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Trade: RSR/USDT/30/DCM/SSF/7658

Strategy
RSR/USDT/30/DCM/SSF/7658
Pair
RSR_USDT
Interval
30m
Score
366909
Daily Profit
0.185809
Profit Factor
1.419906
Profitability
53.816794
Streak
7.867311
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-25 19:48
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -189462.0859 -24674.4239 -164787.662 -110288.1367 162965.6623 -273253.799
Total P&L (%) -189.4621 -24.6744 -164.7877 -110.2881 162.9657 -273.2538
Avg Daily Profit (%) -0.3638 -0.0474 -0.3164 0 0.1858 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -307167 -110967 -243350 -341455 -74681 -403922
Profit Factor 0.848 0.9531 0.7713 0.9063 1.4199 0.6535
Total Trades 524 262 262 524 262 262
Winning Trades 251 121 130 280 141 139
Losing Trades 273 141 132 244 121 123
Profitability (%) 47.9008 46.1832 49.6183 53.4351 53.8168 53.0534
Ratio Avg Win / Avg Loss 0.9223 1.1106 0.7832 0.7898 1.2185 0.5783
Largest Winning Trade 37360 22564 37360 42273 30085 42273
Largest Losing Trade -140869 -17725 -140869 -247291 -17419 -247291
Avg Bars in Trades 47 43 51 47 43 51
Avg Bars in Winners 48 40 57 48 45 52
Avg Bars in Losers 45 46 45 45 40 49
Bars Traded 24797 11372 13425 24797 11372 13425
Profit Streak 0 0 7.3465 3.6798 7.8673 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579425 -580349 -579999 -578679 366909 -580135

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713911400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758818935682,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -189462.0859070643,
            -24674.4238806732,
            -164787.6620263912,
            -110288.1367090627,
            162965.6622857777,
            -273253.7989948406
        ],
        [
            -189.462086,
            -24.674424,
            -164.787662,
            -110.288137,
            162.965662,
            -273.253799
        ],
        [
            -0.36377,
            -0.047375,
            -0.316394,
            0,
            0.185809,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -307167,
            -110967,
            -243350,
            -341455,
            -74681,
            -403922
        ],
        [
            0.847998,
            0.953086,
            0.771285,
            0.906273,
            1.419906,
            0.653495
        ],
        [
            524,
            262,
            262,
            524,
            262,
            262
        ],
        [
            251,
            121,
            130,
            280,
            141,
            139
        ],
        [
            273,
            141,
            132,
            244,
            121,
            123
        ],
        [
            47.900763,
            46.183206,
            49.618321,
            53.435115,
            53.816794,
            53.053435
        ],
        [
            0.922324,
            1.110621,
            0.783151,
            0.789753,
            1.218501,
            0.578273
        ],
        [
            37360,
            22564,
            37360,
            42273,
            30085,
            42273
        ],
        [
            -140869,
            -17725,
            -140869,
            -247291,
            -17419,
            -247291
        ],
        [
            47,
            43,
            51,
            47,
            43,
            51
        ],
        [
            48,
            40,
            57,
            48,
            45,
            52
        ],
        [
            45,
            46,
            45,
            45,
            40,
            49
        ],
        [
            24797,
            11372,
            13425,
            24797,
            11372,
            13425
        ],
        [
            0,
            0,
            7.346478,
            3.679811,
            7.867311,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579425,
            -580349,
            -579999,
            -578679,
            366909,
            -580135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713911400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758818935682,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 2
        }
    }
}

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)