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Trade: RSR/USDT/240/ALMA/MIDPRICE/1985

Strategy
RSR/USDT/240/ALMA/MIDPRICE/1985
Pair
RSR_USDT
Interval
4h
Score
483148
Daily Profit
0.197744
Profit Factor
3.055019
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1860.170000
Evaluation Time
2025-09-30 08:02
Expiration Time
2025-11-25 01:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420855.1521 367837.2666 53017.8855 162184.4423 219357.6116 -57173.1693
Total P&L (%) 420.8552 367.8373 53.0179 162.1844 219.3576 -57.1732
Avg Daily Profit (%) 0.2262 0.1977 0.0285 0.0518 0.0624 -0.0456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91342 -105789 -94067 -129310 -89374 -136943
Profit Factor 1.8157 3.055 1.1573 1.2866 2.2357 0.8528
Total Trades 68 34 34 68 34 34
Winning Trades 34 17 17 34 17 17
Losing Trades 34 17 17 34 17 17
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 1.8157 3.055 1.1573 1.2866 2.2357 0.8528
Largest Winning Trade 103238 103238 66087 91482 91482 58663
Largest Losing Trade -75159 -37785 -75159 -91332 -31699 -91332
Avg Bars in Trades 158 159 156 158 159 156
Avg Bars in Winners 228 239 216 228 239 216
Avg Bars in Losers 87 79 96 87 79 96
Bars Traded 10748 5427 5321 10748 5427 5321
Profit Streak 0 0 182.5437 0 0 182.5437
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -102209 483148 -202427 -237197 -105313 -579823
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11161,
    "evaluation_days": 1860.17,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601654400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759208571477,
    "expiration_time": 1764026352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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": [
        [
            420855.1521159757,
            367837.266629241,
            53017.8854867345,
            162184.4423199417,
            219357.6115940571,
            -57173.1692741153
        ],
        [
            420.855152,
            367.837267,
            53.017885,
            162.184442,
            219.357612,
            -57.173169
        ],
        [
            0.226246,
            0.197744,
            0.028502,
            0.05183,
            0.062441,
            -0.045577
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91342,
            -105789,
            -94067,
            -129310,
            -89374,
            -136943
        ],
        [
            1.815701,
            3.055019,
            1.157347,
            1.286592,
            2.235735,
            0.852797
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            1.815701,
            3.055019,
            1.157347,
            1.286592,
            2.235735,
            0.852797
        ],
        [
            103238,
            103238,
            66087,
            91482,
            91482,
            58663
        ],
        [
            -75159,
            -37785,
            -75159,
            -91332,
            -31699,
            -91332
        ],
        [
            158,
            159,
            156,
            158,
            159,
            156
        ],
        [
            228,
            239,
            216,
            228,
            239,
            216
        ],
        [
            87,
            79,
            96,
            87,
            79,
            96
        ],
        [
            10748,
            5427,
            5321,
            10748,
            5427,
            5321
        ],
        [
            0,
            0,
            182.543651,
            0,
            0,
            182.543651
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102209,
            483148,
            -202427,
            -237197,
            -105313,
            -579823
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11161,
    "evaluation_days": 1860.17,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601654400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759208571477,
    "expiration_time": 1764026352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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)