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Trade: RSR/USDT/360/PWMA/PWMA/2241

Strategy
RSR/USDT/360/PWMA/PWMA/2241
Pair
RSR_USDT
Interval
6h
Score
382116
Daily Profit
0.247229
Profit Factor
1.590143
Profitability
61.682243
Streak
13.661260
Best Strategy
Training Data Length
1865.750000
Evaluation Time
2025-10-06 00:52
Expiration Time
2025-11-30 19:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461267.7577 377161.4739 84106.2838 -381742.8516 -354864.4594 -26878.3922
Total P&L (%) 461.2678 377.1615 84.1063 -381.7429 -354.8645 -26.8784
Avg Daily Profit (%) 0.2472 0.2022 0.0451 0 0 -0.0168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142829 -107366 -139689 -2690968 -1278828 -1589077
Profit Factor 1.5901 2.0877 1.1934 0.9111 0.8168 0.9886
Total Trades 107 53 54 107 53 54
Winning Trades 66 31 35 64 31 33
Losing Trades 41 22 19 43 22 21
Profitability (%) 61.6822 58.4906 64.8148 59.8131 58.4906 61.1111
Ratio Avg Win / Avg Loss 0.9878 1.4816 0.6478 0.6122 0.5797 0.6291
Largest Winning Trade 105003 105003 39911 1233604 237404 1233604
Largest Losing Trade -129473 -72143 -129473 -1100152 -476211 -1100152
Avg Bars in Trades 67 70 63 67 70 63
Avg Bars in Winners 46 50 43 56 59 53
Avg Bars in Losers 100 98 102 83 86 80
Bars Traded 7195 3742 3453 7195 3742 3453
Profit Streak 13.6613 0 15.9113 0 51.9113 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382116 -168456 -319704 -579221 -758745 -759393
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7463,
    "evaluation_days": 1865.75,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602352800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759701132835,
    "expiration_time": 1764523224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "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": [
        [
            461267.7577040105,
            377161.4738942502,
            84106.2838097603,
            -381742.8516054169,
            -354864.4594039435,
            -26878.3922014731
        ],
        [
            461.267758,
            377.161474,
            84.106284,
            -381.742852,
            -354.864459,
            -26.878392
        ],
        [
            0.247229,
            0.20215,
            0.045079,
            0,
            0,
            -0.016777
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142829,
            -107366,
            -139689,
            -2690968,
            -1278828,
            -1589077
        ],
        [
            1.590143,
            2.087697,
            1.193406,
            0.911126,
            0.816836,
            0.988601
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            66,
            31,
            35,
            64,
            31,
            33
        ],
        [
            41,
            22,
            19,
            43,
            22,
            21
        ],
        [
            61.682243,
            58.490566,
            64.814815,
            59.813084,
            58.490566,
            61.111111
        ],
        [
            0.987816,
            1.481591,
            0.647849,
            0.612162,
            0.57969,
            0.62911
        ],
        [
            105003,
            105003,
            39911,
            1233604,
            237404,
            1233604
        ],
        [
            -129473,
            -72143,
            -129473,
            -1100152,
            -476211,
            -1100152
        ],
        [
            67,
            70,
            63,
            67,
            70,
            63
        ],
        [
            46,
            50,
            43,
            56,
            59,
            53
        ],
        [
            100,
            98,
            102,
            83,
            86,
            80
        ],
        [
            7195,
            3742,
            3453,
            7195,
            3742,
            3453
        ],
        [
            13.66126,
            0,
            15.91126,
            0,
            51.91126,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382116,
            -168456,
            -319704,
            -579221,
            -758745,
            -759393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7463,
    "evaluation_days": 1865.75,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602352800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759701132835,
    "expiration_time": 1764523224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "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)