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Trade: RSR/USDT/30/DCM/PWMA/3239

Strategy
RSR/USDT/30/DCM/PWMA/3239
Pair
RSR_USDT
Interval
30m
Score
415744
Daily Profit
0.223654
Profit Factor
1.509864
Profitability
54.339623
Streak
16.625000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 21:30
Expiration Time
2025-12-12 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -117995.9434 12478.5328 -130474.4762 -111524.4399 220129.0677 -331653.5076
Total P&L (%) -117.9959 12.4785 -130.4745 -111.5244 220.1291 -331.6535
Avg Daily Profit (%) -0.2266 0.024 -0.2505 0 0.2237 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -264099 -105759 -199140 -443859 -89469 -470212
Profit Factor 0.9005 1.0241 0.8043 0.9136 1.5099 0.6136
Total Trades 530 265 265 530 265 265
Winning Trades 239 124 115 288 144 144
Losing Trades 291 141 150 242 121 121
Profitability (%) 45.0943 46.7925 43.3962 54.3396 54.3396 54.3396
Ratio Avg Win / Avg Loss 1.0964 1.1645 1.0491 0.7676 1.2687 0.5156
Largest Winning Trade 37414 26731 37414 41042 41042 38740
Largest Losing Trade -125895 -18483 -125895 -290945 -21271 -290945
Avg Bars in Trades 46 42 49 46 42 49
Avg Bars in Winners 44 37 53 47 47 47
Avg Bars in Losers 47 47 47 44 36 52
Bars Traded 24534 11329 13205 24534 11329 13205
Profit Streak 0 0 10.3542 6.6667 16.625 0
Trades During Streak 0 0 1 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578818 -444571 -580762 -577326 415744 -579953
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714084200000,
    "first_datapoint_time": 1714332600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759084200041,
    "expiration_time": 1765562400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "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": [
        [
            -117995.9434128119,
            12478.5327929681,
            -130474.47620578,
            -111524.4399089593,
            220129.0677329706,
            -331653.50764193
        ],
        [
            -117.995943,
            12.478533,
            -130.474476,
            -111.52444,
            220.129068,
            -331.653508
        ],
        [
            -0.226554,
            0.023959,
            -0.250513,
            0,
            0.223654,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -264099,
            -105759,
            -199140,
            -443859,
            -89469,
            -470212
        ],
        [
            0.900452,
            1.024064,
            0.80432,
            0.91355,
            1.509864,
            0.613597
        ],
        [
            530,
            265,
            265,
            530,
            265,
            265
        ],
        [
            239,
            124,
            115,
            288,
            144,
            144
        ],
        [
            291,
            141,
            150,
            242,
            121,
            121
        ],
        [
            45.09434,
            46.792453,
            43.396226,
            54.339623,
            54.339623,
            54.339623
        ],
        [
            1.096367,
            1.16446,
            1.049113,
            0.767636,
            1.268706,
            0.515592
        ],
        [
            37414,
            26731,
            37414,
            41042,
            41042,
            38740
        ],
        [
            -125895,
            -18483,
            -125895,
            -290945,
            -21271,
            -290945
        ],
        [
            46,
            42,
            49,
            46,
            42,
            49
        ],
        [
            44,
            37,
            53,
            47,
            47,
            47
        ],
        [
            47,
            47,
            47,
            44,
            36,
            52
        ],
        [
            24534,
            11329,
            13205,
            24534,
            11329,
            13205
        ],
        [
            0,
            0,
            10.354167,
            6.666667,
            16.625,
            0
        ],
        [
            0,
            0,
            1,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578818,
            -444571,
            -580762,
            -577326,
            415744,
            -579953
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714084200000,
    "first_datapoint_time": 1714332600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759084200041,
    "expiration_time": 1765562400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "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)