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Trade: RSR/USDT/360/MIDPRICE/EMA/5775

Strategy
RSR/USDT/360/MIDPRICE/EMA/5775
Pair
RSR_USDT
Interval
6h
Score
506892
Daily Profit
0.208826
Profit Factor
3.046316
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1873.250000
Evaluation Time
2025-10-13 13:04
Expiration Time
2025-12-08 12:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430871.7482 391183.1329 39688.6153 -60936.5593 204402.5329 -265339.0922
Total P&L (%) 430.8717 391.1831 39.6886 -60.9366 204.4025 -265.3391
Avg Daily Profit (%) 0.23 0.2088 0.0212 -0.0502 0.0594 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149042 -37998 -170005 -317533 -31975 -328662
Profit Factor 1.7207 3.0463 1.0976 0.8866 3.4868 0.4173
Total Trades 66 33 33 66 33 33
Winning Trades 38 18 20 38 18 20
Losing Trades 28 15 13 28 15 13
Profitability (%) 57.5758 54.5455 60.6061 57.5758 54.5455 60.6061
Ratio Avg Win / Avg Loss 1.2678 2.5386 0.7134 0.6533 2.9057 0.2712
Largest Winning Trade 138211 138211 72734 124093 124093 36723
Largest Losing Trade -87295 -26350 -87295 -284619 -15388 -284619
Avg Bars in Trades 109 66 153 109 66 153
Avg Bars in Winners 102 61 139 102 61 139
Avg Bars in Losers 119 71 175 119 71 175
Bars Traded 7257 2189 5068 7257 2189 5068
Profit Streak 66.9197 0 85.1697 66.9197 0 85.1697
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116931 506892 -279754 -707737 -106315 -578869
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602871200000,
    "last_datapoint_time": 1760335200000,
    "evaluation_time": 1760349859483,
    "expiration_time": 1765190664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "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": [
        [
            430871.7481600803,
            391183.1329009706,
            39688.6152591096,
            -60936.5593038802,
            204402.5328712607,
            -265339.0921751409
        ],
        [
            430.871748,
            391.183133,
            39.688615,
            -60.936559,
            204.402533,
            -265.339092
        ],
        [
            0.230013,
            0.208826,
            0.021187,
            -0.050167,
            0.059443,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149042,
            -37998,
            -170005,
            -317533,
            -31975,
            -328662
        ],
        [
            1.72065,
            3.046316,
            1.09758,
            0.886641,
            3.486795,
            0.417295
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            57.575758,
            54.545455,
            60.606061,
            57.575758,
            54.545455,
            60.606061
        ],
        [
            1.267847,
            2.538597,
            0.713427,
            0.653314,
            2.905662,
            0.271242
        ],
        [
            138211,
            138211,
            72734,
            124093,
            124093,
            36723
        ],
        [
            -87295,
            -26350,
            -87295,
            -284619,
            -15388,
            -284619
        ],
        [
            109,
            66,
            153,
            109,
            66,
            153
        ],
        [
            102,
            61,
            139,
            102,
            61,
            139
        ],
        [
            119,
            71,
            175,
            119,
            71,
            175
        ],
        [
            7257,
            2189,
            5068,
            7257,
            2189,
            5068
        ],
        [
            66.91967,
            0,
            85.16967,
            66.91967,
            0,
            85.16967
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116931,
            506892,
            -279754,
            -707737,
            -106315,
            -578869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602871200000,
    "last_datapoint_time": 1760335200000,
    "evaluation_time": 1760349859483,
    "expiration_time": 1765190664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "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)