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Trade: RSR/USDT/240/VWMA/HWMA/6533

Strategy
RSR/USDT/240/VWMA/HWMA/6533
Pair
RSR_USDT
Interval
4h
Score
320470
Daily Profit
0.283344
Profit Factor
2.511094
Profitability
38.888889
Streak
0.000000
Best Strategy
Training Data Length
1864.830000
Evaluation Time
2025-10-04 23:24
Expiration Time
2025-11-29 20:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 592782.803 528388.3935 64394.4095 501791.7895 405486.194 96305.5954
Total P&L (%) 592.7828 528.3884 64.3944 501.7918 405.4862 96.3056
Avg Daily Profit (%) 0.3179 0.2833 0.0345 0.0963 0.0869 0.0362
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134723 -59674 -128540 -310390 -230003 -281883
Profit Factor 1.6996 2.5111 1.1294 1.3042 1.5221 1.1103
Total Trades 179 90 89 179 90 89
Winning Trades 69 35 34 69 35 34
Losing Trades 110 55 55 110 55 55
Profitability (%) 38.5475 38.8889 38.2022 38.5475 38.8889 38.2022
Ratio Avg Win / Avg Loss 2.7096 3.946 1.827 2.0791 2.3919 1.7961
Largest Winning Trade 262432 262432 71180 366203 366203 242616
Largest Losing Trade -36413 -23118 -36413 -149310 -149310 -127076
Avg Bars in Trades 60 50 71 60 50 71
Avg Bars in Winners 126 94 158 126 94 158
Avg Bars in Losers 19 21 18 19 21 18
Bars Traded 10894 4524 6370 10894 4524 6370
Profit Streak 0 0 48.8506 0 0 48.8506
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314982 320470 -227688 -66301 -78984 -246143
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11189,
    "evaluation_days": 1864.83,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759609490610,
    "expiration_time": 1764441648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.22221,
            "nc": 0.1
        }
    }
}
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": [
        [
            592782.8030104538,
            528388.3935161047,
            64394.409494349,
            501791.7894529979,
            405486.1940253291,
            96305.5954276689
        ],
        [
            592.782803,
            528.388394,
            64.394409,
            501.791789,
            405.486194,
            96.305595
        ],
        [
            0.317875,
            0.283344,
            0.034531,
            0.096288,
            0.086928,
            0.036176
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134723,
            -59674,
            -128540,
            -310390,
            -230003,
            -281883
        ],
        [
            1.699642,
            2.511094,
            1.129412,
            1.304171,
            1.522141,
            1.110301
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            38.547486,
            38.888889,
            38.202247,
            38.547486,
            38.888889,
            38.202247
        ],
        [
            2.709574,
            3.946004,
            1.82699,
            2.079114,
            2.391936,
            1.796075
        ],
        [
            262432,
            262432,
            71180,
            366203,
            366203,
            242616
        ],
        [
            -36413,
            -23118,
            -36413,
            -149310,
            -149310,
            -127076
        ],
        [
            60,
            50,
            71,
            60,
            50,
            71
        ],
        [
            126,
            94,
            158,
            126,
            94,
            158
        ],
        [
            19,
            21,
            18,
            19,
            21,
            18
        ],
        [
            10894,
            4524,
            6370,
            10894,
            4524,
            6370
        ],
        [
            0,
            0,
            48.850586,
            0,
            0,
            48.850586
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314982,
            320470,
            -227688,
            -66301,
            -78984,
            -246143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11189,
    "evaluation_days": 1864.83,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759609490610,
    "expiration_time": 1764441648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.22221,
            "nc": 0.1
        }
    }
}

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)