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Trade: RSR/USDT/120/RMA/MIDPRICE/3211

Strategy
RSR/USDT/120/RMA/MIDPRICE/3211
Pair
RSR_USDT
Interval
2h
Score
308611
Daily Profit
0.203903
Profit Factor
1.386536
Profitability
48.039216
Streak
0.000000
Best Strategy
Training Data Length
1853.920000
Evaluation Time
2025-09-25 21:10
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 378019.0595 331799.7221 46219.3375 61326.4148 636483.6095 -575157.1947
Total P&L (%) 378.0191 331.7997 46.2193 61.3264 636.4836 -575.1572
Avg Daily Profit (%) 0.2039 0.179 0.0249 0.0258 0.1078 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143483 -70355 -136900 -729956 -259549 -733906
Profit Factor 1.3865 1.7527 1.086 1.0171 1.4202 0.7227
Total Trades 204 102 102 204 102 102
Winning Trades 98 45 53 98 45 53
Losing Trades 106 57 49 106 57 49
Profitability (%) 48.0392 44.1176 51.9608 48.0392 44.1176 51.9608
Ratio Avg Win / Avg Loss 1.4997 2.2201 1.0041 1.1001 1.799 0.6682
Largest Winning Trade 152453 152453 71119 367185 367185 257668
Largest Losing Trade -54490 -33150 -54490 -238223 -142284 -238223
Avg Bars in Trades 107 113 101 107 113 101
Avg Bars in Winners 154 173 137 154 173 137
Avg Bars in Losers 64 66 62 64 66 62
Bars Traded 21988 11626 10362 21988 11626 10362
Profit Streak 0 0 8.674 0 0 8.674
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308611 294996 -286469 -360409 -49349 -580136

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": 1599472800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758823834472,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "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": [
        [
            378019.0595131185,
            331799.7220622076,
            46219.3374509107,
            61326.414838772,
            636483.6095479389,
            -575157.1947091665
        ],
        [
            378.01906,
            331.799722,
            46.219337,
            61.326415,
            636.48361,
            -575.157195
        ],
        [
            0.203903,
            0.178972,
            0.024931,
            0.025801,
            0.10776,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143483,
            -70355,
            -136900,
            -729956,
            -259549,
            -733906
        ],
        [
            1.386536,
            1.752688,
            1.086046,
            1.017087,
            1.420227,
            0.722736
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            98,
            45,
            53,
            98,
            45,
            53
        ],
        [
            106,
            57,
            49,
            106,
            57,
            49
        ],
        [
            48.039216,
            44.117647,
            51.960784,
            48.039216,
            44.117647,
            51.960784
        ],
        [
            1.499723,
            2.220071,
            1.00408,
            1.100115,
            1.798954,
            0.66819
        ],
        [
            152453,
            152453,
            71119,
            367185,
            367185,
            257668
        ],
        [
            -54490,
            -33150,
            -54490,
            -238223,
            -142284,
            -238223
        ],
        [
            107,
            113,
            101,
            107,
            113,
            101
        ],
        [
            154,
            173,
            137,
            154,
            173,
            137
        ],
        [
            64,
            66,
            62,
            64,
            66,
            62
        ],
        [
            21988,
            11626,
            10362,
            21988,
            11626,
            10362
        ],
        [
            0,
            0,
            8.67401,
            0,
            0,
            8.67401
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308611,
            294996,
            -286469,
            -360409,
            -49349,
            -580136
        ]
    ]
}
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": 1599472800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758823834472,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "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)