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Trade: RSR/USDT/720/MIDPRICE/JMA/4375

Strategy
RSR/USDT/720/MIDPRICE/JMA/4375
Pair
RSR_USDT
Interval
12h
Score
401467
Daily Profit
0.207573
Profit Factor
1.658694
Profitability
59.302326
Streak
0.000000
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 387435.3067 245987.2344 141448.0723 152406.2033 64342.1874 88064.0159
Total P&L (%) 387.4353 245.9872 141.4481 152.4062 64.3422 88.064
Avg Daily Profit (%) 0.2076 0.1318 0.0758 0.0496 0.0266 0.0338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77732 -101612 -90301 -109252 -130884 -97585
Profit Factor 1.6587 1.7458 1.5475 1.2388 1.1601 1.3724
Total Trades 86 43 43 86 43 43
Winning Trades 51 24 27 51 24 27
Losing Trades 35 19 16 35 19 16
Profitability (%) 59.3023 55.814 62.7907 59.3023 55.814 62.7907
Ratio Avg Win / Avg Loss 1.1383 1.3821 0.917 0.8501 0.9184 0.8133
Largest Winning Trade 73502 73502 51506 111914 111914 50627
Largest Losing Trade -77732 -47049 -77732 -86415 -68767 -86415
Avg Bars in Trades 40 35 45 40 35 45
Avg Bars in Winners 41 30 51 41 30 51
Avg Bars in Losers 38 41 33 38 41 33
Bars Traded 3471 1531 1940 3471 1531 1940
Profit Streak 0 0 63.8223 0 0 63.8223
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401467 -14081 -89150 -127171 -202951 -146137
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": 1608120000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759736649869,
    "expiration_time": 1764546768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 224,
            "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": [
        [
            387435.3067229071,
            245987.2343863603,
            141448.0723365467,
            152406.2033117862,
            64342.1874298102,
            88064.015881976
        ],
        [
            387.435307,
            245.987234,
            141.448072,
            152.406203,
            64.342187,
            88.064016
        ],
        [
            0.207573,
            0.131791,
            0.075783,
            0.049617,
            0.026619,
            0.033845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77732,
            -101612,
            -90301,
            -109252,
            -130884,
            -97585
        ],
        [
            1.658694,
            1.745808,
            1.547483,
            1.238767,
            1.160118,
            1.372424
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            59.302326,
            55.813953,
            62.790698,
            59.302326,
            55.813953,
            62.790698
        ],
        [
            1.138319,
            1.382098,
            0.917027,
            0.850134,
            0.918427,
            0.813288
        ],
        [
            73502,
            73502,
            51506,
            111914,
            111914,
            50627
        ],
        [
            -77732,
            -47049,
            -77732,
            -86415,
            -68767,
            -86415
        ],
        [
            40,
            35,
            45,
            40,
            35,
            45
        ],
        [
            41,
            30,
            51,
            41,
            30,
            51
        ],
        [
            38,
            41,
            33,
            38,
            41,
            33
        ],
        [
            3471,
            1531,
            1940,
            3471,
            1531,
            1940
        ],
        [
            0,
            0,
            63.822336,
            0,
            0,
            63.822336
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401467,
            -14081,
            -89150,
            -127171,
            -202951,
            -146137
        ]
    ]
}
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": 1608120000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759736649869,
    "expiration_time": 1764546768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 224,
            "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)