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Trade: RSR/USDT/60/VWMA/BBU/9255

Strategy
RSR/USDT/60/VWMA/BBU/9255
Pair
RSR_USDT
Interval
1h
Score
351416
Daily Profit
0.242311
Profit Factor
1.601072
Profitability
48.421053
Streak
11.433884
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 04:24
Expiration Time
2025-12-20 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 252408.1998 276011.3533 -23603.1535 11513.6816 87255.5122 -75741.8306
Total P&L (%) 252.4082 276.0114 -23.6032 11.5137 87.2555 -75.7418
Avg Daily Profit (%) 0.2423 0.265 -0.0227 0.0105 0.0602 -0.1359
Buy And Hold Return (%) 52.7427 52.7427 52.7427 52.7427 52.7427 52.7427
Max Trade Drawdown -106837 -90971 -41841 -281151 -239816 -100172
Profit Factor 1.6011 1.8262 0.7251 1.0159 1.1549 0.5236
Total Trades 95 47 48 95 47 48
Winning Trades 46 21 25 46 21 25
Losing Trades 49 26 23 49 26 23
Profitability (%) 48.4211 44.6809 52.0833 48.4211 44.6809 52.0833
Ratio Avg Win / Avg Loss 1.7055 2.261 0.6671 1.0822 1.4299 0.4818
Largest Winning Trade 192989 192989 7359 244918 244918 13229
Largest Losing Trade -51396 -51396 -11600 -118267 -118267 -32298
Avg Bars in Trades 255 504 11 255 504 11
Avg Bars in Winners 255 543 12 255 543 12
Avg Bars in Losers 256 472 10 256 472 10
Bars Traded 24282 23720 562 24282 23720 562
Profit Streak 11.4339 0 140.4756 11.4339 0 140.4756
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351416 305131 -578758 -547354 -173794 -578758
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669712400000,
    "first_datapoint_time": 1670058000000,
    "last_datapoint_time": 1759712400000,
    "evaluation_time": 1759713887570,
    "expiration_time": 1766192400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 3.98146
        }
    }
}
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": [
        [
            252408.1998470658,
            276011.3533160401,
            -23603.1534689744,
            11513.6816314202,
            87255.5122373981,
            -75741.830605978
        ],
        [
            252.4082,
            276.011353,
            -23.603153,
            11.513682,
            87.255512,
            -75.741831
        ],
        [
            0.242311,
            0.26497,
            -0.022659,
            0.010462,
            0.060239,
            -0.135883
        ],
        [
            52.742718,
            52.742718,
            52.742718,
            52.742718,
            52.742718,
            52.742718
        ],
        [
            -106837,
            -90971,
            -41841,
            -281151,
            -239816,
            -100172
        ],
        [
            1.601072,
            1.8262,
            0.725086,
            1.015941,
            1.15491,
            0.523645
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            48.421053,
            44.680851,
            52.083333,
            48.421053,
            44.680851,
            52.083333
        ],
        [
            1.70549,
            2.261009,
            0.667079,
            1.082198,
            1.429888,
            0.481754
        ],
        [
            192989,
            192989,
            7359,
            244918,
            244918,
            13229
        ],
        [
            -51396,
            -51396,
            -11600,
            -118267,
            -118267,
            -32298
        ],
        [
            255,
            504,
            11,
            255,
            504,
            11
        ],
        [
            255,
            543,
            12,
            255,
            543,
            12
        ],
        [
            256,
            472,
            10,
            256,
            472,
            10
        ],
        [
            24282,
            23720,
            562,
            24282,
            23720,
            562
        ],
        [
            11.433884,
            0,
            140.47555,
            11.433884,
            0,
            140.475551
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351416,
            305131,
            -578758,
            -547354,
            -173794,
            -578758
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669712400000,
    "first_datapoint_time": 1670058000000,
    "last_datapoint_time": 1759712400000,
    "evaluation_time": 1759713887570,
    "expiration_time": 1766192400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 3.98146
        }
    }
}

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)