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Trade: RSR/USDT/30/MIDPRICE/ZLMA/3177

Strategy
RSR/USDT/30/MIDPRICE/ZLMA/3177
Pair
RSR_USDT
Interval
30m
Score
311835
Daily Profit
0.425851
Profit Factor
1.301188
Profitability
38.719512
Streak
7.189981
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 18:03
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 221796.1093 161785.6564 60010.4529 258445.5212 158702.7078 99742.8134
Total P&L (%) 221.7961 161.7857 60.0105 258.4455 158.7027 99.7428
Avg Daily Profit (%) 0.4259 0.3106 0.1152 0.2454 0.1827 0.1329
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65023 -53710 -58702 -328606 -265589 -249698
Profit Factor 1.3012 1.4359 1.1643 1.1057 1.1293 1.082
Total Trades 328 164 164 328 164 164
Winning Trades 127 60 67 127 60 67
Losing Trades 201 104 97 201 104 97
Profitability (%) 38.7195 36.5854 40.8537 38.7195 36.5854 40.8537
Ratio Avg Win / Avg Loss 2.0594 2.489 1.6856 1.75 1.9574 1.5664
Largest Winning Trade 62242 62242 29209 128570 95649 128570
Largest Losing Trade -12668 -10467 -12668 -48033 -45955 -48033
Avg Bars in Trades 75 70 79 75 70 79
Avg Bars in Winners 133 122 142 133 122 142
Avg Bars in Losers 39 41 36 39 41 36
Bars Traded 24748 11634 13113 24748 11634 13113
Profit Streak 7.19 7.19 15.5025 7.19 7.19 15.5025
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311835 208525 -81296 -97212 -74566 -147575

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": 1713963600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758899014361,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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": [
        [
            221796.1092972378,
            161785.6563813157,
            60010.4529159225,
            258445.5211847743,
            158702.7077675584,
            99742.8134172161
        ],
        [
            221.796109,
            161.785656,
            60.010453,
            258.445521,
            158.702708,
            99.742813
        ],
        [
            0.425851,
            0.31063,
            0.115221,
            0.245411,
            0.182666,
            0.132926
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65023,
            -53710,
            -58702,
            -328606,
            -265589,
            -249698
        ],
        [
            1.301188,
            1.435935,
            1.164286,
            1.105715,
            1.129252,
            1.081967
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            127,
            60,
            67,
            127,
            60,
            67
        ],
        [
            201,
            104,
            97,
            201,
            104,
            97
        ],
        [
            38.719512,
            36.585366,
            40.853659,
            38.719512,
            36.585366,
            40.853659
        ],
        [
            2.059361,
            2.488954,
            1.685608,
            1.749991,
            1.95737,
            1.566429
        ],
        [
            62242,
            62242,
            29209,
            128570,
            95649,
            128570
        ],
        [
            -12668,
            -10467,
            -12668,
            -48033,
            -45955,
            -48033
        ],
        [
            75,
            70,
            79,
            75,
            70,
            79
        ],
        [
            133,
            122,
            142,
            133,
            122,
            142
        ],
        [
            39,
            41,
            36,
            39,
            41,
            36
        ],
        [
            24748,
            11634,
            13113,
            24748,
            11634,
            13113
        ],
        [
            7.189981,
            7.189981,
            15.502481,
            7.189981,
            7.189981,
            15.502481
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311835,
            208525,
            -81296,
            -97212,
            -74566,
            -147575
        ]
    ]
}
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": 1713963600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758899014361,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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)