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Trade: RSR/USDT/360/VWAP/BBU/2669

Strategy
RSR/USDT/360/VWAP/BBU/2669
Pair
RSR_USDT
Interval
6h
Score
409781
Daily Profit
0.171310
Profit Factor
1.503695
Profitability
58.241758
Streak
81.177665
Best Strategy
Training Data Length
1860.000000
Evaluation Time
2025-09-30 07:15
Expiration Time
2025-11-24 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 318637.1436 319873.6845 -1236.5409 -38145.4831 -43023.418 4877.935
Total P&L (%) 318.6371 319.8737 -1.2365 -38.1455 -43.0234 4.8779
Avg Daily Profit (%) 0.1713 0.172 -0.0007 -0.0258 -0.0302 0.0026
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178319 -190021 -42706 -497876 -544621 -76346
Profit Factor 1.5037 1.6291 0.99 0.9682 0.9572 1.025
Total Trades 91 45 46 91 45 46
Winning Trades 53 26 27 53 26 27
Losing Trades 38 19 19 38 19 19
Profitability (%) 58.2418 57.7778 58.6957 58.2418 57.7778 58.6957
Ratio Avg Win / Avg Loss 1.0781 1.1905 0.6967 0.6942 0.6995 0.7213
Largest Winning Trade 103782 103782 21125 189281 189281 90246
Largest Losing Trade -66688 -66688 -41630 -345067 -345067 -65802
Avg Bars in Trades 76 149 4 76 149 4
Avg Bars in Winners 39 77 2 39 77 2
Avg Bars in Losers 127 248 6 127 248 6
Bars Traded 6925 6727 197 6925 6727 197
Profit Streak 81.1777 81.1777 298.6777 81.1777 81.1777 298.6777
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409781 395530 -577909 -578099 -579145 -546956
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7440,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205750250,
    "expiration_time": 1764011520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 241,
            "offset": 0,
            "std": 2.54867
        }
    }
}
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": [
        [
            318637.1435792699,
            319873.6845087596,
            -1236.5409294896,
            -38145.4830761186,
            -43023.418041808,
            4877.9349656894
        ],
        [
            318.637144,
            319.873685,
            -1.236541,
            -38.145483,
            -43.023418,
            4.877935
        ],
        [
            0.17131,
            0.171975,
            -0.000665,
            -0.025824,
            -0.030239,
            0.002561
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178319,
            -190021,
            -42706,
            -497876,
            -544621,
            -76346
        ],
        [
            1.503695,
            1.629065,
            0.990037,
            0.968191,
            0.957164,
            1.025035
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            58.241758,
            57.777778,
            58.695652,
            58.241758,
            57.777778,
            58.695652
        ],
        [
            1.078121,
            1.190471,
            0.696692,
            0.694175,
            0.699466,
            0.721321
        ],
        [
            103782,
            103782,
            21125,
            189281,
            189281,
            90246
        ],
        [
            -66688,
            -66688,
            -41630,
            -345067,
            -345067,
            -65802
        ],
        [
            76,
            149,
            4,
            76,
            149,
            4
        ],
        [
            39,
            77,
            2,
            39,
            77,
            2
        ],
        [
            127,
            248,
            6,
            127,
            248,
            6
        ],
        [
            6925,
            6727,
            197,
            6925,
            6727,
            197
        ],
        [
            81.177665,
            81.177665,
            298.677665,
            81.177665,
            81.177665,
            298.677665
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409781,
            395530,
            -577909,
            -578099,
            -579145,
            -546956
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7440,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205750250,
    "expiration_time": 1764011520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 241,
            "offset": 0,
            "std": 2.54867
        }
    }
}

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)