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Trade: RSR/USDT/360/HWMA/KCL/3446

Strategy
RSR/USDT/360/HWMA/KCL/3446
Pair
RSR_USDT
Interval
6h
Score
534446
Daily Profit
0.487437
Profit Factor
1.646461
Profitability
55.731225
Streak
0.000000
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-27 10:44
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 903952.2767 665954.8209 237997.4558 3406806.3097 -1227100.2599 4633906.5695
Total P&L (%) 903.9523 665.9548 237.9975 3406.8063 -1227.1003 4633.9066
Avg Daily Profit (%) 0.4874 0.3591 0.1283 0.192 0 0.2082
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -248202 -177301 -167065 -6397103 -5796470 -2072197
Profit Factor 1.6465 2.0033 1.324 1.1362 0.9149 1.4376
Total Trades 253 127 126 253 127 126
Winning Trades 141 65 76 141 65 76
Losing Trades 112 62 50 112 62 50
Profitability (%) 55.7312 51.1811 60.3175 55.7312 51.1811 60.3175
Ratio Avg Win / Avg Loss 1.3078 1.9108 0.8711 0.9025 0.8727 0.9458
Largest Winning Trade 146269 146269 54011 1423941 1205978 1423941
Largest Losing Trade -68046 -52360 -68046 -2425711 -2425711 -1317285
Avg Bars in Trades 29 27 31 29 27 31
Avg Bars in Winners 28 25 30 28 25 30
Avg Bars in Losers 30 28 32 30 28 32
Bars Traded 7359 3434 3925 7359 3434 3925
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 534446 483045 -22011 -62079 -580564 305408
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": 1598702400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758959098350,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09013,
            "nb": 0.11948,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            903952.2766657553,
            665954.8208700638,
            237997.4557956909,
            3406806.3096538996,
            -1227100.259878519,
            4633906.56953242
        ],
        [
            903.952277,
            665.954821,
            237.997456,
            3406.80631,
            -1227.10026,
            4633.90657
        ],
        [
            0.487437,
            0.359102,
            0.128335,
            0.192003,
            0,
            0.208215
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -248202,
            -177301,
            -167065,
            -6397103,
            -5796470,
            -2072197
        ],
        [
            1.646461,
            2.003284,
            1.324012,
            1.136182,
            0.914942,
            1.437574
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            141,
            65,
            76,
            141,
            65,
            76
        ],
        [
            112,
            62,
            50,
            112,
            62,
            50
        ],
        [
            55.731225,
            51.181102,
            60.31746,
            55.731225,
            51.181102,
            60.31746
        ],
        [
            1.307828,
            1.910824,
            0.871061,
            0.902499,
            0.872714,
            0.945773
        ],
        [
            146269,
            146269,
            54011,
            1423941,
            1205978,
            1423941
        ],
        [
            -68046,
            -52360,
            -68046,
            -2425711,
            -2425711,
            -1317285
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            28,
            25,
            30,
            28,
            25,
            30
        ],
        [
            30,
            28,
            32,
            30,
            28,
            32
        ],
        [
            7359,
            3434,
            3925,
            7359,
            3434,
            3925
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            534446,
            483045,
            -22011,
            -62079,
            -580564,
            305408
        ]
    ]
}
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": 1598702400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758959098350,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09013,
            "nb": 0.11948,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)