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Trade: RSR/USDT/240/HWMA/BBU/5256

Strategy
RSR/USDT/240/HWMA/BBU/5256
Pair
RSR_USDT
Interval
4h
Score
413129
Daily Profit
0.210467
Profit Factor
1.553546
Profitability
69.172932
Streak
86.061190
Best Strategy
Training Data Length
1871.670000
Evaluation Time
2025-10-11 20:28
Expiration Time
2025-12-06 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393923.8802 374416.8259 19507.0543 -2716.9105 -1232.4749 -1484.4356
Total P&L (%) 393.9239 374.4168 19.5071 -2.7169 -1.2325 -1.4844
Avg Daily Profit (%) 0.2105 0.2 0.0104 -0.0015 -0.0007 -0.0008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108613 -136705 -57151 -538543 -592749 -158598
Profit Factor 1.5535 1.6662 1.1304 0.9981 0.999 0.9945
Total Trades 133 66 67 133 66 67
Winning Trades 92 49 43 92 49 43
Losing Trades 41 17 24 41 17 24
Profitability (%) 69.1729 74.2424 64.1791 69.1729 74.2424 64.1791
Ratio Avg Win / Avg Loss 0.6923 0.5781 0.6309 0.4448 0.3466 0.5551
Largest Winning Trade 64926 64926 18923 95130 95130 27265
Largest Losing Trade -72911 -72911 -56116 -399890 -399890 -156647
Avg Bars in Trades 78 154 2 78 154 2
Avg Bars in Winners 35 65 1 35 65 1
Avg Bars in Losers 172 410 4 172 410 4
Bars Traded 10384 10202 182 10384 10202 182
Profit Streak 86.0612 92.7279 86.0612 86.0612 92.7279 86.0612
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413129 -112078 -378922 -576979 -700856 -694784
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11230,
    "evaluation_days": 1871.67,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600185600000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203686847,
    "expiration_time": 1765049760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.71879,
            "nb": 0.53053,
            "nc": 0.63069
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 3.30665
        }
    }
}
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": [
        [
            393923.8802418606,
            374416.8259171529,
            19507.0543247079,
            -2716.9104544412,
            -1232.4748952983,
            -1484.4355591429
        ],
        [
            393.92388,
            374.416826,
            19.507054,
            -2.71691,
            -1.232475,
            -1.484436
        ],
        [
            0.210467,
            0.200044,
            0.010422,
            -0.001472,
            -0.000663,
            -0.000799
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108613,
            -136705,
            -57151,
            -538543,
            -592749,
            -158598
        ],
        [
            1.553546,
            1.666213,
            1.130369,
            0.99813,
            0.998958,
            0.994514
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            92,
            49,
            43,
            92,
            49,
            43
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            69.172932,
            74.242424,
            64.179104,
            69.172932,
            74.242424,
            64.179104
        ],
        [
            0.692341,
            0.578074,
            0.630903,
            0.444819,
            0.346577,
            0.555077
        ],
        [
            64926,
            64926,
            18923,
            95130,
            95130,
            27265
        ],
        [
            -72911,
            -72911,
            -56116,
            -399890,
            -399890,
            -156647
        ],
        [
            78,
            154,
            2,
            78,
            154,
            2
        ],
        [
            35,
            65,
            1,
            35,
            65,
            1
        ],
        [
            172,
            410,
            4,
            172,
            410,
            4
        ],
        [
            10384,
            10202,
            182,
            10384,
            10202,
            182
        ],
        [
            86.06119,
            92.727857,
            86.06119,
            86.06119,
            92.727857,
            86.06119
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413129,
            -112078,
            -378922,
            -576979,
            -700856,
            -694784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11230,
    "evaluation_days": 1871.67,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600185600000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203686847,
    "expiration_time": 1765049760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.71879,
            "nb": 0.53053,
            "nc": 0.63069
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 3.30665
        }
    }
}

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)