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Trade: RSR/USDT/720/HWMA/MIDPOINT/2413

Strategy
RSR/USDT/720/HWMA/MIDPOINT/2413
Pair
RSR_USDT
Interval
12h
Score
392067
Daily Profit
0.259336
Profit Factor
1.311385
Profitability
56.122449
Streak
0.000000
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-03 22:22
Expiration Time
2025-11-28 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 483401.7155 368871.0869 114530.6285 -49751.0533 184437.0291 -234188.0824
Total P&L (%) 483.4017 368.8711 114.5306 -49.7511 184.437 -234.1881
Avg Daily Profit (%) 0.2593 0.1979 0.0614 -0.0369 0.0561 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203381 -92720 -226387 -411068 -177538 -467695
Profit Factor 1.3114 1.5147 1.137 0.9757 1.2038 0.7952
Total Trades 294 147 147 294 147 147
Winning Trades 165 79 86 165 79 86
Losing Trades 129 68 61 129 68 61
Profitability (%) 56.1224 53.7415 58.5034 56.1224 53.7415 58.5034
Ratio Avg Win / Avg Loss 1.0253 1.3038 0.8065 0.7628 1.0362 0.564
Largest Winning Trade 61918 61918 52117 101955 101955 52240
Largest Losing Trade -83786 -45275 -83786 -135426 -103110 -135426
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 11 12 12 11 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3543 1769 1774 3543 1769 1774
Profit Streak 0 0 23.8072 0 0 23.8072
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392067 345488 -180576 -578168 -117917 -579017
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1605657600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519344134,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33907,
            "nb": 0.1,
            "nc": 0.76423
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "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": [
        [
            483401.7154630749,
            368871.0869415072,
            114530.6285215685,
            -49751.0533144066,
            184437.029064151,
            -234188.0823785577
        ],
        [
            483.401715,
            368.871087,
            114.530629,
            -49.751053,
            184.437029,
            -234.188082
        ],
        [
            0.259336,
            0.197892,
            0.061443,
            -0.036913,
            0.056096,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203381,
            -92720,
            -226387,
            -411068,
            -177538,
            -467695
        ],
        [
            1.311385,
            1.514714,
            1.137036,
            0.975709,
            1.203848,
            0.795168
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            165,
            79,
            86,
            165,
            79,
            86
        ],
        [
            129,
            68,
            61,
            129,
            68,
            61
        ],
        [
            56.122449,
            53.741497,
            58.503401,
            56.122449,
            53.741497,
            58.503401
        ],
        [
            1.025265,
            1.303804,
            0.806502,
            0.762827,
            1.036223,
            0.564015
        ],
        [
            61918,
            61918,
            52117,
            101955,
            101955,
            52240
        ],
        [
            -83786,
            -45275,
            -83786,
            -135426,
            -103110,
            -135426
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3543,
            1769,
            1774,
            3543,
            1769,
            1774
        ],
        [
            0,
            0,
            23.807224,
            0,
            0,
            23.807224
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392067,
            345488,
            -180576,
            -578168,
            -117917,
            -579017
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1605657600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519344134,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33907,
            "nb": 0.1,
            "nc": 0.76423
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "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)