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Trade: RSR/USDT/360/ZLMA/VWMA/7952

Strategy
RSR/USDT/360/ZLMA/VWMA/7952
Pair
RSR_USDT
Interval
6h
Score
401709
Daily Profit
0.202086
Profit Factor
1.824361
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-10-03 05:12
Expiration Time
2025-11-27 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 318671.3733 376486.5787 -57815.2055 -95683.1962 91290.178 -186973.3742
Total P&L (%) 318.6714 376.4866 -57.8152 -95.6832 91.2902 -186.9734
Avg Daily Profit (%) 0.1711 0.2021 -0.031 -0.1685 0.0348 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227378 -205135 -167199 -216102 -22128 -197043
Profit Factor 1.3467 1.8244 0.875 0.6623 2.646 0.1795
Total Trades 88 44 44 88 44 44
Winning Trades 44 22 22 44 22 22
Losing Trades 44 22 22 44 22 22
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 1.3467 1.8244 0.875 0.6623 2.646 0.1795
Largest Winning Trade 349079 349079 63164 109249 109249 7920
Largest Losing Trade -78575 -58381 -78575 -170642 -18238 -170642
Avg Bars in Trades 79 104 55 79 104 55
Avg Bars in Winners 93 123 64 93 123 64
Avg Bars in Losers 65 85 45 65 85 45
Bars Traded 7015 4586 2429 7015 4586 2429
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 287201 401709 -580719 -580543 -141271 -580719
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1603087200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759457578731,
    "expiration_time": 1764278496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "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": [
        [
            318671.3732715162,
            376486.5787329957,
            -57815.2054614793,
            -95683.1961613508,
            91290.1780055054,
            -186973.3741668563
        ],
        [
            318.671373,
            376.486579,
            -57.815205,
            -95.683196,
            91.290178,
            -186.973374
        ],
        [
            0.171053,
            0.202086,
            -0.031033,
            -0.168546,
            0.034822,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227378,
            -205135,
            -167199,
            -216102,
            -22128,
            -197043
        ],
        [
            1.346689,
            1.824361,
            0.87499,
            0.662305,
            2.645958,
            0.179505
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            1.346689,
            1.824361,
            0.87499,
            0.662305,
            2.645958,
            0.179505
        ],
        [
            349079,
            349079,
            63164,
            109249,
            109249,
            7920
        ],
        [
            -78575,
            -58381,
            -78575,
            -170642,
            -18238,
            -170642
        ],
        [
            79,
            104,
            55,
            79,
            104,
            55
        ],
        [
            93,
            123,
            64,
            93,
            123,
            64
        ],
        [
            65,
            85,
            45,
            65,
            85,
            45
        ],
        [
            7015,
            4586,
            2429,
            7015,
            4586,
            2429
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            287201,
            401709,
            -580719,
            -580543,
            -141271,
            -580719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1603087200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759457578731,
    "expiration_time": 1764278496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "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)