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Trade: RSR/USDT/480/KCB/VWMA/6106

Strategy
RSR/USDT/480/KCB/VWMA/6106
Pair
RSR_USDT
Interval
8h
Score
428360
Daily Profit
0.173853
Profit Factor
1.891080
Profitability
52.380952
Streak
95.155186
Best Strategy
Training Data Length
1863.330000
Evaluation Time
2025-10-03 06:43
Expiration Time
2025-11-27 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 216190.8059 323945.5699 -107754.764 6297.732 -425978.0809 432275.813
Total P&L (%) 216.1908 323.9456 -107.7548 6.2977 -425.9781 432.2758
Avg Daily Profit (%) 0.116 0.1739 -0.0578 0.0033 0 0.0898
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -273056 -175349 -275450 -3063322 -2296991 -919916
Profit Factor 1.2416 1.8911 0.7971 1.0013 0.8482 1.2033
Total Trades 85 42 43 85 42 43
Winning Trades 49 22 27 47 21 26
Losing Trades 36 20 16 38 21 17
Profitability (%) 57.6471 52.381 62.7907 55.2941 50 60.4651
Ratio Avg Win / Avg Loss 0.9122 1.7192 0.4724 0.8095 0.8482 0.7867
Largest Winning Trade 152277 152277 36119 904109 518254 904109
Largest Losing Trade -160423 -62865 -160423 -1406170 -1406170 -767827
Avg Bars in Trades 62 77 47 62 77 47
Avg Bars in Winners 39 49 31 43 52 35
Avg Bars in Losers 93 108 75 86 102 66
Bars Traded 5308 3247 2061 5308 3247 2061
Profit Streak 63.8219 95.1552 63.8219 63.8219 95.1552 63.8219
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37855 428360 -578509 -573116 -580175 -73317
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5590,
    "evaluation_days": 1863.33,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600963200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463008096,
    "expiration_time": 1764279360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "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": [
        [
            216190.8058551879,
            323945.5698876967,
            -107754.7640325087,
            6297.7320391153,
            -425978.0809394368,
            432275.8129785518
        ],
        [
            216.190806,
            323.94557,
            -107.754764,
            6.297732,
            -425.978081,
            432.275813
        ],
        [
            0.116024,
            0.173853,
            -0.057829,
            0.003278,
            0,
            0.089772
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -273056,
            -175349,
            -275450,
            -3063322,
            -2296991,
            -919916
        ],
        [
            1.241631,
            1.89108,
            0.797137,
            1.001277,
            0.848232,
            1.203256
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            49,
            22,
            27,
            47,
            21,
            26
        ],
        [
            36,
            20,
            16,
            38,
            21,
            17
        ],
        [
            57.647059,
            52.380952,
            62.790698,
            55.294118,
            50,
            60.465116
        ],
        [
            0.912219,
            1.719164,
            0.472378,
            0.809543,
            0.848232,
            0.786744
        ],
        [
            152277,
            152277,
            36119,
            904109,
            518254,
            904109
        ],
        [
            -160423,
            -62865,
            -160423,
            -1406170,
            -1406170,
            -767827
        ],
        [
            62,
            77,
            47,
            62,
            77,
            47
        ],
        [
            39,
            49,
            31,
            43,
            52,
            35
        ],
        [
            93,
            108,
            75,
            86,
            102,
            66
        ],
        [
            5308,
            3247,
            2061,
            5308,
            3247,
            2061
        ],
        [
            63.821853,
            95.155186,
            63.821853,
            63.821853,
            95.155186,
            63.821853
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37855,
            428360,
            -578509,
            -573116,
            -580175,
            -73317
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5590,
    "evaluation_days": 1863.33,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600963200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463008096,
    "expiration_time": 1764279360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "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)