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Trade: RSR/USDT/720/PWMA/FWMA/6590

Strategy
RSR/USDT/720/PWMA/FWMA/6590
Pair
RSR_USDT
Interval
12h
Score
487548
Daily Profit
0.174991
Profit Factor
2.424457
Profitability
61.538462
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-09-26 19:52
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 589147.2789 324608.4518 264538.8271 3225512.2792 1366261.156 1859251.1232
Total P&L (%) 589.1473 324.6085 264.5388 3225.5123 1366.2612 1859.2511
Avg Daily Profit (%) 0.3176 0.175 0.1426 0.1891 0.1449 0.1605
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93443 -113031 -35389 -1210797 -1060629 -568458
Profit Factor 2.6994 2.4245 3.2266 1.7253 1.4469 2.3376
Total Trades 78 39 39 78 39 39
Winning Trades 47 24 23 47 24 23
Losing Trades 31 15 16 31 15 16
Profitability (%) 60.2564 61.5385 58.9744 60.2564 61.5385 58.9744
Ratio Avg Win / Avg Loss 1.7804 1.5153 2.2446 1.138 0.9043 1.6261
Largest Winning Trade 198158 198158 67285 891313 763189 891313
Largest Losing Trade -51684 -51684 -20231 -784781 -784781 -402493
Avg Bars in Trades 42 45 39 42 45 39
Avg Bars in Winners 48 44 52 48 44 52
Avg Bars in Losers 34 47 21 34 47 21
Bars Traded 3334 1790 1544 3334 1790 1544
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22977 487548 168853 -27066 57419 480090

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1613908800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905549049,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 248,
            "offset": 110
        }
    }
}
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": [
        [
            589147.2789326538,
            324608.4518248488,
            264538.8271078045,
            3225512.279158242,
            1366261.1559877421,
            1859251.123170499
        ],
        [
            589.147279,
            324.608452,
            264.538827,
            3225.512279,
            1366.261156,
            1859.251123
        ],
        [
            0.3176,
            0.174991,
            0.142609,
            0.189085,
            0.144865,
            0.160514
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93443,
            -113031,
            -35389,
            -1210797,
            -1060629,
            -568458
        ],
        [
            2.699352,
            2.424457,
            3.226621,
            1.725292,
            1.446906,
            2.33756
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            60.25641,
            61.538462,
            58.974359,
            60.25641,
            61.538462,
            58.974359
        ],
        [
            1.780423,
            1.515286,
            2.244606,
            1.137959,
            0.904316,
            1.626129
        ],
        [
            198158,
            198158,
            67285,
            891313,
            763189,
            891313
        ],
        [
            -51684,
            -51684,
            -20231,
            -784781,
            -784781,
            -402493
        ],
        [
            42,
            45,
            39,
            42,
            45,
            39
        ],
        [
            48,
            44,
            52,
            48,
            44,
            52
        ],
        [
            34,
            47,
            21,
            34,
            47,
            21
        ],
        [
            3334,
            1790,
            1544,
            3334,
            1790,
            1544
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22977,
            487548,
            168853,
            -27066,
            57419,
            480090
        ]
    ]
}
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": 1613908800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905549049,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 248,
            "offset": 110
        }
    }
}

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)