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Trade: RSR/USDT/30/PWMA/MIDPRICE/1623

Strategy
RSR/USDT/30/PWMA/MIDPRICE/1623
Pair
RSR_USDT
Interval
30m
Score
400228
Daily Profit
0.370768
Profit Factor
1.303608
Profitability
46.124031
Streak
9.484939
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-30 02:38
Expiration Time
2025-12-14 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 193107.1223 149109.1004 43998.0219 143414.333 60654.0378 82760.2952
Total P&L (%) 193.1071 149.1091 43.998 143.4143 60.654 82.7603
Avg Daily Profit (%) 0.3708 0.2863 0.0845 0.1709 0.0911 0.1158
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106519 -56034 -70220 -464863 -223449 -298543
Profit Factor 1.3036 1.4827 1.1345 1.0773 1.0662 1.0881
Total Trades 258 129 129 258 129 129
Winning Trades 119 54 65 119 54 65
Losing Trades 139 75 64 139 75 64
Profitability (%) 46.124 41.8605 50.3876 46.124 41.8605 50.3876
Ratio Avg Win / Avg Loss 1.5227 2.0592 1.1171 1.2583 1.4808 1.0714
Largest Winning Trade 89209 89209 28495 125722 125722 111152
Largest Losing Trade -16535 -16535 -15321 -82021 -82021 -56957
Avg Bars in Trades 95 92 98 95 92 98
Avg Bars in Winners 129 128 130 129 128 130
Avg Bars in Losers 66 67 65 66 67 65
Bars Traded 24705 11996 12709 24705 11996 12709
Profit Streak 9.4849 9.4849 17.9849 9.4849 9.4849 17.9849
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400228 266021 -153861 -127321 -223027 -161182
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714190400000,
    "first_datapoint_time": 1714631400000,
    "last_datapoint_time": 1759188600000,
    "evaluation_time": 1759189098784,
    "expiration_time": 1765668600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 100,
            "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": [
        [
            193107.1223250311,
            149109.1004105355,
            43998.0219144956,
            143414.3330265052,
            60654.0378099709,
            82760.2952165344
        ],
        [
            193.107122,
            149.1091,
            43.998022,
            143.414333,
            60.654038,
            82.760295
        ],
        [
            0.370768,
            0.286291,
            0.084477,
            0.170949,
            0.091066,
            0.115845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106519,
            -56034,
            -70220,
            -464863,
            -223449,
            -298543
        ],
        [
            1.303608,
            1.482655,
            1.134507,
            1.077285,
            1.066171,
            1.088133
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            119,
            54,
            65,
            119,
            54,
            65
        ],
        [
            139,
            75,
            64,
            139,
            75,
            64
        ],
        [
            46.124031,
            41.860465,
            50.387597,
            46.124031,
            41.860465,
            50.387597
        ],
        [
            1.522702,
            2.059244,
            1.117053,
            1.258341,
            1.480793,
            1.071393
        ],
        [
            89209,
            89209,
            28495,
            125722,
            125722,
            111152
        ],
        [
            -16535,
            -16535,
            -15321,
            -82021,
            -82021,
            -56957
        ],
        [
            95,
            92,
            98,
            95,
            92,
            98
        ],
        [
            129,
            128,
            130,
            129,
            128,
            130
        ],
        [
            66,
            67,
            65,
            66,
            67,
            65
        ],
        [
            24705,
            11996,
            12709,
            24705,
            11996,
            12709
        ],
        [
            9.484939,
            9.48494,
            17.984939,
            9.48494,
            9.48494,
            17.98494
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400228,
            266021,
            -153861,
            -127321,
            -223027,
            -161182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714190400000,
    "first_datapoint_time": 1714631400000,
    "last_datapoint_time": 1759188600000,
    "evaluation_time": 1759189098784,
    "expiration_time": 1765668600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 100,
            "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)