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Trade: RSR/USDT/360/MIDPRICE/DCU/1952

Strategy
RSR/USDT/360/MIDPRICE/DCU/1952
Pair
RSR_USDT
Interval
6h
Score
397928
Daily Profit
0.269458
Profit Factor
1.889276
Profitability
46.428571
Streak
0.000000
Best Strategy
Training Data Length
1865.250000
Evaluation Time
2025-10-05 11:24
Expiration Time
2025-11-30 06:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502606.9649 393156.8728 109450.0922 610476.1133 282206.643 328269.4702
Total P&L (%) 502.607 393.1569 109.4501 610.4761 282.2066 328.2695
Avg Daily Profit (%) 0.2695 0.2108 0.0587 0.1052 0.0719 0.078
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133613 -137504 -54516 -446386 -321141 -289000
Profit Factor 1.8893 2.3898 1.3877 1.3571 1.3327 1.3811
Total Trades 84 42 42 84 42 42
Winning Trades 39 18 21 39 18 21
Losing Trades 45 24 21 45 24 21
Profitability (%) 46.4286 42.8571 50 46.4286 42.8571 50
Ratio Avg Win / Avg Loss 2.1799 3.1864 1.3877 1.5659 1.7769 1.3811
Largest Winning Trade 159258 159258 47331 278027 278027 152965
Largest Losing Trade -40523 -34885 -40523 -156414 -156414 -149000
Avg Bars in Trades 86 97 75 86 97 75
Avg Bars in Winners 130 150 112 130 150 112
Avg Bars in Losers 47 57 37 47 57 37
Bars Traded 7241 4090 3150 7241 4090 3150
Profit Streak 0 12.3504 0 0 12.3504 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397928 365373 -113904 -51775 -97650 -88164
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7461,
    "evaluation_days": 1865.25,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601445600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652677052,
    "expiration_time": 1764478728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 15,
            "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": [
        [
            502606.9649460529,
            393156.872754969,
            109450.0921910839,
            610476.1132764324,
            282206.6430302349,
            328269.4702461974
        ],
        [
            502.606965,
            393.156873,
            109.450092,
            610.476113,
            282.206643,
            328.26947
        ],
        [
            0.269458,
            0.21078,
            0.058679,
            0.105176,
            0.071908,
            0.078014
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133613,
            -137504,
            -54516,
            -446386,
            -321141,
            -289000
        ],
        [
            1.889276,
            2.389834,
            1.3877,
            1.357076,
            1.332689,
            1.381091
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            46.428571,
            42.857143,
            50,
            46.428571,
            42.857143,
            50
        ],
        [
            2.179934,
            3.186446,
            1.3877,
            1.565857,
            1.776918,
            1.381091
        ],
        [
            159258,
            159258,
            47331,
            278027,
            278027,
            152965
        ],
        [
            -40523,
            -34885,
            -40523,
            -156414,
            -156414,
            -149000
        ],
        [
            86,
            97,
            75,
            86,
            97,
            75
        ],
        [
            130,
            150,
            112,
            130,
            150,
            112
        ],
        [
            47,
            57,
            37,
            47,
            57,
            37
        ],
        [
            7241,
            4090,
            3150,
            7241,
            4090,
            3150
        ],
        [
            0,
            12.350429,
            0,
            0,
            12.350429,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397928,
            365373,
            -113904,
            -51775,
            -97650,
            -88164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7461,
    "evaluation_days": 1865.25,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601445600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652677052,
    "expiration_time": 1764478728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 15,
            "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)