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Trade: RSR/USDT/240/SSF/MIDPRICE/2502

Strategy
RSR/USDT/240/SSF/MIDPRICE/2502
Pair
RSR_USDT
Interval
4h
Score
303070
Daily Profit
0.174915
Profit Factor
1.517684
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1872.670000
Evaluation Time
2025-10-12 19:48
Expiration Time
2025-12-07 22:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 301602.7903 327557.1835 -25954.3932 -93252.5199 687750.8092 -781003.3291
Total P&L (%) 301.6028 327.5572 -25.9544 -93.2525 687.7508 -781.0033
Avg Daily Profit (%) 0.1611 0.1749 -0.0139 -0.1439 0.1103 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -318368 -214722 -198590 -1462414 -643017 -996607
Profit Factor 1.2198 1.5177 0.9649 0.9653 1.7089 0.5452
Total Trades 192 96 96 192 96 96
Winning Trades 94 45 49 94 45 49
Losing Trades 98 51 47 98 51 47
Profitability (%) 48.9583 46.875 51.0417 48.9583 46.875 51.0417
Ratio Avg Win / Avg Loss 1.2717 1.72 0.9255 1.0064 1.9367 0.523
Largest Winning Trade 133722 133722 42924 662229 662229 269286
Largest Losing Trade -81535 -39324 -81535 -734415 -228535 -734415
Avg Bars in Trades 56 70 42 56 70 42
Avg Bars in Winners 68 84 53 68 84 53
Avg Bars in Losers 45 58 30 45 58 30
Bars Traded 10857 6787 4070 10857 6787 4070
Profit Streak 0 0 87.5335 0 0 87.5335
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 269355 303070 -579578 -578511 -43627 -579578
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11236,
    "evaluation_days": 1872.67,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760287691835,
    "expiration_time": 1765138752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "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": [
        [
            301602.7902991258,
            327557.1835167168,
            -25954.3932175911,
            -93252.5198849768,
            687750.8091728307,
            -781003.3290578076
        ],
        [
            301.60279,
            327.557184,
            -25.954393,
            -93.25252,
            687.750809,
            -781.003329
        ],
        [
            0.161055,
            0.174915,
            -0.01386,
            -0.143862,
            0.110278,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -318368,
            -214722,
            -198590,
            -1462414,
            -643017,
            -996607
        ],
        [
            1.219784,
            1.517684,
            0.964904,
            0.965302,
            1.708861,
            0.54522
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            94,
            45,
            49,
            94,
            45,
            49
        ],
        [
            98,
            51,
            47,
            98,
            51,
            47
        ],
        [
            48.958333,
            46.875,
            51.041667,
            48.958333,
            46.875,
            51.041667
        ],
        [
            1.27169,
            1.720042,
            0.925521,
            1.006379,
            1.93671,
            0.522966
        ],
        [
            133722,
            133722,
            42924,
            662229,
            662229,
            269286
        ],
        [
            -81535,
            -39324,
            -81535,
            -734415,
            -228535,
            -734415
        ],
        [
            56,
            70,
            42,
            56,
            70,
            42
        ],
        [
            68,
            84,
            53,
            68,
            84,
            53
        ],
        [
            45,
            58,
            30,
            45,
            58,
            30
        ],
        [
            10857,
            6787,
            4070,
            10857,
            6787,
            4070
        ],
        [
            0,
            0,
            87.53347,
            0,
            0,
            87.53347
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            269355,
            303070,
            -579578,
            -578511,
            -43627,
            -579578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11236,
    "evaluation_days": 1872.67,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760287691835,
    "expiration_time": 1765138752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "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)