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Trade: RSR/USDT/720/HILO/SWMA/5313

Strategy
RSR/USDT/720/HILO/SWMA/5313
Pair
RSR_USDT
Interval
12h
Score
453101
Daily Profit
0.325151
Profit Factor
1.419182
Profitability
51.791531
Streak
21.322326
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-10-06 10:44
Expiration Time
2025-12-01 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 606895.0284 493368.2114 113526.8171 388269.2703 235425.4423 152843.828
Total P&L (%) 606.895 493.3682 113.5268 388.2693 235.4254 152.8438
Avg Daily Profit (%) 0.3252 0.2643 0.0608 0.085 0.0649 0.0497
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158871 -161388 -60691 -505655 -461007 -147847
Profit Factor 1.4192 1.561 1.1997 1.1632 1.1571 1.1737
Total Trades 307 153 154 307 153 154
Winning Trades 159 66 93 159 66 93
Losing Trades 148 87 61 148 87 61
Profitability (%) 51.7915 43.1373 60.3896 51.7915 43.1373 60.3896
Ratio Avg Win / Avg Loss 1.321 2.0577 0.7869 1.0828 1.5252 0.7698
Largest Winning Trade 145490 145490 30828 207687 207687 58398
Largest Losing Trade -60837 -60837 -35076 -232004 -232004 -100638
Avg Bars in Trades 11 17 6 11 17 6
Avg Bars in Winners 12 21 6 12 21 6
Avg Bars in Losers 11 15 5 11 15 5
Bars Traded 3661 2733 928 3661 2733 928
Profit Streak 21.3223 0 28.3223 21.3223 0 28.3223
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453101 317374 -111763 -117790 -155093 -155232
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3733,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759736648945,
    "expiration_time": 1764546768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "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": [
        [
            606895.0284499914,
            493368.2113999297,
            113526.8170500617,
            388269.2702752791,
            235425.4423015732,
            152843.8279737058
        ],
        [
            606.895028,
            493.368211,
            113.526817,
            388.26927,
            235.425442,
            152.843828
        ],
        [
            0.325151,
            0.264328,
            0.060823,
            0.084992,
            0.064861,
            0.04971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158871,
            -161388,
            -60691,
            -505655,
            -461007,
            -147847
        ],
        [
            1.419182,
            1.560992,
            1.199748,
            1.163231,
            1.157084,
            1.173701
        ],
        [
            307,
            153,
            154,
            307,
            153,
            154
        ],
        [
            159,
            66,
            93,
            159,
            66,
            93
        ],
        [
            148,
            87,
            61,
            148,
            87,
            61
        ],
        [
            51.791531,
            43.137255,
            60.38961,
            51.791531,
            43.137255,
            60.38961
        ],
        [
            1.320999,
            2.057671,
            0.786931,
            1.082756,
            1.525247,
            0.769847
        ],
        [
            145490,
            145490,
            30828,
            207687,
            207687,
            58398
        ],
        [
            -60837,
            -60837,
            -35076,
            -232004,
            -232004,
            -100638
        ],
        [
            11,
            17,
            6,
            11,
            17,
            6
        ],
        [
            12,
            21,
            6,
            12,
            21,
            6
        ],
        [
            11,
            15,
            5,
            11,
            15,
            5
        ],
        [
            3661,
            2733,
            928,
            3661,
            2733,
            928
        ],
        [
            21.322326,
            0,
            28.322326,
            21.322326,
            0,
            28.322326
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453101,
            317374,
            -111763,
            -117790,
            -155093,
            -155232
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3733,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759736648945,
    "expiration_time": 1764546768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "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)