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Trade: RSR/USDT/60/HWMA/ZLMA/3897

Strategy
RSR/USDT/60/HWMA/ZLMA/3897
Pair
RSR_USDT
Interval
1h
Score
494974
Daily Profit
0.386945
Profit Factor
1.214173
Profitability
49.419954
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 10:29
Expiration Time
2025-12-25 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403068.8241 335309.0339 67759.7902 491693.5198 253528.7882 238164.7315
Total P&L (%) 403.0688 335.309 67.7598 491.6935 253.5288 238.1647
Avg Daily Profit (%) 0.3869 0.3219 0.065 0.1708 0.1213 0.117
Buy And Hold Return (%) 20.4467 20.4467 20.4467 20.4467 20.4467 20.4467
Max Trade Drawdown -183980 -99743 -108820 -500687 -405212 -159813
Profit Factor 1.2142 1.3535 1.0726 1.1204 1.1168 1.1245
Total Trades 862 431 431 862 431 431
Winning Trades 426 210 216 426 210 216
Losing Trades 436 221 215 436 221 215
Profitability (%) 49.42 48.7239 50.116 49.42 48.7239 50.116
Ratio Avg Win / Avg Loss 1.2427 1.4244 1.0676 1.1467 1.1753 1.1193
Largest Winning Trade 132805 132805 27170 148691 148691 75848
Largest Losing Trade -17837 -17837 -16408 -114255 -106831 -114255
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 28 28 28 28 28 28
Avg Bars in Losers 28 28 28 28 28 28
Bars Traded 24875 12445 12430 24875 12445 12430
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 494974 379888 -247594 -75753 -121668 -118354
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670166000000,
    "first_datapoint_time": 1670403600000,
    "last_datapoint_time": 1760166000000,
    "evaluation_time": 1760167769946,
    "expiration_time": 1766646000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09967,
            "nb": 0.1,
            "nc": 0.13167
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "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": [
        [
            403068.824135705,
            335309.0339206848,
            67759.7902150204,
            491693.5197502231,
            253528.7882345227,
            238164.7315157015
        ],
        [
            403.068824,
            335.309034,
            67.75979,
            491.69352,
            253.528788,
            238.164732
        ],
        [
            0.386945,
            0.321896,
            0.065049,
            0.170816,
            0.121301,
            0.117031
        ],
        [
            20.44665,
            20.44665,
            20.44665,
            20.44665,
            20.44665,
            20.44665
        ],
        [
            -183980,
            -99743,
            -108820,
            -500687,
            -405212,
            -159813
        ],
        [
            1.214173,
            1.353509,
            1.07259,
            1.120392,
            1.116774,
            1.124498
        ],
        [
            862,
            431,
            431,
            862,
            431,
            431
        ],
        [
            426,
            210,
            216,
            426,
            210,
            216
        ],
        [
            436,
            221,
            215,
            436,
            221,
            215
        ],
        [
            49.419954,
            48.723898,
            50.116009,
            49.419954,
            48.723898,
            50.116009
        ],
        [
            1.242675,
            1.424407,
            1.067624,
            1.146693,
            1.175272,
            1.119292
        ],
        [
            132805,
            132805,
            27170,
            148691,
            148691,
            75848
        ],
        [
            -17837,
            -17837,
            -16408,
            -114255,
            -106831,
            -114255
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            24875,
            12445,
            12430,
            24875,
            12445,
            12430
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494974,
            379888,
            -247594,
            -75753,
            -121668,
            -118354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670166000000,
    "first_datapoint_time": 1670403600000,
    "last_datapoint_time": 1760166000000,
    "evaluation_time": 1760167769946,
    "expiration_time": 1766646000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09967,
            "nb": 0.1,
            "nc": 0.13167
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "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)