
            310,
            33
        ],
        [
            21491,
            20297,
            1194,
            21491,
            20297,
            1194
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300427,
            -174580,
            -759665,
            -581471,
            -763833,
            -376650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22482,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599062400000,
    "last_datapoint_time": 1760414400000,
    "evaluation_time": 1760418793099,
    "expiration_time": 1766241734400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 0,
            "poles": 3
        }
    }
}

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)