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Trade: RSR/USDT/360/VWMA/PWMA/6277

Strategy
RSR/USDT/360/VWMA/PWMA/6277
Pair
RSR_USDT
Interval
6h
Score
476524
Daily Profit
0.177818
Profit Factor
2.057569
Profitability
65.217391
Streak
95.240898
Best Strategy
Training Data Length
1867.750000
Evaluation Time
2025-10-08 02:46
Expiration Time
2025-12-02 20:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344193.3937 332119.0931 12074.3006 -345808.4401 -33799.2479 -312009.1922
Total P&L (%) 344.1934 332.1191 12.0743 -345.8084 -33.7992 -312.0092
Avg Daily Profit (%) 0.1843 0.1778 0.0065 0 -0.0221 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164563 -82877 -165836 -736824 -333535 -499511
Profit Factor 1.4422 2.0576 1.026 0.7524 0.9373 0.6363
Total Trades 93 46 47 93 46 47
Winning Trades 60 30 30 54 27 27
Losing Trades 33 16 17 39 19 20
Profitability (%) 64.5161 65.2174 63.8298 58.0645 58.6957 57.4468
Ratio Avg Win / Avg Loss 0.7932 1.0974 0.5814 0.5434 0.6596 0.4714
Largest Winning Trade 70234 70234 42527 194271 176921 194271
Largest Losing Trade -153053 -67055 -153053 -447576 -112715 -447576
Avg Bars in Trades 77 77 77 77 77 77
Avg Bars in Winners 53 55 52 69 70 68
Avg Bars in Losers 119 119 120 88 88 89
Bars Traded 7191 3569 3622 7191 3569 3622
Profit Streak 63.7409 95.2409 63.7409 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382436 476524 -476168 -579484 -579577 -579731
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7471,
    "evaluation_days": 1867.75,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759880813551,
    "expiration_time": 1764701208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 172,
            "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": [
        [
            344193.3936817804,
            332119.0930975638,
            12074.3005842165,
            -345808.4401402614,
            -33799.2479382643,
            -312009.192201997
        ],
        [
            344.193394,
            332.119093,
            12.074301,
            -345.80844,
            -33.799248,
            -312.009192
        ],
        [
            0.184282,
            0.177818,
            0.006465,
            0,
            -0.022082,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164563,
            -82877,
            -165836,
            -736824,
            -333535,
            -499511
        ],
        [
            1.442238,
            2.057569,
            1.026008,
            0.752447,
            0.937287,
            0.636334
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            60,
            30,
            30,
            54,
            27,
            27
        ],
        [
            33,
            16,
            17,
            39,
            19,
            20
        ],
        [
            64.516129,
            65.217391,
            63.829787,
            58.064516,
            58.695652,
            57.446809
        ],
        [
            0.793231,
            1.09737,
            0.581404,
            0.543434,
            0.659572,
            0.471359
        ],
        [
            70234,
            70234,
            42527,
            194271,
            176921,
            194271
        ],
        [
            -153053,
            -67055,
            -153053,
            -447576,
            -112715,
            -447576
        ],
        [
            77,
            77,
            77,
            77,
            77,
            77
        ],
        [
            53,
            55,
            52,
            69,
            70,
            68
        ],
        [
            119,
            119,
            120,
            88,
            88,
            89
        ],
        [
            7191,
            3569,
            3622,
            7191,
            3569,
            3622
        ],
        [
            63.740897,
            95.240898,
            63.740898,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382436,
            476524,
            -476168,
            -579484,
            -579577,
            -579731
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7471,
    "evaluation_days": 1867.75,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759880813551,
    "expiration_time": 1764701208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 172,
            "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)