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Trade: RSR/USDT/240/VWMA/MIDPRICE/9528

Strategy
RSR/USDT/240/VWMA/MIDPRICE/9528
Pair
RSR_USDT
Interval
4h
Score
381667
Daily Profit
0.208443
Profit Factor
1.518553
Profitability
50.292398
Streak
0.000000
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-27 01:04
Expiration Time
2025-11-19 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389363.811 386557.5265 2806.2845 -37962.5637 169442.4276 -207404.9912
Total P&L (%) 389.3638 386.5575 2.8063 -37.9626 169.4424 -207.405
Avg Daily Profit (%) 0.21 0.2084 0.0015 -0.0257 0.0535 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215170 -117213 -189831 -286398 -249269 -245805
Profit Factor 1.2385 1.5186 1.0032 0.9801 1.1999 0.8049
Total Trades 342 171 171 342 171 171
Winning Trades 172 86 86 172 86 86
Losing Trades 170 85 85 170 85 85
Profitability (%) 50.2924 50.2924 50.2924 50.2924 50.2924 50.2924
Ratio Avg Win / Avg Loss 1.2241 1.5009 0.9915 0.9687 1.1859 0.7956
Largest Winning Trade 83327 83327 48939 102067 102067 80012
Largest Losing Trade -57695 -27946 -57695 -120903 -54540 -120903
Avg Bars in Trades 32 33 30 32 33 30
Avg Bars in Winners 37 34 40 37 34 40
Avg Bars in Losers 26 33 20 26 33 20
Bars Traded 10944 5783 5161 10944 5783 5161
Profit Streak 0 0 43.7529 0 0 43.7529
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332659 381667 -573914 -578951 -121798 -579412

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11127,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600027200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924248749,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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": [
        [
            389363.8109555359,
            386557.5264819217,
            2806.2844736143,
            -37962.563680868,
            169442.4275658031,
            -207404.9912466713
        ],
        [
            389.363811,
            386.557526,
            2.806284,
            -37.962564,
            169.442428,
            -207.404991
        ],
        [
            0.209956,
            0.208443,
            0.001513,
            -0.025741,
            0.053462,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215170,
            -117213,
            -189831,
            -286398,
            -249269,
            -245805
        ],
        [
            1.238541,
            1.518553,
            1.003164,
            0.980134,
            1.199886,
            0.804932
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            50.292398,
            50.292398,
            50.292398,
            50.292398,
            50.292398,
            50.292398
        ],
        [
            1.22414,
            1.500895,
            0.9915,
            0.968737,
            1.185934,
            0.795572
        ],
        [
            83327,
            83327,
            48939,
            102067,
            102067,
            80012
        ],
        [
            -57695,
            -27946,
            -57695,
            -120903,
            -54540,
            -120903
        ],
        [
            32,
            33,
            30,
            32,
            33,
            30
        ],
        [
            37,
            34,
            40,
            37,
            34,
            40
        ],
        [
            26,
            33,
            20,
            26,
            33,
            20
        ],
        [
            10944,
            5783,
            5161,
            10944,
            5783,
            5161
        ],
        [
            0,
            0,
            43.752879,
            0,
            0,
            43.752879
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332659,
            381667,
            -573914,
            -578951,
            -121798,
            -579412
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11127,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1600027200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924248749,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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)