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Trade: RSR/USDT/120/BBL/JMA/1520

Strategy
RSR/USDT/120/BBL/JMA/1520
Pair
RSR_USDT
Interval
2h
Score
486926
Daily Profit
0.302411
Profit Factor
1.639050
Profitability
53.594771
Streak
116.281789
Best Strategy
Training Data Length
1853.920000
Evaluation Time
2025-09-26 09:45
Expiration Time
2025-11-30 09:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560645.2908 519007.5008 41637.79 -7510.3958 -154173.5953 146663.1995
Total P&L (%) 560.6453 519.0075 41.6378 -7.5104 -154.1736 146.6632
Avg Daily Profit (%) 0.3024 0.28 0.0225 -0.0042 0 0.0487
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214850 -206958 -47879 -576955 -580578 -104768
Profit Factor 1.6391 1.8019 1.1809 0.9953 0.8783 1.4655
Total Trades 153 76 77 153 76 77
Winning Trades 82 35 47 82 35 47
Losing Trades 71 41 30 71 41 30
Profitability (%) 53.5948 46.0526 61.039 53.5948 46.0526 61.039
Ratio Avg Win / Avg Loss 1.4192 2.1108 0.7538 0.8617 1.0288 0.9354
Largest Winning Trade 327389 327389 14222 313098 313098 45834
Largest Losing Trade -55519 -55519 -19262 -174847 -174847 -42717
Avg Bars in Trades 137 249 26 137 249 26
Avg Bars in Winners 145 312 21 145 312 21
Avg Bars in Losers 128 196 34 128 196 34
Bars Traded 21034 18978 2056 21034 18978 2056
Profit Streak 116.2818 116.2818 190.3651 116.2818 116.2818 190.3651
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 486926 -38290 -226711 -578157 -629540 -167041

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22247,
    "evaluation_days": 1853.92,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599580800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869146616,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 32,
            "offset": 0,
            "std": 2.08787
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "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": [
        [
            560645.2908299248,
            519007.5008188618,
            41637.790011063,
            -7510.3958396025,
            -154173.5953231002,
            146663.1994834976
        ],
        [
            560.645291,
            519.007501,
            41.63779,
            -7.510396,
            -154.173595,
            146.663199
        ],
        [
            0.302411,
            0.279951,
            0.022459,
            -0.004211,
            0,
            0.048712
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214850,
            -206958,
            -47879,
            -576955,
            -580578,
            -104768
        ],
        [
            1.63905,
            1.801939,
            1.180939,
            0.995252,
            0.878278,
            1.465451
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            82,
            35,
            47,
            82,
            35,
            47
        ],
        [
            71,
            41,
            30,
            71,
            41,
            30
        ],
        [
            53.594771,
            46.052632,
            61.038961,
            53.594771,
            46.052632,
            61.038961
        ],
        [
            1.419177,
            2.110843,
            0.753791,
            0.861742,
            1.02884,
            0.935394
        ],
        [
            327389,
            327389,
            14222,
            313098,
            313098,
            45834
        ],
        [
            -55519,
            -55519,
            -19262,
            -174847,
            -174847,
            -42717
        ],
        [
            137,
            249,
            26,
            137,
            249,
            26
        ],
        [
            145,
            312,
            21,
            145,
            312,
            21
        ],
        [
            128,
            196,
            34,
            128,
            196,
            34
        ],
        [
            21034,
            18978,
            2056,
            21034,
            18978,
            2056
        ],
        [
            116.281789,
            116.281789,
            190.365123,
            116.281789,
            116.28179,
            190.365123
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            486926,
            -38290,
            -226711,
            -578157,
            -629540,
            -167041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22247,
    "evaluation_days": 1853.92,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599580800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869146616,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 32,
            "offset": 0,
            "std": 2.08787
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "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)