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Trade: RSR/USDT/240/ALMA/SINWMA/5303

Strategy
RSR/USDT/240/ALMA/SINWMA/5303
Pair
RSR_USDT
Interval
4h
Score
351377
Daily Profit
0.158226
Profit Factor
2.193063
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1864.670000
Evaluation Time
2025-10-04 22:45
Expiration Time
2025-11-29 16:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 326667.9401 295038.3717 31629.5684 58680.7436 125698.6996 -67017.956
Total P&L (%) 326.6679 295.0384 31.6296 58.6807 125.6987 -67.018
Avg Daily Profit (%) 0.1752 0.1582 0.017 0.0248 0.0437 -0.0595
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103223 -89029 -85735 -197211 -152725 -110629
Profit Factor 1.5289 2.1931 1.0854 1.0696 1.3835 0.8699
Total Trades 69 35 34 69 35 34
Winning Trades 33 16 17 33 16 17
Losing Trades 36 19 17 36 19 17
Profitability (%) 47.8261 45.7143 50 47.8261 45.7143 50
Ratio Avg Win / Avg Loss 1.6679 2.6043 1.0854 1.1669 1.6429 0.8699
Largest Winning Trade 131287 131287 72169 97403 97403 89958
Largest Losing Trade -45260 -31168 -45260 -79421 -45034 -79421
Avg Bars in Trades 154 150 157 154 150 157
Avg Bars in Winners 206 207 205 206 207 205
Avg Bars in Losers 106 103 109 106 103 109
Bars Traded 10640 5284 5356 10640 5284 5356
Profit Streak 0 0 84.6565 0 0 84.6565
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97120 351377 -299187 -411612 -134557 -580237
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11188,
    "evaluation_days": 1864.67,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759607123763,
    "expiration_time": 1764426816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 225,
            "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": [
        [
            326667.9400735042,
            295038.3716558038,
            31629.5684177004,
            58680.7436087953,
            125698.6996031504,
            -67017.9559943551
        ],
        [
            326.66794,
            295.038372,
            31.629568,
            58.680744,
            125.6987,
            -67.017956
        ],
        [
            0.175188,
            0.158226,
            0.016963,
            0.024765,
            0.043665,
            -0.059468
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103223,
            -89029,
            -85735,
            -197211,
            -152725,
            -110629
        ],
        [
            1.528922,
            2.193063,
            1.085413,
            1.069617,
            1.383452,
            0.869893
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            47.826087,
            45.714286,
            50,
            47.826087,
            45.714286,
            50
        ],
        [
            1.667915,
            2.604262,
            1.085413,
            1.166855,
            1.64285,
            0.869893
        ],
        [
            131287,
            131287,
            72169,
            97403,
            97403,
            89958
        ],
        [
            -45260,
            -31168,
            -45260,
            -79421,
            -45034,
            -79421
        ],
        [
            154,
            150,
            157,
            154,
            150,
            157
        ],
        [
            206,
            207,
            205,
            206,
            207,
            205
        ],
        [
            106,
            103,
            109,
            106,
            103,
            109
        ],
        [
            10640,
            5284,
            5356,
            10640,
            5284,
            5356
        ],
        [
            0,
            0,
            84.656525,
            0,
            0,
            84.656525
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97120,
            351377,
            -299187,
            -411612,
            -134557,
            -580237
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11188,
    "evaluation_days": 1864.67,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759607123763,
    "expiration_time": 1764426816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 225,
            "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)