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Trade: RSR/USDT/240/DCM/SMA/5868

Strategy
RSR/USDT/240/DCM/SMA/5868
Pair
RSR_USDT
Interval
4h
Score
347439
Daily Profit
0.194495
Profit Factor
1.455869
Profitability
63.025210
Streak
5.680326
Best Strategy
Training Data Length
1866.330000
Evaluation Time
2025-10-06 15:19
Expiration Time
2025-12-01 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362992.2207 323374.8493 39617.3713 -202995.3525 -21106.1336 -181889.2188
Total P&L (%) 362.9922 323.3748 39.6174 -202.9954 -21.1061 -181.8892
Avg Daily Profit (%) 0.1945 0.1733 0.0212 0 -0.0127 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185875 -81546 -179133 -443041 -86238 -412743
Profit Factor 1.4559 2.4013 1.0701 0.7837 0.9139 0.7377
Total Trades 119 60 59 119 60 59
Winning Trades 75 38 37 48 26 22
Losing Trades 44 22 22 71 34 37
Profitability (%) 63.0252 63.3333 62.7119 40.3361 43.3333 37.2881
Ratio Avg Win / Avg Loss 0.8541 1.3902 0.6363 1.1593 1.1951 1.2407
Largest Winning Trade 67237 51432 67237 135553 32860 135553
Largest Losing Trade -120119 -37538 -120119 -200359 -27463 -200359
Avg Bars in Trades 90 52 128 90 52 128
Avg Bars in Winners 77 50 106 102 54 159
Avg Bars in Losers 111 56 165 82 51 110
Bars Traded 10730 3158 7571 10730 3158 7571
Profit Streak 5.6803 9.1803 0 0 0 11.347
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347439 -155928 -486922 -582553 -750884 -760378
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11198,
    "evaluation_days": 1866.33,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759753180139,
    "expiration_time": 1764575136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 142,
            "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": [
        [
            362992.2206754741,
            323374.849338185,
            39617.3713372892,
            -202995.3524628861,
            -21106.1336482733,
            -181889.2188146128
        ],
        [
            362.992221,
            323.374849,
            39.617371,
            -202.995352,
            -21.106134,
            -181.889219
        ],
        [
            0.194495,
            0.173268,
            0.021227,
            0,
            -0.012701,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185875,
            -81546,
            -179133,
            -443041,
            -86238,
            -412743
        ],
        [
            1.455869,
            2.401299,
            1.070058,
            0.783731,
            0.913914,
            0.737703
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            75,
            38,
            37,
            48,
            26,
            22
        ],
        [
            44,
            22,
            22,
            71,
            34,
            37
        ],
        [
            63.02521,
            63.333333,
            62.711864,
            40.336134,
            43.333333,
            37.288136
        ],
        [
            0.85411,
            1.390225,
            0.636251,
            1.159269,
            1.195119,
            1.240683
        ],
        [
            67237,
            51432,
            67237,
            135553,
            32860,
            135553
        ],
        [
            -120119,
            -37538,
            -120119,
            -200359,
            -27463,
            -200359
        ],
        [
            90,
            52,
            128,
            90,
            52,
            128
        ],
        [
            77,
            50,
            106,
            102,
            54,
            159
        ],
        [
            111,
            56,
            165,
            82,
            51,
            110
        ],
        [
            10730,
            3158,
            7571,
            10730,
            3158,
            7571
        ],
        [
            5.680326,
            9.180326,
            0,
            0,
            0,
            11.346992
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347439,
            -155928,
            -486922,
            -582553,
            -750884,
            -760378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11198,
    "evaluation_days": 1866.33,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759753180139,
    "expiration_time": 1764575136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 142,
            "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)