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Trade: RSR/USDT/720/HWMA/MIDPRICE/9547

Strategy
RSR/USDT/720/HWMA/MIDPRICE/9547
Pair
RSR_USDT
Interval
12h
Score
402005
Daily Profit
0.192080
Profit Factor
1.712126
Profitability
52.678571
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-10-02 18:00
Expiration Time
2025-11-27 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345724.3535 357845.9264 -12121.5729 -74631.2315 261773.8413 -336405.0727
Total P&L (%) 345.7244 357.8459 -12.1216 -74.6312 261.7738 -336.4051
Avg Daily Profit (%) 0.1856 0.1921 -0.0065 -0.0736 0.069 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154240 -96991 -196288 -268309 -78002 -396651
Profit Factor 1.2453 1.7121 0.9866 0.9494 1.6329 0.6826
Total Trades 224 112 112 224 112 112
Winning Trades 119 59 60 119 59 60
Losing Trades 105 53 52 105 53 52
Profitability (%) 53.125 52.6786 53.5714 53.125 52.6786 53.5714
Ratio Avg Win / Avg Loss 1.0988 1.538 0.8551 0.8377 1.4669 0.5916
Largest Winning Trade 106790 106790 53064 58468 54492 58468
Largest Losing Trade -71466 -29179 -71466 -178064 -33246 -178064
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3639 1822 1817 3639 1822 1817
Profit Streak 0 0 47.6251 0 0 47.6251
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327699 402005 -579304 -578922 -98398 -579304
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3726,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417209083,
    "expiration_time": 1764235296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46915
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 68,
            "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": [
        [
            345724.3534921167,
            357845.9263724057,
            -12121.572880289,
            -74631.2314688107,
            261773.841276098,
            -336405.0727449089
        ],
        [
            345.724353,
            357.845926,
            -12.121573,
            -74.631231,
            261.773841,
            -336.405073
        ],
        [
            0.185574,
            0.19208,
            -0.006506,
            -0.073599,
            0.069044,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154240,
            -96991,
            -196288,
            -268309,
            -78002,
            -396651
        ],
        [
            1.245335,
            1.712126,
            0.986631,
            0.949354,
            1.632945,
            0.682638
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            53.125,
            52.678571,
            53.571429,
            53.125,
            52.678571,
            53.571429
        ],
        [
            1.098825,
            1.538012,
            0.85508,
            0.837665,
            1.466883,
            0.59162
        ],
        [
            106790,
            106790,
            53064,
            58468,
            54492,
            58468
        ],
        [
            -71466,
            -29179,
            -71466,
            -178064,
            -33246,
            -178064
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3639,
            1822,
            1817,
            3639,
            1822,
            1817
        ],
        [
            0,
            0,
            47.625105,
            0,
            0,
            47.625105
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327699,
            402005,
            -579304,
            -578922,
            -98398,
            -579304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3726,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417209083,
    "expiration_time": 1764235296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46915
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 68,
            "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)