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Trade: RSR/USDT/720/SSF/ZLMA/6798

Strategy
RSR/USDT/720/SSF/ZLMA/6798
Pair
RSR_USDT
Interval
12h
Score
349795
Daily Profit
0.152735
Profit Factor
1.982817
Profitability
45.238095
Streak
32.926584
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-09-28 13:14
Expiration Time
2025-11-22 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 269824.6967 283858.3908 -14033.6941 -73299.1851 77063.5723 -150362.7574
Total P&L (%) 269.8247 283.8584 -14.0337 -73.2992 77.0636 -150.3628
Avg Daily Profit (%) 0.1452 0.1527 -0.0076 -0.071 0.0307 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147334 -153770 -127799 -185620 -51560 -175908
Profit Factor 1.3899 1.9828 0.9652 0.7774 1.9377 0.3914
Total Trades 83 42 41 83 42 41
Winning Trades 39 19 20 39 19 20
Losing Trades 44 23 21 44 23 21
Profitability (%) 46.988 45.2381 48.7805 46.988 45.2381 48.7805
Ratio Avg Win / Avg Loss 1.5681 2.4003 1.0135 0.877 2.3456 0.4109
Largest Winning Trade 132002 132002 61365 75510 75510 18500
Largest Losing Trade -84480 -28552 -84480 -160072 -11566 -160072
Avg Bars in Trades 42 41 43 42 41 43
Avg Bars in Winners 62 63 62 62 63 62
Avg Bars in Losers 24 24 25 24 24 25
Bars Traded 3540 1760 1780 3540 1760 1780
Profit Streak 32.9266 32.9266 77.4266 32.9266 32.9266 77.4266
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 38283 349795 -578585 -582231 -149398 -580252
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759054456886,
    "expiration_time": 1763834832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 8,
            "offset": 62,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 89,
            "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": [
        [
            269824.6967023934,
            283858.3908285835,
            -14033.6941261899,
            -73299.1851135458,
            77063.5722501204,
            -150362.7573636661
        ],
        [
            269.824697,
            283.858391,
            -14.033694,
            -73.299185,
            77.063572,
            -150.362757
        ],
        [
            0.145184,
            0.152735,
            -0.007551,
            -0.071025,
            0.030747,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147334,
            -153770,
            -127799,
            -185620,
            -51560,
            -175908
        ],
        [
            1.389889,
            1.982817,
            0.965197,
            0.777367,
            1.937655,
            0.391369
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            46.987952,
            45.238095,
            48.780488,
            46.987952,
            45.238095,
            48.780488
        ],
        [
            1.56808,
            2.400252,
            1.013457,
            0.87703,
            2.345582,
            0.410938
        ],
        [
            132002,
            132002,
            61365,
            75510,
            75510,
            18500
        ],
        [
            -84480,
            -28552,
            -84480,
            -160072,
            -11566,
            -160072
        ],
        [
            42,
            41,
            43,
            42,
            41,
            43
        ],
        [
            62,
            63,
            62,
            62,
            63,
            62
        ],
        [
            24,
            24,
            25,
            24,
            24,
            25
        ],
        [
            3540,
            1760,
            1780,
            3540,
            1760,
            1780
        ],
        [
            32.926584,
            32.926584,
            77.426584,
            32.926584,
            32.926584,
            77.426584
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            38283,
            349795,
            -578585,
            -582231,
            -149398,
            -580252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759054456886,
    "expiration_time": 1763834832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 8,
            "offset": 62,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 89,
            "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)