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Trade: RSR/USDT/720/SSF/SINWMA/6387

Strategy
RSR/USDT/720/SSF/SINWMA/6387
Pair
RSR_USDT
Interval
12h
Score
309662
Daily Profit
0.255005
Profit Factor
1.430323
Profitability
41.714286
Streak
22.859407
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-10-09 23:37
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 476860.2129 399339.6784 77520.5345 123861.0684 384182.0523 -260320.9839
Total P&L (%) 476.8602 399.3397 77.5205 123.8611 384.1821 -260.321
Avg Daily Profit (%) 0.255 0.2136 0.0415 0.0431 0.0844 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143290 -142963 -124341 -1155547 -701105 -646685
Profit Factor 1.4303 1.7757 1.1306 1.0362 1.2402 0.8574
Total Trades 175 87 88 175 87 88
Winning Trades 73 32 41 73 32 41
Losing Trades 102 55 47 102 55 47
Profitability (%) 41.7143 36.7816 46.5909 41.7143 36.7816 46.5909
Ratio Avg Win / Avg Loss 1.9985 3.0521 1.2961 1.4478 2.1315 0.9829
Largest Winning Trade 108179 108179 63567 526724 526724 198235
Largest Losing Trade -54467 -30717 -54467 -332710 -332710 -205005
Avg Bars in Trades 21 20 21 21 20 21
Avg Bars in Winners 31 33 29 31 33 29
Avg Bars in Losers 14 13 14 14 13 14
Bars Traded 3706 1813 1894 3706 1813 1894
Profit Streak 22.8594 0 137.3594 22.8594 0 137.3594
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309662 213124 -214300 -317571 -84650 -580729
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042252744,
    "expiration_time": 1764858240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 13,
            "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": [
        [
            476860.2128667389,
            399339.6783570242,
            77520.5345097146,
            123861.0683886145,
            384182.052278432,
            -260320.9838898174
        ],
        [
            476.860213,
            399.339678,
            77.520535,
            123.861068,
            384.182052,
            -260.320984
        ],
        [
            0.255005,
            0.213551,
            0.041455,
            0.043103,
            0.084383,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143290,
            -142963,
            -124341,
            -1155547,
            -701105,
            -646685
        ],
        [
            1.430323,
            1.775738,
            1.130647,
            1.036157,
            1.240155,
            0.857434
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            73,
            32,
            41,
            73,
            32,
            41
        ],
        [
            102,
            55,
            47,
            102,
            55,
            47
        ],
        [
            41.714286,
            36.781609,
            46.590909,
            41.714286,
            36.781609,
            46.590909
        ],
        [
            1.998534,
            3.05205,
            1.296108,
            1.44778,
            2.131516,
            0.982912
        ],
        [
            108179,
            108179,
            63567,
            526724,
            526724,
            198235
        ],
        [
            -54467,
            -30717,
            -54467,
            -332710,
            -332710,
            -205005
        ],
        [
            21,
            20,
            21,
            21,
            20,
            21
        ],
        [
            31,
            33,
            29,
            31,
            33,
            29
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            3706,
            1813,
            1894,
            3706,
            1813,
            1894
        ],
        [
            22.859407,
            0,
            137.359407,
            22.859407,
            0,
            137.359407
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309662,
            213124,
            -214300,
            -317571,
            -84650,
            -580729
        ]
    ]
}
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": 1599004800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042252744,
    "expiration_time": 1764858240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 13,
            "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)