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Trade: RSR/USDT/240/WMA/SMA/6574

Strategy
RSR/USDT/240/WMA/SMA/6574
Pair
RSR_USDT
Interval
4h
Score
407591
Daily Profit
0.158189
Profit Factor
1.854279
Profitability
62.222222
Streak
0.000000
Best Strategy
Training Data Length
1868.330000
Evaluation Time
2025-10-08 14:29
Expiration Time
2025-12-03 11:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309013.584 295549.0426 13464.5414 -721623.3037 155632.8068 -877256.1105
Total P&L (%) 309.0136 295.549 13.4645 -721.6233 155.6328 -877.2561
Avg Daily Profit (%) 0.1654 0.1582 0.0072 0 0.0502 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235691 -99855 -208701 -1913024 -676009 -1588051
Profit Factor 1.3815 1.8543 1.029 0.8213 1.1065 0.6596
Total Trades 91 45 46 91 45 46
Winning Trades 58 28 30 54 26 28
Losing Trades 33 17 16 37 19 18
Profitability (%) 63.7363 62.2222 65.2174 59.3407 57.7778 60.8696
Ratio Avg Win / Avg Loss 0.786 1.1258 0.5488 0.5628 0.8086 0.424
Largest Winning Trade 48423 48423 34568 398575 398575 271873
Largest Losing Trade -174704 -64454 -174704 -1508558 -235645 -1508558
Avg Bars in Trades 118 125 111 118 125 111
Avg Bars in Winners 74 70 77 99 94 104
Avg Bars in Losers 196 216 174 146 168 122
Bars Traded 10797 5660 5137 10797 5660 5137
Profit Streak 23.8119 0 67.4785 0 56.1452 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327118 407591 -428453 -579324 -229232 -579295
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11210,
    "evaluation_days": 1868.33,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600416000000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759922944437,
    "expiration_time": 1764753120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 131,
            "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": [
        [
            309013.5840432594,
            295549.042624294,
            13464.5414189655,
            -721623.3037121658,
            155632.8068030369,
            -877256.110515203
        ],
        [
            309.013584,
            295.549043,
            13.464541,
            -721.623304,
            155.632807,
            -877.256111
        ],
        [
            0.165396,
            0.158189,
            0.007207,
            0,
            0.050248,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235691,
            -99855,
            -208701,
            -1913024,
            -676009,
            -1588051
        ],
        [
            1.381465,
            1.854279,
            1.029012,
            0.821318,
            1.106486,
            0.65959
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            58,
            28,
            30,
            54,
            26,
            28
        ],
        [
            33,
            17,
            16,
            37,
            19,
            18
        ],
        [
            63.736264,
            62.222222,
            65.217391,
            59.340659,
            57.777778,
            60.869565
        ],
        [
            0.786006,
            1.125812,
            0.548806,
            0.562755,
            0.808586,
            0.424022
        ],
        [
            48423,
            48423,
            34568,
            398575,
            398575,
            271873
        ],
        [
            -174704,
            -64454,
            -174704,
            -1508558,
            -235645,
            -1508558
        ],
        [
            118,
            125,
            111,
            118,
            125,
            111
        ],
        [
            74,
            70,
            77,
            99,
            94,
            104
        ],
        [
            196,
            216,
            174,
            146,
            168,
            122
        ],
        [
            10797,
            5660,
            5137,
            10797,
            5660,
            5137
        ],
        [
            23.811857,
            0,
            67.478523,
            0,
            56.14519,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327118,
            407591,
            -428453,
            -579324,
            -229232,
            -579295
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11210,
    "evaluation_days": 1868.33,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600416000000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759922944437,
    "expiration_time": 1764753120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 131,
            "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)