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Trade: RSR/USDT/240/DCL/VWMA/3978

Strategy
RSR/USDT/240/DCL/VWMA/3978
Pair
RSR_USDT
Interval
4h
Score
389658
Daily Profit
0.258599
Profit Factor
1.609870
Profitability
61.983471
Streak
74.619346
Best Strategy
Training Data Length
1863.330000
Evaluation Time
2025-10-03 13:51
Expiration Time
2025-11-28 07:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 481856.2034 426710.9058 55145.2976 2594.0367 -19086.7123 21680.749
Total P&L (%) 481.8562 426.7109 55.1453 2.594 -19.0867 21.6807
Avg Daily Profit (%) 0.2586 0.229 0.0296 0.0014 -0.0114 0.0105
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -231882 -213019 -88054 -3797077 -3061634 -935715
Profit Factor 1.6099 1.9196 1.1691 1.0005 0.9947 1.016
Total Trades 121 60 61 121 60 61
Winning Trades 75 35 40 75 35 40
Losing Trades 46 25 21 46 25 21
Profitability (%) 61.9835 58.3333 65.5738 61.9835 58.3333 65.5738
Ratio Avg Win / Avg Loss 0.9874 1.3711 0.6138 0.6137 0.7105 0.5334
Largest Winning Trade 165858 165858 27894 672146 672146 364072
Largest Losing Trade -65420 -65420 -65300 -2402778 -2402778 -935715
Avg Bars in Trades 85 151 21 85 151 21
Avg Bars in Winners 54 91 21 54 91 21
Avg Bars in Losers 137 235 21 137 235 21
Bars Traded 10387 9096 1291 10387 9096 1291
Profit Streak 74.6193 0 75.6193 74.6193 0 75.6193
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389658 -157697 -349325 -575938 -748878 -547976
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11180,
    "evaluation_days": 1863.33,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601006400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759488711510,
    "expiration_time": 1764308160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "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": [
        [
            481856.2034325899,
            426710.9058046906,
            55145.2976278993,
            2594.0367496074,
            -19086.712300285,
            21680.7490498917
        ],
        [
            481.856203,
            426.710906,
            55.145298,
            2.594037,
            -19.086712,
            21.680749
        ],
        [
            0.258599,
            0.229004,
            0.029595,
            0.001374,
            -0.011366,
            0.010532
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -231882,
            -213019,
            -88054,
            -3797077,
            -3061634,
            -935715
        ],
        [
            1.60987,
            1.919591,
            1.169119,
            1.000523,
            0.994702,
            1.015978
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            61.983471,
            58.333333,
            65.57377,
            61.983471,
            58.333333,
            65.57377
        ],
        [
            0.987387,
            1.371136,
            0.613788,
            0.613654,
            0.710501,
            0.533389
        ],
        [
            165858,
            165858,
            27894,
            672146,
            672146,
            364072
        ],
        [
            -65420,
            -65420,
            -65300,
            -2402778,
            -2402778,
            -935715
        ],
        [
            85,
            151,
            21,
            85,
            151,
            21
        ],
        [
            54,
            91,
            21,
            54,
            91,
            21
        ],
        [
            137,
            235,
            21,
            137,
            235,
            21
        ],
        [
            10387,
            9096,
            1291,
            10387,
            9096,
            1291
        ],
        [
            74.619346,
            0,
            75.619346,
            74.619346,
            0,
            75.619346
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389658,
            -157697,
            -349325,
            -575938,
            -748878,
            -547976
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11180,
    "evaluation_days": 1863.33,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601006400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759488711510,
    "expiration_time": 1764308160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "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)