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Trade: RSR/USDT/720/ZLMA/HWMA/5681

Strategy
RSR/USDT/720/ZLMA/HWMA/5681
Pair
RSR_USDT
Interval
12h
Score
361383
Daily Profit
0.178369
Profit Factor
1.331272
Profitability
53.658537
Streak
11.630097
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-10-07 06:07
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 374183.603 333104.566 41079.0369 -69348.6628 202767.9215 -272116.5843
Total P&L (%) 374.1836 333.1046 41.079 -69.3487 202.7679 -272.1166
Avg Daily Profit (%) 0.2004 0.1784 0.022 -0.0633 0.0593 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211554 -150623 -155955 -566480 -314157 -367939
Profit Factor 1.1667 1.3313 1.0332 0.9741 1.1873 0.8289
Total Trades 575 287 288 575 287 288
Winning Trades 312 154 158 312 154 158
Losing Trades 263 133 130 263 133 130
Profitability (%) 54.2609 53.6585 54.8611 54.2609 53.6585 54.8611
Ratio Avg Win / Avg Loss 0.9835 1.1497 0.8501 0.8211 1.0254 0.682
Largest Winning Trade 49443 49443 44677 91789 78564 91789
Largest Losing Trade -85591 -30767 -85591 -132451 -97583 -132451
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 3496 1723 1773 3496 1723 1773
Profit Streak 8.6301 11.6301 8.6301 8.6301 11.6301 8.6301
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26223 361383 -348794 -575822 -125815 -578248
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": 1608465600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806440360,
    "expiration_time": 1764635760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.73462,
            "nc": 0.80924
        }
    }
}
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": [
        [
            374183.6029761847,
            333104.5660318891,
            41079.036944295,
            -69348.6628098462,
            202767.9214977639,
            -272116.5843076102
        ],
        [
            374.183603,
            333.104566,
            41.079037,
            -69.348663,
            202.767921,
            -272.116584
        ],
        [
            0.200366,
            0.178369,
            0.021997,
            -0.0633,
            0.059337,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211554,
            -150623,
            -155955,
            -566480,
            -314157,
            -367939
        ],
        [
            1.166719,
            1.331272,
            1.033158,
            0.974056,
            1.187341,
            0.82893
        ],
        [
            575,
            287,
            288,
            575,
            287,
            288
        ],
        [
            312,
            154,
            158,
            312,
            154,
            158
        ],
        [
            263,
            133,
            130,
            263,
            133,
            130
        ],
        [
            54.26087,
            53.658537,
            54.861111,
            54.26087,
            53.658537,
            54.861111
        ],
        [
            0.983484,
            1.149735,
            0.850067,
            0.821079,
            1.02543,
            0.682031
        ],
        [
            49443,
            49443,
            44677,
            91789,
            78564,
            91789
        ],
        [
            -85591,
            -30767,
            -85591,
            -132451,
            -97583,
            -132451
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            3496,
            1723,
            1773,
            3496,
            1723,
            1773
        ],
        [
            8.630097,
            11.630097,
            8.630097,
            8.630097,
            11.630097,
            8.630097
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26223,
            361383,
            -348794,
            -575822,
            -125815,
            -578248
        ]
    ]
}
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": 1608465600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806440360,
    "expiration_time": 1764635760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.73462,
            "nc": 0.80924
        }
    }
}

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)