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Trade: RSR/USDT/480/BBM/SWMA/5386

Strategy
RSR/USDT/480/BBM/SWMA/5386
Pair
RSR_USDT
Interval
8h
Score
415664
Daily Profit
0.160854
Profit Factor
1.877674
Profitability
68.888889
Streak
96.083050
Best Strategy
Training Data Length
1865.000000
Evaluation Time
2025-10-04 20:59
Expiration Time
2025-11-29 16:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268920.3969 299993.1144 -31072.7175 -2511735.432 -55603.5248 -2456131.9072
Total P&L (%) 268.9204 299.9931 -31.0727 -2511.7354 -55.6035 -2456.1319
Avg Daily Profit (%) 0.1442 0.1609 -0.0167 0 -0.0435 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -314658 -96155 -268759 -4380160 -2244036 -3554581
Profit Factor 1.3153 1.8777 0.9392 0.7333 0.9849 0.5719
Total Trades 91 45 46 91 45 46
Winning Trades 61 31 30 55 27 28
Losing Trades 30 14 16 36 18 18
Profitability (%) 67.033 68.8889 65.2174 60.4396 60 60.8696
Ratio Avg Win / Avg Loss 0.6469 0.848 0.5009 0.48 0.6566 0.3677
Largest Winning Trade 52712 52712 37186 1239338 1239338 1018041
Largest Losing Trade -254869 -64804 -254869 -3333888 -837953 -3333888
Avg Bars in Trades 59 63 55 59 63 55
Avg Bars in Winners 39 42 37 54 57 51
Avg Bars in Losers 99 108 90 67 71 62
Bars Traded 5400 2836 2564 5400 2836 2564
Profit Streak 64.0831 96.0831 64.0831 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 76751 415664 -577758 -579181 -579415 -579295
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5595,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759600775530,
    "expiration_time": 1764427680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 2.0689
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "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": [
        [
            268920.3969468427,
            299993.1144144654,
            -31072.7174676226,
            -2511735.4320225427,
            -55603.5248079921,
            -2456131.9072145517
        ],
        [
            268.920397,
            299.993114,
            -31.072717,
            -2511.735432,
            -55.603525,
            -2456.131907
        ],
        [
            0.144193,
            0.160854,
            -0.016661,
            0,
            -0.04353,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -314658,
            -96155,
            -268759,
            -4380160,
            -2244036,
            -3554581
        ],
        [
            1.315275,
            1.877674,
            0.939212,
            0.733276,
            0.984887,
            0.571941
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            61,
            31,
            30,
            55,
            27,
            28
        ],
        [
            30,
            14,
            16,
            36,
            18,
            18
        ],
        [
            67.032967,
            68.888889,
            65.217391,
            60.43956,
            60,
            60.869565
        ],
        [
            0.646856,
            0.847982,
            0.500913,
            0.479963,
            0.656591,
            0.367676
        ],
        [
            52712,
            52712,
            37186,
            1239338,
            1239338,
            1018041
        ],
        [
            -254869,
            -64804,
            -254869,
            -3333888,
            -837953,
            -3333888
        ],
        [
            59,
            63,
            55,
            59,
            63,
            55
        ],
        [
            39,
            42,
            37,
            54,
            57,
            51
        ],
        [
            99,
            108,
            90,
            67,
            71,
            62
        ],
        [
            5400,
            2836,
            2564,
            5400,
            2836,
            2564
        ],
        [
            64.08305,
            96.08305,
            64.08305,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            76751,
            415664,
            -577758,
            -579181,
            -579415,
            -579295
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5595,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759600775530,
    "expiration_time": 1764427680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 2.0689
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "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)