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Trade: RSR/USDT/480/FWMA/MIDPOINT/8732

Strategy
RSR/USDT/480/FWMA/MIDPOINT/8732
Pair
RSR_USDT
Interval
8h
Score
455341
Daily Profit
0.248673
Profit Factor
1.559890
Profitability
48.734177
Streak
45.364775
Best Strategy
Training Data Length
1863.670000
Evaluation Time
2025-10-03 19:45
Expiration Time
2025-11-28 07:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463445.1786 360103.2038 103341.9748 137068.2938 230290.5667 -93222.2728
Total P&L (%) 463.4452 360.1032 103.342 137.0683 230.2906 -93.2223
Avg Daily Profit (%) 0.2487 0.1932 0.0555 0.0463 0.0641 -0.1443
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119668 -145711 -100615 -218005 -43388 -204628
Profit Factor 1.5599 1.8815 1.2465 1.2645 2.2882 0.7254
Total Trades 158 79 79 158 79 79
Winning Trades 77 32 45 77 32 45
Losing Trades 81 47 34 81 47 34
Profitability (%) 48.7342 40.5063 56.962 48.7342 40.5063 56.962
Ratio Avg Win / Avg Loss 1.6409 2.7635 0.9418 1.3301 3.3607 0.5481
Largest Winning Trade 131191 131191 62500 109236 109236 24395
Largest Losing Trade -82193 -33692 -82193 -188201 -25280 -188201
Avg Bars in Trades 32 39 26 32 39 26
Avg Bars in Winners 40 54 29 40 54 29
Avg Bars in Losers 25 28 21 25 28 21
Bars Traded 5177 3106 2071 5177 3106 2071
Profit Streak 45.3648 45.3648 79.3648 45.3648 45.3648 79.3648
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455341 -18527 -145318 -129342 -132604 -605314
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5591,
    "evaluation_days": 1863.67,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1608163200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759509916567,
    "expiration_time": 1764309024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 236,
            "offset": 101
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "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": [
        [
            463445.1785816859,
            360103.203758194,
            103341.9748234916,
            137068.2938044879,
            230290.5666515388,
            -93222.2728470509
        ],
        [
            463.445179,
            360.103204,
            103.341975,
            137.068294,
            230.290567,
            -93.222273
        ],
        [
            0.248673,
            0.193223,
            0.055451,
            0.046327,
            0.064131,
            -0.144317
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119668,
            -145711,
            -100615,
            -218005,
            -43388,
            -204628
        ],
        [
            1.55989,
            1.881545,
            1.246491,
            1.264457,
            2.288166,
            0.725435
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            77,
            32,
            45,
            77,
            32,
            45
        ],
        [
            81,
            47,
            34,
            81,
            47,
            34
        ],
        [
            48.734177,
            40.506329,
            56.962025,
            48.734177,
            40.506329,
            56.962025
        ],
        [
            1.640924,
            2.763519,
            0.941794,
            1.330143,
            3.360744,
            0.548106
        ],
        [
            131191,
            131191,
            62500,
            109236,
            109236,
            24395
        ],
        [
            -82193,
            -33692,
            -82193,
            -188201,
            -25280,
            -188201
        ],
        [
            32,
            39,
            26,
            32,
            39,
            26
        ],
        [
            40,
            54,
            29,
            40,
            54,
            29
        ],
        [
            25,
            28,
            21,
            25,
            28,
            21
        ],
        [
            5177,
            3106,
            2071,
            5177,
            3106,
            2071
        ],
        [
            45.364775,
            45.364775,
            79.364775,
            45.364775,
            45.364775,
            79.364775
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455341,
            -18527,
            -145318,
            -129342,
            -132604,
            -605314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5591,
    "evaluation_days": 1863.67,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1608163200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759509916567,
    "expiration_time": 1764309024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 236,
            "offset": 101
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "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)