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Trade: RSR/USDT/60/SINWMA/KCB/7420

Strategy
RSR/USDT/60/SINWMA/KCB/7420
Pair
RSR_USDT
Interval
1h
Score
334171
Daily Profit
0.272879
Profit Factor
1.369857
Profitability
43.037975
Streak
44.279844
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 16:42
Expiration Time
2025-12-23 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284249.3617 265291.2261 18958.1356 129233.2413 273847.2011 -144613.9599
Total P&L (%) 284.2494 265.2912 18.9581 129.2332 273.8472 -144.614
Avg Daily Profit (%) 0.2729 0.2547 0.0182 0.0797 0.1267 0
Buy And Hold Return (%) 42.4146 42.4146 42.4146 42.4146 42.4146 42.4146
Max Trade Drawdown -110998 -66764 -94808 -330849 -190742 -258436
Profit Factor 1.3699 1.7482 1.0458 1.0837 1.3913 0.8288
Total Trades 158 79 79 158 79 79
Winning Trades 68 33 35 68 33 35
Losing Trades 90 46 44 90 46 44
Profitability (%) 43.038 41.7722 44.3038 43.038 41.7722 44.3038
Ratio Avg Win / Avg Loss 1.813 2.4368 1.3147 1.4343 1.9394 1.0419
Largest Winning Trade 115306 115306 36533 164731 164731 71522
Largest Losing Trade -51047 -19392 -51047 -108900 -53206 -108900
Avg Bars in Trades 156 158 154 156 158 154
Avg Bars in Winners 223 231 216 223 231 216
Avg Bars in Losers 105 106 104 105 106 104
Bars Traded 24731 12554 12177 24731 12554 12177
Profit Streak 44.2798 44.2798 84.5715 44.2798 44.2798 84.5715
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334171 -18264 -532229 -218513 -51688 -606875
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670014800000,
    "first_datapoint_time": 1670770800000,
    "last_datapoint_time": 1760014800000,
    "evaluation_time": 1760017378541,
    "expiration_time": 1766494800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 199,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            284249.3617372861,
            265291.2261258762,
            18958.1356114099,
            129233.2412714574,
            273847.2011434625,
            -144613.9598720052
        ],
        [
            284.249362,
            265.291226,
            18.958136,
            129.233241,
            273.847201,
            -144.61396
        ],
        [
            0.272879,
            0.254679,
            0.0182,
            0.07967,
            0.126673,
            0
        ],
        [
            42.414634,
            42.414634,
            42.414634,
            42.414634,
            42.414634,
            42.414634
        ],
        [
            -110998,
            -66764,
            -94808,
            -330849,
            -190742,
            -258436
        ],
        [
            1.369857,
            1.748159,
            1.045799,
            1.083679,
            1.3913,
            0.828768
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            43.037975,
            41.772152,
            44.303797,
            43.037975,
            41.772152,
            44.303797
        ],
        [
            1.813046,
            2.436827,
            1.314718,
            1.434281,
            1.939388,
            1.04188
        ],
        [
            115306,
            115306,
            36533,
            164731,
            164731,
            71522
        ],
        [
            -51047,
            -19392,
            -51047,
            -108900,
            -53206,
            -108900
        ],
        [
            156,
            158,
            154,
            156,
            158,
            154
        ],
        [
            223,
            231,
            216,
            223,
            231,
            216
        ],
        [
            105,
            106,
            104,
            105,
            106,
            104
        ],
        [
            24731,
            12554,
            12177,
            24731,
            12554,
            12177
        ],
        [
            44.279844,
            44.279844,
            84.571511,
            44.279844,
            44.279844,
            84.571511
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334171,
            -18264,
            -532229,
            -218513,
            -51688,
            -606875
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670014800000,
    "first_datapoint_time": 1670770800000,
    "last_datapoint_time": 1760014800000,
    "evaluation_time": 1760017378541,
    "expiration_time": 1766494800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 199,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)