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Trade: RSR/USDT/240/VWAP/ALMA/6434

Strategy
RSR/USDT/240/VWAP/ALMA/6434
Pair
RSR_USDT
Interval
4h
Score
420627
Daily Profit
0.150046
Profit Factor
1.781650
Profitability
80.208333
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-10-03 16:40
Expiration Time
2025-11-28 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277599.7441 279610.3769 -2010.6328 -281559.5541 2523.5857 -284083.1398
Total P&L (%) 277.5997 279.6104 -2.0106 -281.5596 2.5236 -284.0831
Avg Daily Profit (%) 0.149 0.15 -0.0011 0 0.0013 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188381 -115473 -195596 -407486 -200862 -342620
Profit Factor 1.2977 1.7817 0.9965 0.6874 1.0074 0.4924
Total Trades 192 96 96 192 96 96
Winning Trades 153 77 76 115 56 59
Losing Trades 39 19 20 77 40 37
Profitability (%) 79.6875 80.2083 79.1667 59.8958 58.3333 61.4583
Ratio Avg Win / Avg Loss 0.3308 0.4396 0.2622 0.4602 0.7196 0.3088
Largest Winning Trade 36760 36760 33306 91593 91593 34530
Largest Losing Trade -171398 -70482 -171398 -129544 -66559 -129544
Avg Bars in Trades 56 59 53 56 59 53
Avg Bars in Winners 26 27 25 40 40 41
Avg Bars in Losers 177 192 163 80 87 74
Bars Traded 10934 5752 5182 10934 5752 5182
Profit Streak 15.403 0 63.5696 0 20.2363 0
Trades During Streak 1 0 7 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347622 420627 -575428 -578489 -569517 -579590
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11181,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498815228,
    "expiration_time": 1764322992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 159,
            "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": [
        [
            277599.7441342154,
            279610.376926481,
            -2010.6327922656,
            -281559.554084699,
            2523.5857045204,
            -284083.1397892194
        ],
        [
            277.599744,
            279.610377,
            -2.010633,
            -281.559554,
            2.523586,
            -284.08314
        ],
        [
            0.148967,
            0.150046,
            -0.001079,
            0,
            0.001337,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188381,
            -115473,
            -195596,
            -407486,
            -200862,
            -342620
        ],
        [
            1.297721,
            1.78165,
            0.996501,
            0.687382,
            1.007401,
            0.492399
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            153,
            77,
            76,
            115,
            56,
            59
        ],
        [
            39,
            19,
            20,
            77,
            40,
            37
        ],
        [
            79.6875,
            80.208333,
            79.166667,
            59.895833,
            58.333333,
            61.458333
        ],
        [
            0.330792,
            0.439628,
            0.262237,
            0.460247,
            0.719572,
            0.308792
        ],
        [
            36760,
            36760,
            33306,
            91593,
            91593,
            34530
        ],
        [
            -171398,
            -70482,
            -171398,
            -129544,
            -66559,
            -129544
        ],
        [
            56,
            59,
            53,
            56,
            59,
            53
        ],
        [
            26,
            27,
            25,
            40,
            40,
            41
        ],
        [
            177,
            192,
            163,
            80,
            87,
            74
        ],
        [
            10934,
            5752,
            5182,
            10934,
            5752,
            5182
        ],
        [
            15.402954,
            0,
            63.569621,
            0,
            20.236287,
            0
        ],
        [
            1,
            0,
            7,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347622,
            420627,
            -575428,
            -578489,
            -569517,
            -579590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11181,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498815228,
    "expiration_time": 1764322992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 159,
            "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)