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Trade: RSR/USDT/720/HILO/HMA/3739

Strategy
RSR/USDT/720/HILO/HMA/3739
Pair
RSR_USDT
Interval
12h
Score
310963
Daily Profit
0.188723
Profit Factor
1.621377
Profitability
45.054945
Streak
0.000000
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-10-09 20:44
Expiration Time
2025-12-04 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294263.8549 352911.6237 -58647.7688 -100974.9114 -53774.0088 -47200.9026
Total P&L (%) 294.2639 352.9116 -58.6478 -100.9749 -53.774 -47.2009
Avg Daily Profit (%) 0.1574 0.1887 -0.0314 0 -0.0413 -0.0341
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -304639 -171646 -210986 -1254456 -1134165 -263733
Profit Factor 1.2515 1.6214 0.9026 0.9671 0.9709 0.9613
Total Trades 181 91 90 181 91 90
Winning Trades 90 41 49 91 44 47
Losing Trades 91 50 41 90 47 43
Profitability (%) 49.7238 45.0549 54.4444 50.2762 48.3516 52.2222
Ratio Avg Win / Avg Loss 1.2654 1.9773 0.7552 0.9565 1.0371 0.8795
Largest Winning Trade 161614 161614 40750 482878 482878 150145
Largest Losing Trade -101685 -51216 -101685 -580687 -580687 -235173
Avg Bars in Trades 19 21 18 19 21 18
Avg Bars in Winners 18 20 16 17 18 16
Avg Bars in Losers 21 22 20 22 24 19
Bars Traded 3597 1952 1644 3597 1952 1644
Profit Streak 0 0 48.239 15.739 26.739 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 293842 310963 -579248 -578936 -579244 -580525
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760031851154,
    "expiration_time": 1764858240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "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": [
        [
            294263.8549163564,
            352911.6236712231,
            -58647.7687548667,
            -100974.9114058777,
            -53774.0088206142,
            -47200.9025852634
        ],
        [
            294.263855,
            352.911624,
            -58.647769,
            -100.974911,
            -53.774009,
            -47.200903
        ],
        [
            0.15736,
            0.188723,
            -0.031362,
            0,
            -0.041255,
            -0.034148
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -304639,
            -171646,
            -210986,
            -1254456,
            -1134165,
            -263733
        ],
        [
            1.251486,
            1.621377,
            0.902602,
            0.967096,
            0.970936,
            0.961266
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            90,
            41,
            49,
            91,
            44,
            47
        ],
        [
            91,
            50,
            41,
            90,
            47,
            43
        ],
        [
            49.723757,
            45.054945,
            54.444444,
            50.276243,
            48.351648,
            52.222222
        ],
        [
            1.265392,
            1.977289,
            0.755239,
            0.956469,
            1.037136,
            0.879456
        ],
        [
            161614,
            161614,
            40750,
            482878,
            482878,
            150145
        ],
        [
            -101685,
            -51216,
            -101685,
            -580687,
            -580687,
            -235173
        ],
        [
            19,
            21,
            18,
            19,
            21,
            18
        ],
        [
            18,
            20,
            16,
            17,
            18,
            16
        ],
        [
            21,
            22,
            20,
            22,
            24,
            19
        ],
        [
            3597,
            1952,
            1644,
            3597,
            1952,
            1644
        ],
        [
            0,
            0,
            48.239018,
            15.739018,
            26.739018,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            293842,
            310963,
            -579248,
            -578936,
            -579244,
            -580525
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760031851154,
    "expiration_time": 1764858240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "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)