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Trade: RSR/USDT/720/MIDPOINT/HWMA/8436

Strategy
RSR/USDT/720/MIDPOINT/HWMA/8436
Pair
RSR_USDT
Interval
12h
Score
477028
Daily Profit
0.328005
Profit Factor
1.800135
Profitability
50.909091
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-09-27 04:42
Expiration Time
2025-11-19 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 720735.2034 608448.9522 112286.2512 158025.995 214956.8094 -56930.8144
Total P&L (%) 720.7352 608.449 112.2863 158.026 214.9568 -56.9308
Avg Daily Profit (%) 0.3885 0.328 0.0605 0.0511 0.0619 -0.0454
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201126 -127448 -198695 -225816 -126444 -225431
Profit Factor 1.3914 1.8001 1.1039 1.1191 1.3963 0.9274
Total Trades 330 165 165 330 165 165
Winning Trades 170 84 86 170 84 86
Losing Trades 160 81 79 160 81 79
Profitability (%) 51.5152 50.9091 52.1212 51.5152 50.9091 52.1212
Ratio Avg Win / Avg Loss 1.3095 1.7358 1.014 1.0533 1.3465 0.8519
Largest Winning Trade 196080 196080 54771 83368 83368 69564
Largest Losing Trade -77946 -41919 -77946 -93396 -54405 -93396
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 3654 1826 1828 3654 1826 1828
Profit Streak 9.571 0 15.071 9.571 0 15.071
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473637 477028 -216926 -211307 -108941 -579330
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937335903,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33228,
            "nb": 0.1,
            "nc": 0.96458
        }
    }
}
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": [
        [
            720735.2033548718,
            608448.9521737401,
            112286.2511811318,
            158025.9949764657,
            214956.8094203722,
            -56930.8144439065
        ],
        [
            720.735203,
            608.448952,
            112.286251,
            158.025995,
            214.956809,
            -56.930814
        ],
        [
            0.388536,
            0.328005,
            0.060532,
            0.051112,
            0.061866,
            -0.0454
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201126,
            -127448,
            -198695,
            -225816,
            -126444,
            -225431
        ],
        [
            1.39138,
            1.800135,
            1.103864,
            1.119101,
            1.39632,
            0.927425
        ],
        [
            330,
            165,
            165,
            330,
            165,
            165
        ],
        [
            170,
            84,
            86,
            170,
            84,
            86
        ],
        [
            160,
            81,
            79,
            160,
            81,
            79
        ],
        [
            51.515152,
            50.909091,
            52.121212,
            51.515152,
            50.909091,
            52.121212
        ],
        [
            1.309534,
            1.735845,
            1.014014,
            1.053271,
            1.346451,
            0.851937
        ],
        [
            196080,
            196080,
            54771,
            83368,
            83368,
            69564
        ],
        [
            -77946,
            -41919,
            -77946,
            -93396,
            -54405,
            -93396
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            3654,
            1826,
            1828,
            3654,
            1826,
            1828
        ],
        [
            9.571017,
            0,
            15.071017,
            9.571017,
            0,
            15.071017
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473637,
            477028,
            -216926,
            -211307,
            -108941,
            -579330
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937335903,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33228,
            "nb": 0.1,
            "nc": 0.96458
        }
    }
}

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)