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Trade: RSR/USDT/240/VWMA/BBU/2359

Strategy
RSR/USDT/240/VWMA/BBU/2359
Pair
RSR_USDT
Interval
4h
Score
416247
Daily Profit
0.207688
Profit Factor
2.014706
Profitability
46.511628
Streak
113.787833
Best Strategy
Training Data Length
1858.830000
Evaluation Time
2025-09-29 01:54
Expiration Time
2025-11-23 16:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387929.7728 386056.3319 1873.4409 -19661.1412 105176.27 -124837.4113
Total P&L (%) 387.9298 386.0563 1.8734 -19.6611 105.1763 -124.8374
Avg Daily Profit (%) 0.2087 0.2077 0.001 -0.0118 0.0387 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204371 -186989 -117379 -794308 -498919 -422569
Profit Factor 1.5539 2.0147 1.0059 0.9891 1.1198 0.8648
Total Trades 86 43 43 86 43 43
Winning Trades 40 20 20 40 20 20
Losing Trades 46 23 23 46 23 23
Profitability (%) 46.5116 46.5116 46.5116 46.5116 46.5116 46.5116
Ratio Avg Win / Avg Loss 1.787 2.3169 1.1567 1.1375 1.2877 0.9946
Largest Winning Trade 227784 227784 51884 227784 227784 177401
Largest Losing Trade -44004 -44004 -30118 -241508 -145784 -241508
Avg Bars in Trades 125 198 52 125 198 52
Avg Bars in Winners 177 298 56 177 298 56
Avg Bars in Losers 79 110 48 79 110 48
Bars Traded 10764 8517 2247 10764 8517 2247
Profit Streak 0 113.7878 0 0 113.7878 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335354 416247 -572630 -580238 -229979 -582083
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11153,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601222400000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759100068782,
    "expiration_time": 1763907696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "offset": 91
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 3.85356
        }
    }
}
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": [
        [
            387929.7727870974,
            386056.3318598369,
            1873.4409272605,
            -19661.141210951,
            105176.2700414016,
            -124837.4112523528
        ],
        [
            387.929773,
            386.056332,
            1.873441,
            -19.661141,
            105.17627,
            -124.837411
        ],
        [
            0.208696,
            0.207688,
            0.001008,
            -0.011776,
            0.038672,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204371,
            -186989,
            -117379,
            -794308,
            -498919,
            -422569
        ],
        [
            1.553946,
            2.014706,
            1.005857,
            0.989088,
            1.119768,
            0.864829
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            46.511628,
            46.511628,
            46.511628,
            46.511628,
            46.511628,
            46.511628
        ],
        [
            1.787038,
            2.316912,
            1.156736,
            1.137451,
            1.287733,
            0.994553
        ],
        [
            227784,
            227784,
            51884,
            227784,
            227784,
            177401
        ],
        [
            -44004,
            -44004,
            -30118,
            -241508,
            -145784,
            -241508
        ],
        [
            125,
            198,
            52,
            125,
            198,
            52
        ],
        [
            177,
            298,
            56,
            177,
            298,
            56
        ],
        [
            79,
            110,
            48,
            79,
            110,
            48
        ],
        [
            10764,
            8517,
            2247,
            10764,
            8517,
            2247
        ],
        [
            0,
            113.787833,
            0,
            0,
            113.787833,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335354,
            416247,
            -572630,
            -580238,
            -229979,
            -582083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11153,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601222400000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759100068782,
    "expiration_time": 1763907696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "offset": 91
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 3.85356
        }
    }
}

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)