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Trade: RSR/USDT/30/DCM/WMA/1697

Strategy
RSR/USDT/30/DCM/WMA/1697
Pair
RSR_USDT
Interval
30m
Score
339250
Daily Profit
0.189315
Profit Factor
1.444353
Profitability
55.056180
Streak
0.000000
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 -93781.0501 20214.4974 -113995.5475 -111662.0801 167802.0614 -279464.1415
Total P&L (%) -93.7811 20.2145 -113.9955 -111.6621 167.8021 -279.4641
Avg Daily Profit (%) -0.1801 0.0388 -0.2189 0 0.1893 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -219348 -77108 -203695 -307050 -53738 -409205
Profit Factor 0.9223 1.0403 0.8384 0.9017 1.4444 0.6315
Total Trades 534 267 267 534 267 267
Winning Trades 255 124 131 278 147 131
Losing Trades 279 143 136 256 120 136
Profitability (%) 47.7528 46.4419 49.0637 52.0599 55.0562 49.0637
Ratio Avg Win / Avg Loss 1.0091 1.1997 0.8704 0.8303 1.1791 0.6556
Largest Winning Trade 37212 23797 37212 35519 35519 32316
Largest Losing Trade -121971 -21686 -121971 -232594 -16675 -232594
Avg Bars in Trades 46 41 50 46 41 50
Avg Bars in Winners 50 45 54 47 44 50
Avg Bars in Losers 42 38 47 45 39 51
Bars Traded 24792 11182 13610 24792 11182 13610
Profit Streak 3.4715 3.4715 7.4507 0 0 0
Trades During Streak 2 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578015 -325852 -579305 -578289 339250 -580869

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": 1713895200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758818939064,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "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": [
        [
            -93781.0500895182,
            20214.4973941706,
            -113995.5474836885,
            -111662.0801250392,
            167802.0613889992,
            -279464.1415140383
        ],
        [
            -93.78105,
            20.214497,
            -113.995547,
            -111.66208,
            167.802061,
            -279.464142
        ],
        [
            -0.180061,
            0.038812,
            -0.218873,
            0,
            0.189315,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -219348,
            -77108,
            -203695,
            -307050,
            -53738,
            -409205
        ],
        [
            0.922323,
            1.040269,
            0.838381,
            0.901699,
            1.444353,
            0.631454
        ],
        [
            534,
            267,
            267,
            534,
            267,
            267
        ],
        [
            255,
            124,
            131,
            278,
            147,
            131
        ],
        [
            279,
            143,
            136,
            256,
            120,
            136
        ],
        [
            47.752809,
            46.441948,
            49.06367,
            52.059925,
            55.05618,
            49.06367
        ],
        [
            1.00913,
            1.199665,
            0.87038,
            0.830342,
            1.179063,
            0.655555
        ],
        [
            37212,
            23797,
            37212,
            35519,
            35519,
            32316
        ],
        [
            -121971,
            -21686,
            -121971,
            -232594,
            -16675,
            -232594
        ],
        [
            46,
            41,
            50,
            46,
            41,
            50
        ],
        [
            50,
            45,
            54,
            47,
            44,
            50
        ],
        [
            42,
            38,
            47,
            45,
            39,
            51
        ],
        [
            24792,
            11182,
            13610,
            24792,
            11182,
            13610
        ],
        [
            3.471517,
            3.471517,
            7.450683,
            0,
            0,
            0
        ],
        [
            2,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578015,
            -325852,
            -579305,
            -578289,
            339250,
            -580869
        ]
    ]
}
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": 1713895200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758818939064,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "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)