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Trade: RSR/USDT/120/SWMA/VWMA/3116

Strategy
RSR/USDT/120/SWMA/VWMA/3116
Pair
RSR_USDT
Interval
2h
Score
306002
Daily Profit
0.284446
Profit Factor
1.473847
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
1858.080000
Evaluation Time
2025-09-28 22:33
Expiration Time
2025-12-04 17:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 528524.054 476246.5658 52277.4882 116479.0076 1898529.9983 -1782050.9907
Total P&L (%) 528.5241 476.2466 52.2775 116.479 1898.53 -1782.051
Avg Daily Profit (%) 0.2844 0.2563 0.0281 0.0416 0.1613 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -262531 -134028 -128502 -4208884 -1919391 -2289492
Profit Factor 1.4738 1.7388 1.111 1.0118 1.3576 0.6092
Total Trades 222 111 111 222 111 111
Winning Trades 90 39 51 90 39 51
Losing Trades 132 72 60 132 72 60
Profitability (%) 40.5405 35.1351 45.9459 40.5405 35.1351 45.9459
Ratio Avg Win / Avg Loss 2.1616 3.2101 1.3071 1.484 2.5064 0.7167
Largest Winning Trade 279477 279477 64325 1993985 1993985 221957
Largest Losing Trade -42408 -42408 -31218 -1381544 -836400 -1381544
Avg Bars in Trades 98 124 72 98 124 72
Avg Bars in Winners 145 208 97 145 208 97
Avg Bars in Losers 66 79 51 66 79 51
Bars Traded 21876 13836 8040 21876 13836 8040
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 306002 192921 -256692 -347435 115725 -582613
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22297,
    "evaluation_days": 1858.08,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600012800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759087982028,
    "expiration_time": 1764861782400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "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": [
        [
            528524.0540305225,
            476246.5658312311,
            52277.4881992909,
            116479.0075669419,
            1898529.9982817443,
            -1782050.9907148026
        ],
        [
            528.524054,
            476.246566,
            52.277488,
            116.479008,
            1898.529998,
            -1782.050991
        ],
        [
            0.284446,
            0.256311,
            0.028135,
            0.041574,
            0.161318,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -262531,
            -134028,
            -128502,
            -4208884,
            -1919391,
            -2289492
        ],
        [
            1.473847,
            1.738829,
            1.111041,
            1.011803,
            1.357625,
            0.60916
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            90,
            39,
            51,
            90,
            39,
            51
        ],
        [
            132,
            72,
            60,
            132,
            72,
            60
        ],
        [
            40.540541,
            35.135135,
            45.945946,
            40.540541,
            35.135135,
            45.945946
        ],
        [
            2.161642,
            3.210146,
            1.307107,
            1.483978,
            2.506384,
            0.716659
        ],
        [
            279477,
            279477,
            64325,
            1993985,
            1993985,
            221957
        ],
        [
            -42408,
            -42408,
            -31218,
            -1381544,
            -836400,
            -1381544
        ],
        [
            98,
            124,
            72,
            98,
            124,
            72
        ],
        [
            145,
            208,
            97,
            145,
            208,
            97
        ],
        [
            66,
            79,
            51,
            66,
            79,
            51
        ],
        [
            21876,
            13836,
            8040,
            21876,
            13836,
            8040
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306002,
            192921,
            -256692,
            -347435,
            115725,
            -582613
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22297,
    "evaluation_days": 1858.08,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600012800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759087982028,
    "expiration_time": 1764861782400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "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)