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Trade: RSR/USDT/120/HWMA/FWMA/5430

Strategy
RSR/USDT/120/HWMA/FWMA/5430
Pair
RSR_USDT
Interval
2h
Score
349645
Daily Profit
0.199360
Profit Factor
1.213557
Profitability
49.093904
Streak
0.000000
Best Strategy
Training Data Length
1853.920000
Evaluation Time
2025-09-27 03:07
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 343103.4112 369597.2863 -26493.8751 -77183.2612 205869.219 -283052.4802
Total P&L (%) 343.1034 369.5973 -26.4939 -77.1833 205.8692 -283.0525
Avg Daily Profit (%) 0.1851 0.1994 -0.0143 -0.0797 0.0603 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188075 -103176 -194063 -528677 -278806 -407989
Profit Factor 1.097 1.2136 0.9853 0.9845 1.0875 0.8922
Total Trades 1215 607 608 1215 607 608
Winning Trades 612 298 314 612 298 314
Losing Trades 603 309 294 603 309 294
Profitability (%) 50.3704 49.0939 51.6447 50.3704 49.0939 51.6447
Ratio Avg Win / Avg Loss 1.0808 1.2584 0.9226 0.97 1.1277 0.8354
Largest Winning Trade 118575 118575 28769 83015 83015 72360
Largest Losing Trade -46819 -35765 -46819 -245563 -73961 -245563
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 17 18 17 17 18 17
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 21963 11079 10884 21963 11079 10884
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 -99756 349645 -577666 -574168 -234065 -577666
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": 1600264800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758931670382,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 245,
            "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": [
        [
            343103.4111920244,
            369597.2862653394,
            -26493.8750733154,
            -77183.2611812654,
            205869.2189702354,
            -283052.4801515008
        ],
        [
            343.103411,
            369.597286,
            -26.493875,
            -77.183261,
            205.869219,
            -283.05248
        ],
        [
            0.185069,
            0.19936,
            -0.014291,
            -0.079674,
            0.060322,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188075,
            -103176,
            -194063,
            -528677,
            -278806,
            -407989
        ],
        [
            1.09697,
            1.213557,
            0.985343,
            0.984496,
            1.087543,
            0.892239
        ],
        [
            1215,
            607,
            608,
            1215,
            607,
            608
        ],
        [
            612,
            298,
            314,
            612,
            298,
            314
        ],
        [
            603,
            309,
            294,
            603,
            309,
            294
        ],
        [
            50.37037,
            49.093904,
            51.644737,
            50.37037,
            49.093904,
            51.644737
        ],
        [
            1.080838,
            1.258352,
            0.922582,
            0.970018,
            1.127687,
            0.835408
        ],
        [
            118575,
            118575,
            28769,
            83015,
            83015,
            72360
        ],
        [
            -46819,
            -35765,
            -46819,
            -245563,
            -73961,
            -245563
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            21963,
            11079,
            10884,
            21963,
            11079,
            10884
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99756,
            349645,
            -577666,
            -574168,
            -234065,
            -577666
        ]
    ]
}
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": 1600264800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758931670382,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 245,
            "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)