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Trade: RSR/USDT/120/PWMA/MIDPRICE/4992

Strategy
RSR/USDT/120/PWMA/MIDPRICE/4992
Pair
RSR_USDT
Interval
2h
Score
348258
Daily Profit
0.268960
Profit Factor
1.284405
Profitability
48.684211
Streak
0.000000
Best Strategy
Training Data Length
1853.920000
Evaluation Time
2025-09-26 08:27
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 498630.8615 440334.5229 58296.3386 108759.5179 396322.1962 -287562.6784
Total P&L (%) 498.6309 440.3345 58.2963 108.7595 396.3222 -287.5627
Avg Daily Profit (%) 0.269 0.2375 0.0314 0.0397 0.0865 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137809 -129811 -108783 -764785 -738466 -561953
Profit Factor 1.2844 1.5085 1.0657 1.0162 1.1186 0.9149
Total Trades 380 190 190 380 190 190
Winning Trades 185 86 99 185 86 99
Losing Trades 195 104 91 195 104 91
Profitability (%) 48.6842 45.2632 52.1053 48.6842 45.2632 52.1053
Ratio Avg Win / Avg Loss 1.3538 1.8242 0.9796 1.0711 1.3528 0.8409
Largest Winning Trade 141805 141805 50245 290560 290560 161838
Largest Losing Trade -34348 -25597 -34348 -251108 -171257 -251108
Avg Bars in Trades 57 67 47 57 67 47
Avg Bars in Winners 69 78 61 69 78 61
Avg Bars in Losers 46 57 32 46 57 32
Bars Traded 21879 12771 9108 21879 12771 9108
Profit Streak 0 0 54.2272 0 0 54.2272
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348258 324283 -299882 -341105 -168960 -579081

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": 1599782400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758864432289,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 178,
            "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": [
        [
            498630.8614842182,
            440334.5229148754,
            58296.338569343,
            108759.5178620914,
            396322.1962325992,
            -287562.6783705079
        ],
        [
            498.630861,
            440.334523,
            58.296339,
            108.759518,
            396.322196,
            -287.562678
        ],
        [
            0.26896,
            0.237515,
            0.031445,
            0.039708,
            0.086452,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137809,
            -129811,
            -108783,
            -764785,
            -738466,
            -561953
        ],
        [
            1.284405,
            1.508467,
            1.065705,
            1.01619,
            1.118642,
            0.914853
        ],
        [
            380,
            190,
            190,
            380,
            190,
            190
        ],
        [
            185,
            86,
            99,
            185,
            86,
            99
        ],
        [
            195,
            104,
            91,
            195,
            104,
            91
        ],
        [
            48.684211,
            45.263158,
            52.105263,
            48.684211,
            45.263158,
            52.105263
        ],
        [
            1.353832,
            1.824192,
            0.979588,
            1.071119,
            1.352776,
            0.840926
        ],
        [
            141805,
            141805,
            50245,
            290560,
            290560,
            161838
        ],
        [
            -34348,
            -25597,
            -34348,
            -251108,
            -171257,
            -251108
        ],
        [
            57,
            67,
            47,
            57,
            67,
            47
        ],
        [
            69,
            78,
            61,
            69,
            78,
            61
        ],
        [
            46,
            57,
            32,
            46,
            57,
            32
        ],
        [
            21879,
            12771,
            9108,
            21879,
            12771,
            9108
        ],
        [
            0,
            0,
            54.227225,
            0,
            0,
            54.227226
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348258,
            324283,
            -299882,
            -341105,
            -168960,
            -579081
        ]
    ]
}
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": 1599782400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758864432289,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 178,
            "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)