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Trade: RSR/USDT/120/MIDPRICE/HILO/7384

Strategy
RSR/USDT/120/MIDPRICE/HILO/7384
Pair
RSR_USDT
Interval
2h
Score
328907
Daily Profit
0.211975
Profit Factor
1.629595
Profitability
44.954128
Streak
0.000000
Best Strategy
Training Data Length
1868.170000
Evaluation Time
2025-10-09 01:07
Expiration Time
2025-12-15 04:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396005.3394 336146.9567 59858.3827 208736.2797 291171.3673 -82435.0875
Total P&L (%) 396.0053 336.147 59.8584 208.7363 291.1714 -82.4351
Avg Daily Profit (%) 0.212 0.1799 0.032 0.0604 0.073 -0.0931
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78244 -113852 -85674 -166479 -149598 -182134
Profit Factor 1.6296 2.1878 1.173 1.1718 1.5757 0.8838
Total Trades 109 55 54 109 55 54
Winning Trades 49 23 26 49 23 26
Losing Trades 60 32 28 60 32 28
Profitability (%) 44.9541 41.8182 48.1481 44.9541 41.8182 48.1481
Ratio Avg Win / Avg Loss 1.9954 3.044 1.2632 1.4348 2.1923 0.9518
Largest Winning Trade 167375 167375 69207 195238 195238 91415
Largest Losing Trade -42070 -31834 -42070 -93231 -73051 -93231
Avg Bars in Trades 194 172 216 194 172 216
Avg Bars in Winners 310 286 331 310 286 331
Avg Bars in Losers 99 90 110 99 90 110
Bars Traded 21201 9485 11716 21201 9485 11716
Profit Streak 0 0 60.0052 0 0 60.0052
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328907 -171624 -360783 -145577 -275779 -760576
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22418,
    "evaluation_days": 1868.17,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601488800000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759961250249,
    "expiration_time": 1765764345600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 238
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            396005.3393774968,
            336146.9566606121,
            59858.3827168845,
            208736.2797300428,
            291171.367255427,
            -82435.0875253841
        ],
        [
            396.005339,
            336.146957,
            59.858383,
            208.73628,
            291.171367,
            -82.435088
        ],
        [
            0.211975,
            0.179934,
            0.032041,
            0.060362,
            0.073038,
            -0.093057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78244,
            -113852,
            -85674,
            -166479,
            -149598,
            -182134
        ],
        [
            1.629595,
            2.187845,
            1.173003,
            1.171769,
            1.57574,
            0.883809
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            44.954128,
            41.818182,
            48.148148,
            44.954128,
            41.818182,
            48.148148
        ],
        [
            1.995423,
            3.043958,
            1.263234,
            1.434819,
            2.192334,
            0.951795
        ],
        [
            167375,
            167375,
            69207,
            195238,
            195238,
            91415
        ],
        [
            -42070,
            -31834,
            -42070,
            -93231,
            -73051,
            -93231
        ],
        [
            194,
            172,
            216,
            194,
            172,
            216
        ],
        [
            310,
            286,
            331,
            310,
            286,
            331
        ],
        [
            99,
            90,
            110,
            99,
            90,
            110
        ],
        [
            21201,
            9485,
            11716,
            21201,
            9485,
            11716
        ],
        [
            0,
            0,
            60.005211,
            0,
            0,
            60.005211
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328907,
            -171624,
            -360783,
            -145577,
            -275779,
            -760576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22418,
    "evaluation_days": 1868.17,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601488800000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759961250249,
    "expiration_time": 1765764345600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 238
        }
    },
    "second_band": {
        "type": "hilo",
        "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)