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Trade: RSR/USDT/360/VWMA/SINWMA/2932

Strategy
RSR/USDT/360/VWMA/SINWMA/2932
Pair
RSR_USDT
Interval
6h
Score
414049
Daily Profit
0.149685
Profit Factor
2.295079
Profitability
52.777778
Streak
0.000000
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-09-29 06:52
Expiration Time
2025-11-23 20:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286735.7467 278264.2091 8471.5376 -66932.5825 58279.1621 -125211.7446
Total P&L (%) 286.7357 278.2642 8.4715 -66.9326 58.2792 -125.2117
Avg Daily Profit (%) 0.1542 0.1497 0.0046 -0.0595 0.0247 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164123 -87023 -152292 -171453 -50137 -103380
Profit Factor 1.4345 2.2951 1.019 0.8506 1.444 0.6045
Total Trades 71 36 35 71 36 35
Winning Trades 38 19 19 38 19 19
Losing Trades 33 17 16 33 17 16
Profitability (%) 53.5211 52.7778 54.2857 53.5211 52.7778 54.2857
Ratio Avg Win / Avg Loss 1.2458 2.0535 0.8581 0.7386 1.292 0.5091
Largest Winning Trade 100175 100175 55347 80732 80732 39966
Largest Losing Trade -87855 -36587 -87855 -99406 -27957 -99406
Avg Bars in Trades 100 73 129 100 73 129
Avg Bars in Winners 120 87 153 120 87 153
Avg Bars in Losers 78 57 100 78 57 100
Bars Traded 7162 2631 4531 7162 2631 4531
Profit Streak 0 0 78.9115 0 0 78.9115
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82407 414049 -552254 -671321 -159327 -579268
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7436,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117954292,
    "expiration_time": 1763922528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 94,
            "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": [
        [
            286735.7467271847,
            278264.2091420071,
            8471.5375851775,
            -66932.5825215834,
            58279.1621180849,
            -125211.7446396682
        ],
        [
            286.735747,
            278.264209,
            8.471538,
            -66.932583,
            58.279162,
            -125.211745
        ],
        [
            0.154242,
            0.149685,
            0.004557,
            -0.05951,
            0.024704,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164123,
            -87023,
            -152292,
            -171453,
            -50137,
            -103380
        ],
        [
            1.434506,
            2.295079,
            1.019035,
            0.850559,
            1.443999,
            0.604544
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            53.521127,
            52.777778,
            54.285714,
            53.521127,
            52.777778,
            54.285714
        ],
        [
            1.245755,
            2.053492,
            0.858135,
            0.738643,
            1.291999,
            0.509089
        ],
        [
            100175,
            100175,
            55347,
            80732,
            80732,
            39966
        ],
        [
            -87855,
            -36587,
            -87855,
            -99406,
            -27957,
            -99406
        ],
        [
            100,
            73,
            129,
            100,
            73,
            129
        ],
        [
            120,
            87,
            153,
            120,
            87,
            153
        ],
        [
            78,
            57,
            100,
            78,
            57,
            100
        ],
        [
            7162,
            2631,
            4531,
            7162,
            2631,
            4531
        ],
        [
            0,
            0,
            78.911508,
            0,
            0,
            78.911508
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82407,
            414049,
            -552254,
            -671321,
            -159327,
            -579268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7436,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117954292,
    "expiration_time": 1763922528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 94,
            "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)