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Trade: RSR/USDT/720/HWMA/ALMA/9485

Strategy
RSR/USDT/720/HWMA/ALMA/9485
Pair
RSR_USDT
Interval
12h
Score
446395
Daily Profit
0.208838
Profit Factor
1.714673
Profitability
60.416667
Streak
97.305161
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-10-07 10:19
Expiration Time
2025-12-02 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390004.3038 215306.9613 174697.3425 231806.0684 172354.8637 59451.2047
Total P&L (%) 390.0043 215.307 174.6973 231.8061 172.3549 59.4512
Avg Daily Profit (%) 0.2088 0.1153 0.0935 0.0642 0.0537 0.025
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100743 -65103 -73170 -286528 -223475 -146256
Profit Factor 1.7147 1.7601 1.6657 1.298 1.3949 1.1741
Total Trades 96 48 48 96 48 48
Winning Trades 58 29 29 58 29 29
Losing Trades 38 19 19 38 19 19
Profitability (%) 60.4167 60.4167 60.4167 60.4167 60.4167 60.4167
Ratio Avg Win / Avg Loss 1.1234 1.1531 1.0913 0.8504 0.9139 0.7693
Largest Winning Trade 85761 85761 39985 148182 148182 85962
Largest Losing Trade -65121 -61203 -65121 -164410 -164410 -82394
Avg Bars in Trades 35 35 36 35 35 36
Avg Bars in Winners 35 25 45 35 25 45
Avg Bars in Losers 36 50 21 36 50 21
Bars Traded 3431 1686 1745 3431 1686 1745
Profit Streak 97.3052 166.3052 97.3052 97.3052 166.3052 97.3052
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446395 -34064 -64035 -106178 -119461 -188849
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759821565879,
    "expiration_time": 1764635760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 248,
            "na": 0.56153,
            "nb": 0.1,
            "nc": 0.54531
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 207,
            "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": [
        [
            390004.3038140767,
            215306.9613101381,
            174697.3425039385,
            231806.0683567348,
            172354.8636840408,
            59451.2046726939
        ],
        [
            390.004304,
            215.306961,
            174.697343,
            231.806068,
            172.354864,
            59.451205
        ],
        [
            0.208838,
            0.115292,
            0.093546,
            0.064244,
            0.053666,
            0.024987
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100743,
            -65103,
            -73170,
            -286528,
            -223475,
            -146256
        ],
        [
            1.714673,
            1.760064,
            1.665678,
            1.297978,
            1.394852,
            1.174127
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            60.416667,
            60.416667,
            60.416667,
            60.416667,
            60.416667,
            60.416667
        ],
        [
            1.123407,
            1.153146,
            1.091306,
            0.8504,
            0.913869,
            0.769256
        ],
        [
            85761,
            85761,
            39985,
            148182,
            148182,
            85962
        ],
        [
            -65121,
            -61203,
            -65121,
            -164410,
            -164410,
            -82394
        ],
        [
            35,
            35,
            36,
            35,
            35,
            36
        ],
        [
            35,
            25,
            45,
            35,
            25,
            45
        ],
        [
            36,
            50,
            21,
            36,
            50,
            21
        ],
        [
            3431,
            1686,
            1745,
            3431,
            1686,
            1745
        ],
        [
            97.305161,
            166.305161,
            97.305161,
            97.305161,
            166.305161,
            97.305161
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446395,
            -34064,
            -64035,
            -106178,
            -119461,
            -188849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759821565879,
    "expiration_time": 1764635760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 248,
            "na": 0.56153,
            "nb": 0.1,
            "nc": 0.54531
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 207,
            "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)