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Trade: RSR/USDT/120/T3/VWAP/9448

Strategy
RSR/USDT/120/T3/VWAP/9448
Pair
RSR_USDT
Interval
2h
Score
319105
Daily Profit
0.354016
Profit Factor
1.325208
Profitability
35.351882
Streak
9.596597
Best Strategy
Training Data Length
1858.670000
Evaluation Time
2025-09-29 13:19
Expiration Time
2025-12-05 07:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 657999.4679 468564.2686 189435.1992 1341656.506 886328.2013 455328.3047
Total P&L (%) 657.9995 468.5643 189.4352 1341.6565 886.3282 455.3283
Avg Daily Profit (%) 0.354 0.2521 0.1019 0.1437 0.1232 0.0923
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124353 -96335 -116074 -1100450 -578519 -765058
Profit Factor 1.3252 1.4786 1.1814 1.1717 1.2291 1.1153
Total Trades 611 305 306 611 305 306
Winning Trades 216 105 111 216 105 111
Losing Trades 395 200 195 395 200 195
Profitability (%) 35.3519 34.4262 36.2745 35.3519 34.4262 36.2745
Ratio Avg Win / Avg Loss 2.4234 2.8163 2.0755 2.1426 2.3412 1.9594
Largest Winning Trade 116659 116659 47258 464133 464133 330284
Largest Losing Trade -24532 -14461 -24532 -251508 -207583 -251508
Avg Bars in Trades 36 36 35 36 36 35
Avg Bars in Winners 67 67 67 67 67 67
Avg Bars in Losers 19 20 17 19 20 17
Bars Traded 22206 11246 10961 22206 11246 10961
Profit Streak 9.5966 0 22.4299 9.5966 0 22.4299
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319105 192081 -80025 -33265 -32352 -165563
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22304,
    "evaluation_days": 1858.67,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1598810400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141145960,
    "expiration_time": 1764913996800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 43,
            "offset": 0,
            "a": 0.69174
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
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            468564.2686272786,
            189435.1992437858,
            1341656.505975495,
            886328.2013142712,
            455328.3046612239
        ],
        [
            657.999468,
            468.564269,
            189.435199,
            1341.656506,
            886.328201,
            455.328305
        ],
        [
            0.354016,
            0.252097,
            0.10192,
            0.143667,
            0.123219,
            0.09228
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124353,
            -96335,
            -116074,
            -1100450,
            -578519,
            -765058
        ],
        [
            1.325208,
            1.478568,
            1.181413,
            1.171658,
            1.229141,
            1.115336
        ],
        [
            611,
            305,
            306,
            611,
            305,
            306
        ],
        [
            216,
            105,
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            216,
            105,
            111
        ],
        [
            395,
            200,
            195,
            395,
            200,
            195
        ],
        [
            35.351882,
            34.42623,
            36.27451,
            35.351882,
            34.42623,
            36.27451
        ],
        [
            2.423414,
            2.81632,
            2.075456,
            2.142615,
            2.341221,
            1.959375
        ],
        [
            116659,
            116659,
            47258,
            464133,
            464133,
            330284
        ],
        [
            -24532,
            -14461,
            -24532,
            -251508,
            -207583,
            -251508
        ],
        [
            36,
            36,
            35,
            36,
            36,
            35
        ],
        [
            67,
            67,
            67,
            67,
            67,
            67
        ],
        [
            19,
            20,
            17,
            19,
            20,
            17
        ],
        [
            22206,
            11246,
            10961,
            22206,
            11246,
            10961
        ],
        [
            9.596597,
            0,
            22.42993,
            9.596597,
            0,
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        ],
        [
            1,
            0,
            2,
            1,
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        ],
        [
            0.8,
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        ],
        [
            319105,
            192081,
            -80025,
            -33265,
            -32352,
            -165563
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22304,
    "evaluation_days": 1858.67,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1598810400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141145960,
    "expiration_time": 1764913996800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 43,
            "offset": 0,
            "a": 0.69174
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)