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Trade: RSR/USDT/30/WMA/SMA/2333

Strategy
RSR/USDT/30/WMA/SMA/2333
Pair
RSR_USDT
Interval
30m
Score
315700
Daily Profit
0.227241
Profit Factor
1.422518
Profitability
47.656250
Streak
9.296413
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-30 01:06
Expiration Time
2025-12-13 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132866.1656 120981.1945 11884.9711 12642.3634 226152.877 -213510.5136
Total P&L (%) 132.8662 120.9812 11.885 12.6424 226.1529 -213.5105
Avg Daily Profit (%) 0.2551 0.2323 0.0228 0.0229 0.2272 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121579 -66591 -92536 -349894 -125698 -342421
Profit Factor 1.182 1.376 1.0291 1.0089 1.4225 0.7584
Total Trades 256 128 128 256 128 128
Winning Trades 127 61 66 127 61 66
Losing Trades 129 67 62 129 67 62
Profitability (%) 49.6094 47.6563 51.5625 49.6094 47.6563 51.5625
Ratio Avg Win / Avg Loss 1.2007 1.5114 0.9668 1.0248 1.5624 0.7124
Largest Winning Trade 59228 59228 29854 155505 155505 54950
Largest Losing Trade -56906 -20106 -56906 -237904 -36087 -237904
Avg Bars in Trades 96 90 102 96 90 102
Avg Bars in Winners 114 107 121 114 107 121
Avg Bars in Losers 78 74 82 78 74 82
Bars Traded 24693 11573 13120 24693 11573 13120
Profit Streak 0 9.2964 0 0 9.2964 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11562 307023 -460254 -456004 315700 -581358
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714183200000,
    "first_datapoint_time": 1714500000000,
    "last_datapoint_time": 1759181400000,
    "evaluation_time": 1759183610108,
    "expiration_time": 1765661400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "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": [
        [
            132866.1655860176,
            120981.1945347129,
            11884.9710513049,
            12642.3633983996,
            226152.87695508,
            -213510.5135566804
        ],
        [
            132.866166,
            120.981195,
            11.884971,
            12.642363,
            226.152877,
            -213.510514
        ],
        [
            0.255105,
            0.232285,
            0.022819,
            0.02286,
            0.227241,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121579,
            -66591,
            -92536,
            -349894,
            -125698,
            -342421
        ],
        [
            1.182049,
            1.376023,
            1.029123,
            1.00891,
            1.422518,
            0.758371
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            127,
            61,
            66,
            127,
            61,
            66
        ],
        [
            129,
            67,
            62,
            129,
            67,
            62
        ],
        [
            49.609375,
            47.65625,
            51.5625,
            49.609375,
            47.65625,
            51.5625
        ],
        [
            1.200664,
            1.511369,
            0.966752,
            1.024798,
            1.562438,
            0.712409
        ],
        [
            59228,
            59228,
            29854,
            155505,
            155505,
            54950
        ],
        [
            -56906,
            -20106,
            -56906,
            -237904,
            -36087,
            -237904
        ],
        [
            96,
            90,
            102,
            96,
            90,
            102
        ],
        [
            114,
            107,
            121,
            114,
            107,
            121
        ],
        [
            78,
            74,
            82,
            78,
            74,
            82
        ],
        [
            24693,
            11573,
            13120,
            24693,
            11573,
            13120
        ],
        [
            0,
            9.296413,
            0,
            0,
            9.296413,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11562,
            307023,
            -460254,
            -456004,
            315700,
            -581358
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714183200000,
    "first_datapoint_time": 1714500000000,
    "last_datapoint_time": 1759181400000,
    "evaluation_time": 1759183610108,
    "expiration_time": 1765661400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "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)