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Trade: RSR/USDT/120/DCL/MIDPRICE/1960

Strategy
RSR/USDT/120/DCL/MIDPRICE/1960
Pair
RSR_USDT
Interval
2h
Score
411741
Daily Profit
0.271802
Profit Factor
1.443970
Profitability
59.227468
Streak
14.742900
Best Strategy
Training Data Length
1853.920000
Evaluation Time
2025-09-26 16:49
Expiration Time
2025-11-30 09:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503898.9801 411662.763 92236.2171 272838.642 -646362.3192 919200.9612
Total P&L (%) 503.899 411.6628 92.2362 272.8386 -646.3623 919.201
Avg Daily Profit (%) 0.2718 0.2221 0.0498 0.071 0 0.1253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154072 -148127 -97114 -2958719 -3032536 -471273
Profit Factor 1.444 1.5701 1.2234 1.0347 0.8899 1.4608
Total Trades 233 116 117 233 116 117
Winning Trades 138 71 67 138 71 67
Losing Trades 95 45 50 95 45 50
Profitability (%) 59.2275 61.2069 57.265 59.2275 61.2069 57.265
Ratio Avg Win / Avg Loss 0.994 0.9951 0.913 0.7123 0.564 1.0901
Largest Winning Trade 86978 86978 55902 574012 574012 334495
Largest Losing Trade -61811 -61811 -29865 -1550913 -1550913 -320573
Avg Bars in Trades 91 155 29 91 155 29
Avg Bars in Winners 70 105 33 70 105 33
Avg Bars in Losers 122 232 23 122 232 23
Bars Traded 21427 17984 3443 21427 17984 3443
Profit Streak 14.7429 15.9929 14.7429 14.7429 15.9929 14.7429
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411741 347842 -126956 -278678 -578993 -22684

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22247,
    "evaluation_days": 1853.92,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599415200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758894586561,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "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": [
        [
            503898.9801043058,
            411662.7629858043,
            92236.217118501,
            272838.6419818318,
            -646362.3192106829,
            919200.961192514
        ],
        [
            503.89898,
            411.662763,
            92.236217,
            272.838642,
            -646.362319,
            919.200961
        ],
        [
            0.271802,
            0.22205,
            0.049752,
            0.071009,
            0,
            0.125305
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154072,
            -148127,
            -97114,
            -2958719,
            -3032536,
            -471273
        ],
        [
            1.44397,
            1.570113,
            1.22338,
            1.034686,
            0.889907,
            1.460796
        ],
        [
            233,
            116,
            117,
            233,
            116,
            117
        ],
        [
            138,
            71,
            67,
            138,
            71,
            67
        ],
        [
            95,
            45,
            50,
            95,
            45,
            50
        ],
        [
            59.227468,
            61.206897,
            57.264957,
            59.227468,
            61.206897,
            57.264957
        ],
        [
            0.994037,
            0.995142,
            0.91297,
            0.712284,
            0.564026,
            1.090146
        ],
        [
            86978,
            86978,
            55902,
            574012,
            574012,
            334495
        ],
        [
            -61811,
            -61811,
            -29865,
            -1550913,
            -1550913,
            -320573
        ],
        [
            91,
            155,
            29,
            91,
            155,
            29
        ],
        [
            70,
            105,
            33,
            70,
            105,
            33
        ],
        [
            122,
            232,
            23,
            122,
            232,
            23
        ],
        [
            21427,
            17984,
            3443,
            21427,
            17984,
            3443
        ],
        [
            14.7429,
            15.9929,
            14.7429,
            14.7429,
            15.9929,
            14.7429
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411741,
            347842,
            -126956,
            -278678,
            -578993,
            -22684
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22247,
    "evaluation_days": 1853.92,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599415200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758894586561,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "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)