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Trade: RSR/USDT/240/BBL/SMA/9731

Strategy
RSR/USDT/240/BBL/SMA/9731
Pair
RSR_USDT
Interval
4h
Score
447181
Daily Profit
0.177847
Profit Factor
1.898508
Profitability
64.444444
Streak
68.714199
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-27 16:08
Expiration Time
2025-11-19 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339666.5238 329817.5063 9849.0175 -73358.9153 -139600.1643 66241.2489
Total P&L (%) 339.6665 329.8175 9.849 -73.3589 -139.6002 66.2412
Avg Daily Profit (%) 0.1832 0.1778 0.0053 -0.0713 0 0.0274
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -247239 -180455 -163728 -2190016 -2055537 -454163
Profit Factor 1.4372 1.8985 1.024 0.9798 0.9446 1.0599
Total Trades 91 45 46 91 45 46
Winning Trades 56 29 27 56 29 27
Losing Trades 35 16 19 35 16 19
Profitability (%) 61.5385 64.4444 58.6957 61.5385 64.4444 58.6957
Ratio Avg Win / Avg Loss 0.8983 1.0475 0.7206 0.6123 0.5211 0.7459
Largest Winning Trade 132403 132403 40613 876880 876880 317089
Largest Losing Trade -86057 -60072 -86057 -1282055 -1282055 -339703
Avg Bars in Trades 115 188 44 115 188 44
Avg Bars in Winners 69 90 46 69 90 46
Avg Bars in Losers 190 366 41 190 366 41
Bars Traded 10532 8498 2034 10532 8498 2034
Profit Streak 68.7142 68.7142 71.5475 68.7142 68.7142 71.5475
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354648 447181 -545091 -577659 -578281 -310606
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11127,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758978506767,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 2.43705
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 248,
            "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": [
        [
            339666.5237623987,
            329817.5062590719,
            9849.0175033267,
            -73358.9153188372,
            -139600.1642614247,
            66241.2489425872
        ],
        [
            339.666524,
            329.817506,
            9.849018,
            -73.358915,
            -139.600164,
            66.241249
        ],
        [
            0.183158,
            0.177847,
            0.005311,
            -0.071299,
            0,
            0.027411
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -247239,
            -180455,
            -163728,
            -2190016,
            -2055537,
            -454163
        ],
        [
            1.437221,
            1.898508,
            1.024034,
            0.979751,
            0.944552,
            1.059935
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            61.538462,
            64.444444,
            58.695652,
            61.538462,
            64.444444,
            58.695652
        ],
        [
            0.898263,
            1.047453,
            0.720616,
            0.612345,
            0.521132,
            0.74588
        ],
        [
            132403,
            132403,
            40613,
            876880,
            876880,
            317089
        ],
        [
            -86057,
            -60072,
            -86057,
            -1282055,
            -1282055,
            -339703
        ],
        [
            115,
            188,
            44,
            115,
            188,
            44
        ],
        [
            69,
            90,
            46,
            69,
            90,
            46
        ],
        [
            190,
            366,
            41,
            190,
            366,
            41
        ],
        [
            10532,
            8498,
            2034,
            10532,
            8498,
            2034
        ],
        [
            68.714199,
            68.714199,
            71.547532,
            68.714199,
            68.714199,
            71.547532
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354648,
            447181,
            -545091,
            -577659,
            -578281,
            -310606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11127,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758978506767,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 2.43705
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 248,
            "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)