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Trade: RSR/USDT/720/BBL/HL2/3026

Strategy
RSR/USDT/720/BBL/HL2/3026
Pair
RSR_USDT
Interval
12h
Score
433019
Daily Profit
0.227958
Profit Factor
2.184997
Profitability
48.571429
Streak
156.359321
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-10-09 23:37
Expiration Time
2025-12-04 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443438.0335 426282.2459 17155.7876 40278.7397 -25361.7608 65640.5005
Total P&L (%) 443.438 426.2822 17.1558 40.2787 -25.3618 65.6405
Avg Daily Profit (%) 0.2371 0.228 0.0092 0.0181 -0.0156 0.027
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -251108 -243514 -17589 -1601436 -1488243 -161869
Profit Factor 2.0328 2.185 1.2465 1.0202 0.9851 1.2266
Total Trades 71 35 36 71 35 36
Winning Trades 35 17 18 35 17 18
Losing Trades 36 18 18 36 18 18
Profitability (%) 49.2958 48.5714 50 49.2958 48.5714 50
Ratio Avg Win / Avg Loss 2.0909 2.3135 1.2465 1.0494 1.0431 1.2266
Largest Winning Trade 167477 167477 22265 857474 857474 140964
Largest Losing Trade -86431 -86431 -13397 -444510 -444510 -106202
Avg Bars in Trades 47 95 1 47 95 1
Avg Bars in Winners 42 86 1 42 86 1
Avg Bars in Losers 52 103 1 52 103 1
Bars Traded 3374 3338 36 3374 3338 36
Profit Streak 0 156.3593 0 0 156.3593 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79749 433019 -189326 -460712 -579100 -157199
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042245318,
    "expiration_time": 1764858240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 1.91895
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            443438.0334732892,
            426282.2458731057,
            17155.7876001836,
            40278.739688743,
            -25361.7608014217,
            65640.5004901648
        ],
        [
            443.438033,
            426.282246,
            17.155788,
            40.27874,
            -25.361761,
            65.6405
        ],
        [
            0.237133,
            0.227958,
            0.009174,
            0.018101,
            -0.015641,
            0.02699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -251108,
            -243514,
            -17589,
            -1601436,
            -1488243,
            -161869
        ],
        [
            2.032848,
            2.184997,
            1.246483,
            1.020214,
            0.985108,
            1.226644
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            49.295775,
            48.571429,
            50,
            49.295775,
            48.571429,
            50
        ],
        [
            2.09093,
            2.313527,
            1.246483,
            1.049363,
            1.043055,
            1.226644
        ],
        [
            167477,
            167477,
            22265,
            857474,
            857474,
            140964
        ],
        [
            -86431,
            -86431,
            -13397,
            -444510,
            -444510,
            -106202
        ],
        [
            47,
            95,
            1,
            47,
            95,
            1
        ],
        [
            42,
            86,
            1,
            42,
            86,
            1
        ],
        [
            52,
            103,
            1,
            52,
            103,
            1
        ],
        [
            3374,
            3338,
            36,
            3374,
            3338,
            36
        ],
        [
            0,
            156.359321,
            0,
            0,
            156.359321,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79749,
            433019,
            -189326,
            -460712,
            -579100,
            -157199
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042245318,
    "expiration_time": 1764858240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 1.91895
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)