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Trade: RSR/USDT/720/OHLC4/FWMA/3656

Strategy
RSR/USDT/720/OHLC4/FWMA/3656
Pair
RSR_USDT
Interval
12h
Score
380484
Daily Profit
0.168196
Profit Factor
1.250121
Profitability
62.093023
Streak
30.805050
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-09-26 22:19
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 166996.0627 312003.8182 -145007.7555 -111299.0987 88486.1451 -199785.2438
Total P&L (%) 166.9961 312.0038 -145.0078 -111.2991 88.4861 -199.7852
Avg Daily Profit (%) 0.09 0.1682 -0.0782 0 0.0342 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179907 -110296 -222467 -402827 -131707 -366528
Profit Factor 1.0616 1.2501 0.901 0.9372 1.1147 0.8001
Total Trades 860 430 430 860 430 430
Winning Trades 540 267 273 330 173 157
Losing Trades 320 163 157 530 257 273
Profitability (%) 62.7907 62.093 63.4884 38.3721 40.2326 36.5116
Ratio Avg Win / Avg Loss 0.6291 0.7632 0.5182 1.5051 1.656 1.3913
Largest Winning Trade 89076 89076 20330 100215 94654 100215
Largest Losing Trade -154185 -48587 -154185 -179456 -32035 -179456
Avg Bars in Trades 4 4 4 4 4 4
Avg Bars in Winners 2 2 2 6 6 6
Avg Bars in Losers 6 7 6 2 2 2
Bars Traded 3609 1859 1749 3609 1859 1749
Profit Streak 14.3051 30.8051 14.3051 0 0 0
Trades During Streak 4 6 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -218849 380484 -575984 -577752 -242291 -582387
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914356368,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 90,
            "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": [
        [
            166996.0627141019,
            312003.8182065142,
            -145007.7554924121,
            -111299.0986694734,
            88486.14509401,
            -199785.2437634835
        ],
        [
            166.996063,
            312.003818,
            -145.007755,
            -111.299099,
            88.486145,
            -199.785244
        ],
        [
            0.090025,
            0.168196,
            -0.078171,
            0,
            0.034176,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179907,
            -110296,
            -222467,
            -402827,
            -131707,
            -366528
        ],
        [
            1.061563,
            1.250121,
            0.901032,
            0.93715,
            1.11472,
            0.800124
        ],
        [
            860,
            430,
            430,
            860,
            430,
            430
        ],
        [
            540,
            267,
            273,
            330,
            173,
            157
        ],
        [
            320,
            163,
            157,
            530,
            257,
            273
        ],
        [
            62.790698,
            62.093023,
            63.488372,
            38.372093,
            40.232558,
            36.511628
        ],
        [
            0.629074,
            0.763182,
            0.518176,
            1.50512,
            1.655971,
            1.391299
        ],
        [
            89076,
            89076,
            20330,
            100215,
            94654,
            100215
        ],
        [
            -154185,
            -48587,
            -154185,
            -179456,
            -32035,
            -179456
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            2,
            2,
            2,
            6,
            6,
            6
        ],
        [
            6,
            7,
            6,
            2,
            2,
            2
        ],
        [
            3609,
            1859,
            1749,
            3609,
            1859,
            1749
        ],
        [
            14.30505,
            30.80505,
            14.30505,
            0,
            0,
            0
        ],
        [
            4,
            6,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -218849,
            380484,
            -575984,
            -577752,
            -242291,
            -582387
        ]
    ]
}
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": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914356368,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 90,
            "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)