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Trade: RSR/USDT/360/ZLMA/SSF/5458

Strategy
RSR/USDT/360/ZLMA/SSF/5458
Pair
RSR_USDT
Interval
6h
Score
321652
Daily Profit
0.273318
Profit Factor
1.437716
Profitability
41.013825
Streak
14.366084
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-04 05:47
Expiration Time
2025-11-29 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 509464.7288 393461.3616 116003.3672 393135.7268 999541.8288 -606406.1019
Total P&L (%) 509.4647 393.4614 116.0034 393.1357 999.5418 -606.4061
Avg Daily Profit (%) 0.2733 0.2111 0.0622 0.0856 0.1287 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174557 -103614 -110849 -1751130 -778529 -1089186
Profit Factor 1.4377 1.6354 1.213 1.0597 1.3033 0.8153
Total Trades 217 108 109 217 108 109
Winning Trades 89 43 46 89 43 46
Losing Trades 128 65 63 128 65 63
Profitability (%) 41.0138 39.8148 42.2018 41.0138 39.8148 42.2018
Ratio Avg Win / Avg Loss 2.0677 2.4722 1.6612 1.5241 1.97 1.1167
Largest Winning Trade 112816 112816 50374 534866 534866 270605
Largest Losing Trade -38832 -38832 -38476 -403733 -211463 -403733
Avg Bars in Trades 33 36 30 33 36 30
Avg Bars in Winners 50 53 46 50 53 46
Avg Bars in Losers 21 24 18 21 24 18
Bars Traded 7190 3896 3294 7190 3896 3294
Profit Streak 14.3661 0 15.1161 14.3661 0 15.1161
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321652 237055 -111875 -234082 -23798 -581822
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7456,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546029674,
    "expiration_time": 1764367488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 19,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            509464.7287828138,
            393461.3615860837,
            116003.3671967302,
            393135.7268316863,
            999541.8287602845,
            -606406.1019285973
        ],
        [
            509.464729,
            393.461362,
            116.003367,
            393.135727,
            999.541829,
            -606.406102
        ],
        [
            0.273318,
            0.211084,
            0.062234,
            0.085638,
            0.128703,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174557,
            -103614,
            -110849,
            -1751130,
            -778529,
            -1089186
        ],
        [
            1.437716,
            1.635444,
            1.212958,
            1.059747,
            1.303255,
            0.815345
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            89,
            43,
            46,
            89,
            43,
            46
        ],
        [
            128,
            65,
            63,
            128,
            65,
            63
        ],
        [
            41.013825,
            39.814815,
            42.201835,
            41.013825,
            39.814815,
            42.201835
        ],
        [
            2.067727,
            2.472183,
            1.661225,
            1.52413,
            1.970036,
            1.116668
        ],
        [
            112816,
            112816,
            50374,
            534866,
            534866,
            270605
        ],
        [
            -38832,
            -38832,
            -38476,
            -403733,
            -211463,
            -403733
        ],
        [
            33,
            36,
            30,
            33,
            36,
            30
        ],
        [
            50,
            53,
            46,
            50,
            53,
            46
        ],
        [
            21,
            24,
            18,
            21,
            24,
            18
        ],
        [
            7190,
            3896,
            3294,
            7190,
            3896,
            3294
        ],
        [
            14.366084,
            0,
            15.116084,
            14.366084,
            0,
            15.116084
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321652,
            237055,
            -111875,
            -234082,
            -23798,
            -581822
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7456,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546029674,
    "expiration_time": 1764367488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 19,
            "offset": 0,
            "poles": 2
        }
    }
}

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)