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Trade: RSR/USDT/720/ZLMA/MIDPOINT/1477

Strategy
RSR/USDT/720/ZLMA/MIDPOINT/1477
Pair
RSR_USDT
Interval
12h
Score
399694
Daily Profit
0.154069
Profit Factor
1.951018
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-09-29 03:39
Expiration Time
2025-11-23 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 254270.7243 286491.0174 -32220.293 -137868.7134 33487.2445 -171355.9579
Total P&L (%) 254.2707 286.491 -32.2203 -137.8687 33.4872 -171.356
Avg Daily Profit (%) 0.1367 0.1541 -0.0173 0 0.0155 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178997 -156105 -164053 -237194 -143231 -164174
Profit Factor 1.4336 1.951 0.887 0.7468 1.1408 0.4409
Total Trades 58 29 29 58 29 29
Winning Trades 29 15 14 33 17 16
Losing Trades 29 14 15 25 12 13
Profitability (%) 50 51.7241 48.2759 56.8966 58.6207 55.1724
Ratio Avg Win / Avg Loss 1.4336 1.821 0.9504 0.5657 0.8052 0.3583
Largest Winning Trade 300389 300389 42681 64596 64596 35049
Largest Losing Trade -146566 -87709 -146566 -129144 -104778 -129144
Avg Bars in Trades 59 90 28 59 90 28
Avg Bars in Winners 47 60 35 33 43 23
Avg Bars in Losers 71 123 22 93 157 34
Bars Traded 3456 2627 829 3456 2627 829
Profit Streak 0 0 0 25.0272 48.0272 25.0272
Trades During Streak 0 0 0 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -189084 399694 -581225 -757879 -239766 -578860
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1607385600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106346726,
    "expiration_time": 1763923824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 94,
            "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": [
        [
            254270.7243254166,
            286491.0173554422,
            -32220.2930300255,
            -137868.7133994827,
            33487.2444941501,
            -171355.9578936328
        ],
        [
            254.270724,
            286.491017,
            -32.220293,
            -137.868713,
            33.487244,
            -171.355958
        ],
        [
            0.136741,
            0.154069,
            -0.017327,
            0,
            0.015534,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178997,
            -156105,
            -164053,
            -237194,
            -143231,
            -164174
        ],
        [
            1.433584,
            1.951018,
            0.887023,
            0.74675,
            1.140766,
            0.440937
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            29,
            15,
            14,
            33,
            17,
            16
        ],
        [
            29,
            14,
            15,
            25,
            12,
            13
        ],
        [
            50,
            51.724138,
            48.275862,
            56.896552,
            58.62069,
            55.172414
        ],
        [
            1.433584,
            1.82095,
            0.950382,
            0.56572,
            0.805247,
            0.358261
        ],
        [
            300389,
            300389,
            42681,
            64596,
            64596,
            35049
        ],
        [
            -146566,
            -87709,
            -146566,
            -129144,
            -104778,
            -129144
        ],
        [
            59,
            90,
            28,
            59,
            90,
            28
        ],
        [
            47,
            60,
            35,
            33,
            43,
            23
        ],
        [
            71,
            123,
            22,
            93,
            157,
            34
        ],
        [
            3456,
            2627,
            829,
            3456,
            2627,
            829
        ],
        [
            0,
            0,
            0,
            25.027161,
            48.027161,
            25.027161
        ],
        [
            0,
            0,
            0,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -189084,
            399694,
            -581225,
            -757879,
            -239766,
            -578860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1607385600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106346726,
    "expiration_time": 1763923824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 94,
            "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)