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Trade: RSR/USDT/360/HILO/HMA/3468

Strategy
RSR/USDT/360/HILO/HMA/3468
Pair
RSR_USDT
Interval
6h
Score
468253
Daily Profit
0.278317
Profit Factor
1.367717
Profitability
53.618421
Streak
23.072914
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-27 10:45
Expiration Time
2025-11-19 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 516139.1012 442619.6656 73519.4356 14008.7555 216843.5686 -202834.8131
Total P&L (%) 516.1391 442.6197 73.5194 14.0088 216.8436 -202.8348
Avg Daily Profit (%) 0.2783 0.2387 0.0396 0.0071 0.0622 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129507 -104041 -138305 -418601 -135215 -382650
Profit Factor 1.3677 1.6176 1.107 1.0118 1.4518 0.7131
Total Trades 304 152 152 304 152 152
Winning Trades 163 77 86 163 77 86
Losing Trades 141 75 66 141 75 66
Profitability (%) 53.6184 50.6579 56.5789 53.6184 50.6579 56.5789
Ratio Avg Win / Avg Loss 1.1831 1.5756 0.8496 0.8752 1.4141 0.5473
Largest Winning Trade 150028 150028 48513 127993 127993 54964
Largest Losing Trade -73503 -50637 -73503 -316574 -72300 -316574
Avg Bars in Trades 23 25 22 23 25 22
Avg Bars in Winners 22 27 18 22 27 18
Avg Bars in Losers 24 23 26 24 23 26
Bars Traded 7171 3822 3349 7171 3822 3349
Profit Streak 23.0729 23.0729 73.8229 23.0729 23.0729 73.8229
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468253 437921 -241576 -429851 -107704 -577933
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7418,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758959099774,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 147,
            "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": [
        [
            516139.1011955729,
            442619.6656236189,
            73519.4355719538,
            14008.7554679742,
            216843.5686164707,
            -202834.8131484968
        ],
        [
            516.139101,
            442.619666,
            73.519436,
            14.008755,
            216.843569,
            -202.834813
        ],
        [
            0.278317,
            0.238673,
            0.039644,
            0.00707,
            0.062205,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129507,
            -104041,
            -138305,
            -418601,
            -135215,
            -382650
        ],
        [
            1.367717,
            1.617621,
            1.107019,
            1.011801,
            1.451777,
            0.713138
        ],
        [
            304,
            152,
            152,
            304,
            152,
            152
        ],
        [
            163,
            77,
            86,
            163,
            77,
            86
        ],
        [
            141,
            75,
            66,
            141,
            75,
            66
        ],
        [
            53.618421,
            50.657895,
            56.578947,
            53.618421,
            50.657895,
            56.578947
        ],
        [
            1.183117,
            1.575605,
            0.849572,
            0.875239,
            1.414069,
            0.547292
        ],
        [
            150028,
            150028,
            48513,
            127993,
            127993,
            54964
        ],
        [
            -73503,
            -50637,
            -73503,
            -316574,
            -72300,
            -316574
        ],
        [
            23,
            25,
            22,
            23,
            25,
            22
        ],
        [
            22,
            27,
            18,
            22,
            27,
            18
        ],
        [
            24,
            23,
            26,
            24,
            23,
            26
        ],
        [
            7171,
            3822,
            3349,
            7171,
            3822,
            3349
        ],
        [
            23.072914,
            23.072914,
            73.822914,
            23.072914,
            23.072914,
            73.822914
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468253,
            437921,
            -241576,
            -429851,
            -107704,
            -577933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7418,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758959099774,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 147,
            "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)