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Trade: RSR/USDT/360/MIDPRICE/VWMA/7118

Strategy
RSR/USDT/360/MIDPRICE/VWMA/7118
Pair
RSR_USDT
Interval
6h
Score
424904
Daily Profit
0.249915
Profit Factor
1.669713
Profitability
56.481481
Streak
16.232566
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-26 20:34
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 463468.163 362583.6326 100884.5304 80772.9253 781579.6063 -700806.681
Total P&L (%) 463.4682 362.5836 100.8845 80.7729 781.5796 -700.8067
Avg Daily Profit (%) 0.2499 0.1955 0.0544 0.0319 0.1174 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136129 -53544 -144682 -990480 -315213 -1025913
Profit Factor 1.6697 2.5909 1.2174 1.0321 2.0863 0.6096
Total Trades 108 54 54 108 54 54
Winning Trades 61 31 30 61 31 30
Losing Trades 47 23 24 47 23 24
Profitability (%) 56.4815 57.4074 55.5556 56.4815 57.4074 55.5556
Ratio Avg Win / Avg Loss 1.2865 1.9223 0.9739 0.7952 1.5479 0.4877
Largest Winning Trade 79718 79718 76314 264625 264625 145754
Largest Losing Trade -83444 -36616 -83444 -753799 -126043 -753799
Avg Bars in Trades 65 33 97 65 33 97
Avg Bars in Winners 65 33 98 65 33 98
Avg Bars in Losers 66 34 96 66 34 96
Bars Traded 7107 1829 5279 7107 1829 5279
Profit Streak 16.2326 0 71.7326 16.2326 0 71.7326
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424904 -166571 -300728 -335386 -210938 -759146

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": 1603195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908093696,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "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": [
        [
            463468.1629900971,
            362583.6325985157,
            100884.5303915819,
            80772.9253438099,
            781579.6063080686,
            -700806.680964259
        ],
        [
            463.468163,
            362.583633,
            100.88453,
            80.772925,
            781.579606,
            -700.806681
        ],
        [
            0.249915,
            0.195516,
            0.0544,
            0.031931,
            0.117435,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136129,
            -53544,
            -144682,
            -990480,
            -315213,
            -1025913
        ],
        [
            1.669713,
            2.590929,
            1.217361,
            1.032123,
            2.086286,
            0.609582
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            56.481481,
            57.407407,
            55.555556,
            56.481481,
            57.407407,
            55.555556
        ],
        [
            1.2865,
            1.922302,
            0.973889,
            0.795242,
            1.547889,
            0.487666
        ],
        [
            79718,
            79718,
            76314,
            264625,
            264625,
            145754
        ],
        [
            -83444,
            -36616,
            -83444,
            -753799,
            -126043,
            -753799
        ],
        [
            65,
            33,
            97,
            65,
            33,
            97
        ],
        [
            65,
            33,
            98,
            65,
            33,
            98
        ],
        [
            66,
            34,
            96,
            66,
            34,
            96
        ],
        [
            7107,
            1829,
            5279,
            7107,
            1829,
            5279
        ],
        [
            16.232566,
            0,
            71.732566,
            16.232566,
            0,
            71.732566
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424904,
            -166571,
            -300728,
            -335386,
            -210938,
            -759146
        ]
    ]
}
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": 1603195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908093696,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "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)