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Trade: RSR/USDT/60/MIDPRICE/KCU/3491

Strategy
RSR/USDT/60/MIDPRICE/KCU/3491
Pair
RSR_USDT
Interval
1h
Score
315797
Daily Profit
0.238396
Profit Factor
1.241044
Profitability
51.928783
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 08:02
Expiration Time
2025-12-22 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248329.541 244959.377 3370.164 122328.5763 308481.3285 -186152.7523
Total P&L (%) 248.3295 244.9594 3.3702 122.3286 308.4813 -186.1528
Avg Daily Profit (%) 0.2384 0.2352 0.0032 0.0767 0.1352 0
Buy And Hold Return (%) 44.1019 44.1019 44.1019 44.1019 44.1019 44.1019
Max Trade Drawdown -135809 -98385 -103189 -585766 -420596 -329843
Profit Factor 1.241 1.4026 1.008 1.0429 1.181 0.8376
Total Trades 337 168 169 337 168 169
Winning Trades 175 83 92 175 83 92
Losing Trades 162 85 77 162 85 77
Profitability (%) 51.9288 49.4048 54.4379 51.9288 49.4048 54.4379
Ratio Avg Win / Avg Loss 1.1489 1.4364 0.8436 0.9654 1.2094 0.701
Largest Winning Trade 39775 39775 28536 118195 118195 69887
Largest Losing Trade -37131 -37131 -20918 -146932 -146932 -89504
Avg Bars in Trades 72 99 45 72 99 45
Avg Bars in Winners 64 90 40 64 90 40
Avg Bars in Losers 81 108 52 81 108 52
Bars Traded 24458 16731 7727 24458 16731 7727
Profit Streak 0 13.5851 0 0 13.5851 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315797 301072 -566770 -266791 -33319 -579873
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1670583600000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759899749053,
    "expiration_time": 1766376000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 177,
            "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": [
        [
            248329.5410464661,
            244959.3770376117,
            3370.1640088548,
            122328.5762664304,
            308481.328518896,
            -186152.7522524658
        ],
        [
            248.329541,
            244.959377,
            3.370164,
            122.328576,
            308.481329,
            -186.152752
        ],
        [
            0.238396,
            0.23516,
            0.003235,
            0.076732,
            0.135189,
            0
        ],
        [
            44.101942,
            44.101942,
            44.101942,
            44.101942,
            44.101942,
            44.101942
        ],
        [
            -135809,
            -98385,
            -103189,
            -585766,
            -420596,
            -329843
        ],
        [
            1.241044,
            1.402615,
            1.00799,
            1.042909,
            1.180974,
            0.837607
        ],
        [
            337,
            168,
            169,
            337,
            168,
            169
        ],
        [
            175,
            83,
            92,
            175,
            83,
            92
        ],
        [
            162,
            85,
            77,
            162,
            85,
            77
        ],
        [
            51.928783,
            49.404762,
            54.43787,
            51.928783,
            49.404762,
            54.43787
        ],
        [
            1.148852,
            1.436413,
            0.843644,
            0.965436,
            1.209431,
            0.701041
        ],
        [
            39775,
            39775,
            28536,
            118195,
            118195,
            69887
        ],
        [
            -37131,
            -37131,
            -20918,
            -146932,
            -146932,
            -89504
        ],
        [
            72,
            99,
            45,
            72,
            99,
            45
        ],
        [
            64,
            90,
            40,
            64,
            90,
            40
        ],
        [
            81,
            108,
            52,
            81,
            108,
            52
        ],
        [
            24458,
            16731,
            7727,
            24458,
            16731,
            7727
        ],
        [
            0,
            13.585058,
            0,
            0,
            13.585058,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315797,
            301072,
            -566770,
            -266791,
            -33319,
            -579873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1670583600000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759899749053,
    "expiration_time": 1766376000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 177,
            "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)