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Trade: RSR/USDT/30/SINWMA/MIDPRICE/5468

Strategy
RSR/USDT/30/SINWMA/MIDPRICE/5468
Pair
RSR_USDT
Interval
30m
Score
326519
Daily Profit
0.481593
Profit Factor
1.535693
Profitability
41.216216
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 07:51
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 250827.895 186564.7461 64263.1489 336572.6822 194656.199 141916.4832
Total P&L (%) 250.8279 186.5647 64.2631 336.5727 194.6562 141.9165
Avg Daily Profit (%) 0.4816 0.3582 0.1234 0.2834 0.2077 0.1698
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74871 -52954 -46669 -646699 -485546 -309349
Profit Factor 1.5357 1.8157 1.2683 1.1331 1.152 1.1138
Total Trades 148 74 74 148 74 74
Winning Trades 61 29 32 61 29 32
Losing Trades 87 45 42 87 45 42
Profitability (%) 41.2162 39.1892 43.2432 41.2162 39.1892 43.2432
Ratio Avg Win / Avg Loss 2.1903 2.8175 1.6646 1.6161 1.7875 1.4618
Largest Winning Trade 95209 95209 29742 251833 251833 194214
Largest Losing Trade -25940 -20808 -25940 -186040 -171865 -186040
Avg Bars in Trades 166 164 168 166 164 168
Avg Bars in Winners 255 267 243 255 267 243
Avg Bars in Losers 104 97 111 104 97 111
Bars Traded 24616 12144 12472 24616 12144 12472
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326519 -56813 -95327 -68234 -113805 -155652
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": 1714069800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759035085504,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 101
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "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": [
        [
            250827.8950094812,
            186564.7461170118,
            64263.1488924696,
            336572.6821964259,
            194656.1990131018,
            141916.4831833235
        ],
        [
            250.827895,
            186.564746,
            64.263149,
            336.572682,
            194.656199,
            141.916483
        ],
        [
            0.481593,
            0.358207,
            0.123386,
            0.283369,
            0.207699,
            0.169762
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74871,
            -52954,
            -46669,
            -646699,
            -485546,
            -309349
        ],
        [
            1.535693,
            1.815727,
            1.268299,
            1.133128,
            1.151959,
            1.113788
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            41.216216,
            39.189189,
            43.243243,
            41.216216,
            39.189189,
            43.243243
        ],
        [
            2.190251,
            2.817508,
            1.664642,
            1.616101,
            1.787522,
            1.461846
        ],
        [
            95209,
            95209,
            29742,
            251833,
            251833,
            194214
        ],
        [
            -25940,
            -20808,
            -25940,
            -186040,
            -171865,
            -186040
        ],
        [
            166,
            164,
            168,
            166,
            164,
            168
        ],
        [
            255,
            267,
            243,
            255,
            267,
            243
        ],
        [
            104,
            97,
            111,
            104,
            97,
            111
        ],
        [
            24616,
            12144,
            12472,
            24616,
            12144,
            12472
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326519,
            -56813,
            -95327,
            -68234,
            -113805,
            -155652
        ]
    ]
}
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": 1714069800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759035085504,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 101
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "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)