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Trade: RSR/USDT/720/HWMA/VWAP/8016

Strategy
RSR/USDT/720/HWMA/VWAP/8016
Pair
RSR_USDT
Interval
12h
Score
383419
Daily Profit
0.246122
Profit Factor
1.480151
Profitability
53.076923
Streak
17.703133
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-09-26 19:52
Expiration Time
2025-11-19 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384384.5575 391699.5073 -7314.9498 -1015492.9214 9457956.66 -10473449.5813
Total P&L (%) 384.3846 391.6995 -7.315 -1015.4929 9457.9567 -10473.4496
Avg Daily Profit (%) 0.2072 0.2112 -0.0039 0 0.2461 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -452765 -151238 -333629 -19438787 -4592476 -18916288
Profit Factor 1.2293 1.5135 0.992 0.9802 1.4802 0.669
Total Trades 260 130 130 260 130 130
Winning Trades 137 62 75 142 69 73
Losing Trades 123 68 55 118 61 57
Profitability (%) 52.6923 47.6923 57.6923 54.6154 53.0769 56.1538
Ratio Avg Win / Avg Loss 1.1037 1.66 0.7275 0.8145 1.3085 0.5223
Largest Winning Trade 112023 112023 50426 3864846 3864846 1774634
Largest Losing Trade -228867 -47857 -228867 -14342440 -2254351 -14342440
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3702 1852 1850 3702 1852 1850
Profit Streak 0 0 67.7031 10.7031 17.7031 0
Trades During Streak 0 0 4 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335572 337936 -578278 -577894 383419 -579911
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905550707,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.67954
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            384384.5575064128,
            391699.5072800467,
            -7314.9497736341,
            -1015492.9213576626,
            9457956.659985643,
            -10473449.581343306
        ],
        [
            384.384558,
            391.699507,
            -7.31495,
            -1015.492921,
            9457.95666,
            -10473.449581
        ],
        [
            0.207215,
            0.211159,
            -0.003943,
            0,
            0.246122,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -452765,
            -151238,
            -333629,
            -19438787,
            -4592476,
            -18916288
        ],
        [
            1.229285,
            1.513489,
            0.991994,
            0.980218,
            1.480151,
            0.668952
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            137,
            62,
            75,
            142,
            69,
            73
        ],
        [
            123,
            68,
            55,
            118,
            61,
            57
        ],
        [
            52.692308,
            47.692308,
            57.692308,
            54.615385,
            53.076923,
            56.153846
        ],
        [
            1.103665,
            1.659956,
            0.727462,
            0.814548,
            1.308539,
            0.522332
        ],
        [
            112023,
            112023,
            50426,
            3864846,
            3864846,
            1774634
        ],
        [
            -228867,
            -47857,
            -228867,
            -14342440,
            -2254351,
            -14342440
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3702,
            1852,
            1850,
            3702,
            1852,
            1850
        ],
        [
            0,
            0,
            67.703133,
            10.703133,
            17.703133,
            0
        ],
        [
            0,
            0,
            4,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            335572,
            337936,
            -578278,
            -577894,
            383419,
            -579911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905550707,
    "expiration_time": 1763523360000,
    "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": 0.67954
        }
    },
    "second_band": {
        "type": "vwap",
        "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)