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Trade: RSR/USDT/30/SINWMA/MIDPRICE/6053

Strategy
RSR/USDT/30/SINWMA/MIDPRICE/6053
Pair
RSR_USDT
Interval
30m
Score
306352
Daily Profit
0.422491
Profit Factor
1.466882
Profitability
40.993789
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-29 04:16
Expiration Time
2025-12-13 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220046.135 168909.0091 51137.1258 266184.4238 198976.3726 67208.0512
Total P&L (%) 220.0461 168.909 51.1371 266.1844 198.9764 67.2081
Avg Daily Profit (%) 0.4225 0.3243 0.0982 0.2495 0.2105 0.0988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73471 -47808 -52259 -481793 -266816 -353201
Profit Factor 1.4669 1.7204 1.2159 1.1339 1.2071 1.0654
Total Trades 161 81 80 161 81 80
Winning Trades 66 32 34 66 32 34
Losing Trades 95 49 46 95 49 46
Profitability (%) 40.9938 39.5062 42.5 40.9938 39.5062 42.5
Ratio Avg Win / Avg Loss 2.1114 2.6343 1.6451 1.6321 1.8484 1.4414
Largest Winning Trade 81385 81385 27268 172971 172971 129788
Largest Losing Trade -15931 -15163 -15931 -135096 -96697 -135096
Avg Bars in Trades 150 149 151 150 149 151
Avg Bars in Winners 238 244 233 238 244 233
Avg Bars in Losers 89 87 91 89 87 91
Bars Traded 24261 12120 12141 24261 12120 12141
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 306352 -4663 -85414 -67333 -8269 -232849
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714109400000,
    "first_datapoint_time": 1714478400000,
    "last_datapoint_time": 1759107600000,
    "evaluation_time": 1759108567779,
    "expiration_time": 1765587600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 95,
            "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": [
        [
            220046.1349514832,
            168909.0091235444,
            51137.1258279389,
            266184.4238307954,
            198976.3726202351,
            67208.0512105602
        ],
        [
            220.046135,
            168.909009,
            51.137126,
            266.184424,
            198.976373,
            67.208051
        ],
        [
            0.422491,
            0.324307,
            0.098184,
            0.249522,
            0.2105,
            0.098751
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73471,
            -47808,
            -52259,
            -481793,
            -266816,
            -353201
        ],
        [
            1.466882,
            1.720376,
            1.215917,
            1.133878,
            1.207116,
            1.065405
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            95,
            49,
            46,
            95,
            49,
            46
        ],
        [
            40.993789,
            39.506173,
            42.5,
            40.993789,
            39.506173,
            42.5
        ],
        [
            2.11142,
            2.634326,
            1.645064,
            1.632097,
            1.848397,
            1.441431
        ],
        [
            81385,
            81385,
            27268,
            172971,
            172971,
            129788
        ],
        [
            -15931,
            -15163,
            -15931,
            -135096,
            -96697,
            -135096
        ],
        [
            150,
            149,
            151,
            150,
            149,
            151
        ],
        [
            238,
            244,
            233,
            238,
            244,
            233
        ],
        [
            89,
            87,
            91,
            89,
            87,
            91
        ],
        [
            24261,
            12120,
            12141,
            24261,
            12120,
            12141
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306352,
            -4663,
            -85414,
            -67333,
            -8269,
            -232849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714109400000,
    "first_datapoint_time": 1714478400000,
    "last_datapoint_time": 1759107600000,
    "evaluation_time": 1759108567779,
    "expiration_time": 1765587600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 95,
            "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)