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Trade: RSR/USDT/240/VWMA/ZLMA/4991

Strategy
RSR/USDT/240/VWMA/ZLMA/4991
Pair
RSR_USDT
Interval
4h
Score
471677
Daily Profit
0.174674
Profit Factor
2.078888
Profitability
55.555556
Streak
95.223422
Best Strategy
Training Data Length
1862.830000
Evaluation Time
2025-10-03 00:21
Expiration Time
2025-11-27 19:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329951.7569 325387.6733 4564.0837 -710448.5918 -44090.1193 -666358.4725
Total P&L (%) 329.9518 325.3877 4.5641 -710.4486 -44.0901 -666.3585
Avg Daily Profit (%) 0.1771 0.1747 0.0025 0 -0.0312 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201687 -89429 -184989 -1663908 -761033 -1135772
Profit Factor 1.4213 2.0789 1.0095 0.7728 0.9652 0.6421
Total Trades 90 45 45 90 45 45
Winning Trades 53 25 28 49 23 26
Losing Trades 37 20 17 41 22 19
Profitability (%) 58.8889 55.5556 62.2222 54.4444 51.1111 57.7778
Ratio Avg Win / Avg Loss 0.9922 1.6631 0.6129 0.6466 0.9232 0.4692
Largest Winning Trade 63092 63092 41416 429271 429271 267565
Largest Losing Trade -171398 -58976 -171398 -1024176 -257162 -1024176
Avg Bars in Trades 120 116 125 120 116 125
Avg Bars in Winners 78 73 84 104 93 114
Avg Bars in Losers 180 170 192 139 140 139
Bars Traded 10866 5231 5635 10866 5231 5635
Profit Streak 62.0568 95.2234 62.0568 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339230 471677 -564460 -579961 -580567 -579703
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11177,
    "evaluation_days": 1862.83,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601712000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440103670,
    "expiration_time": 1764263664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 135,
            "offset": 89
        }
    }
}
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": [
        [
            329951.7569412253,
            325387.6732908449,
            4564.0836503805,
            -710448.5917559271,
            -44090.119303602,
            -666358.4724523248
        ],
        [
            329.951757,
            325.387673,
            4.564084,
            -710.448592,
            -44.090119,
            -666.358472
        ],
        [
            0.177124,
            0.174674,
            0.00245,
            0,
            -0.031207,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201687,
            -89429,
            -184989,
            -1663908,
            -761033,
            -1135772
        ],
        [
            1.421309,
            2.078888,
            1.009478,
            0.772806,
            0.965157,
            0.642062
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            53,
            25,
            28,
            49,
            23,
            26
        ],
        [
            37,
            20,
            17,
            41,
            22,
            19
        ],
        [
            58.888889,
            55.555556,
            62.222222,
            54.444444,
            51.111111,
            57.777778
        ],
        [
            0.992234,
            1.663111,
            0.612897,
            0.646634,
            0.923194,
            0.469199
        ],
        [
            63092,
            63092,
            41416,
            429271,
            429271,
            267565
        ],
        [
            -171398,
            -58976,
            -171398,
            -1024176,
            -257162,
            -1024176
        ],
        [
            120,
            116,
            125,
            120,
            116,
            125
        ],
        [
            78,
            73,
            84,
            104,
            93,
            114
        ],
        [
            180,
            170,
            192,
            139,
            140,
            139
        ],
        [
            10866,
            5231,
            5635,
            10866,
            5231,
            5635
        ],
        [
            62.056755,
            95.223422,
            62.056755,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339230,
            471677,
            -564460,
            -579961,
            -580567,
            -579703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11177,
    "evaluation_days": 1862.83,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601712000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440103670,
    "expiration_time": 1764263664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 135,
            "offset": 89
        }
    }
}

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)