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Trade: RSR/USDT/120/VWAP/KCU/6873

Strategy
RSR/USDT/120/VWAP/KCU/6873
Pair
RSR_USDT
Interval
2h
Score
339188
Daily Profit
0.175009
Profit Factor
1.431328
Profitability
61.538462
Streak
46.544345
Best Strategy
Training Data Length
1853.920000
Evaluation Time
2025-09-26 06:03
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 324452.0378 347399.846 -22947.8082 -65034.4209 7480.1402 -72514.5611
Total P&L (%) 324.452 347.3998 -22.9478 -65.0344 7.4801 -72.5146
Avg Daily Profit (%) 0.175 0.1874 -0.0124 -0.0567 0.0039 -0.0696
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176346 -160787 -63744 -636096 -593955 -113588
Profit Factor 1.4313 1.5581 0.8232 0.9449 1.0075 0.5958
Total Trades 117 58 59 117 58 59
Winning Trades 72 38 34 72 38 34
Losing Trades 45 20 25 45 20 25
Profitability (%) 61.5385 65.5172 57.6271 61.5385 65.5172 57.6271
Ratio Avg Win / Avg Loss 0.8946 0.8201 0.6053 0.5905 0.5303 0.4381
Largest Winning Trade 132796 132796 12242 226808 226808 18840
Largest Losing Trade -65781 -65781 -50871 -411574 -411574 -71807
Avg Bars in Trades 178 354 5 178 354 5
Avg Bars in Winners 113 210 4 113 210 4
Avg Bars in Losers 282 627 6 282 627 6
Bars Traded 20854 20551 303 20854 20551 303
Profit Streak 46.5443 47.1277 46.5443 46.5443 47.1277 46.5443
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339188 -169976 -755633 -577983 -744845 -755633

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": 1598868000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855831458,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            324452.0378235169,
            347399.8460223516,
            -22947.808198835,
            -65034.4208621622,
            7480.1401977658,
            -72514.5610599278
        ],
        [
            324.452038,
            347.399846,
            -22.947808,
            -65.034421,
            7.48014,
            -72.514561
        ],
        [
            0.175009,
            0.187387,
            -0.012378,
            -0.056664,
            0.003891,
            -0.06964
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176346,
            -160787,
            -63744,
            -636096,
            -593955,
            -113588
        ],
        [
            1.431328,
            1.558114,
            0.823156,
            0.944853,
            1.007481,
            0.59576
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            61.538462,
            65.517241,
            57.627119,
            61.538462,
            65.517241,
            57.627119
        ],
        [
            0.89458,
            0.82006,
            0.605262,
            0.590533,
            0.530253,
            0.438059
        ],
        [
            132796,
            132796,
            12242,
            226808,
            226808,
            18840
        ],
        [
            -65781,
            -65781,
            -50871,
            -411574,
            -411574,
            -71807
        ],
        [
            178,
            354,
            5,
            178,
            354,
            5
        ],
        [
            113,
            210,
            4,
            113,
            210,
            4
        ],
        [
            282,
            627,
            6,
            282,
            627,
            6
        ],
        [
            20854,
            20551,
            303,
            20854,
            20551,
            303
        ],
        [
            46.544345,
            47.127679,
            46.544345,
            46.544346,
            47.127679,
            46.544346
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339188,
            -169976,
            -755633,
            -577983,
            -744845,
            -755633
        ]
    ]
}
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": 1598868000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855831458,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)