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Trade: RSR/USDT/360/HILO/JMA/9605

Strategy
RSR/USDT/360/HILO/JMA/9605
Pair
RSR_USDT
Interval
6h
Score
338956
Daily Profit
0.271030
Profit Factor
1.314995
Profitability
42.045455
Streak
0.000000
Best Strategy
Training Data Length
1862.000000
Evaluation Time
2025-10-02 07:59
Expiration Time
2025-11-26 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 504657.7997 403285.1716 101372.6281 307280.8904 478527.589 -171246.6986
Total P&L (%) 504.6578 403.2852 101.3726 307.2809 478.5276 -171.2467
Avg Daily Profit (%) 0.271 0.2166 0.0544 0.0754 0.0943 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116394 -89194 -138407 -528884 -369462 -476702
Profit Factor 1.315 1.4848 1.1316 1.0657 1.2053 0.9269
Total Trades 440 220 220 440 220 220
Winning Trades 185 84 101 185 84 101
Losing Trades 255 136 119 255 136 119
Profitability (%) 42.0455 38.1818 45.9091 42.0455 38.1818 45.9091
Ratio Avg Win / Avg Loss 1.8126 2.404 1.3333 1.469 1.9514 1.0921
Largest Winning Trade 114102 114102 56709 319854 319854 204564
Largest Losing Trade -35511 -24299 -35511 -121808 -87190 -121808
Avg Bars in Trades 16 17 15 16 17 15
Avg Bars in Winners 25 28 22 25 28 22
Avg Bars in Losers 10 11 9 10 11 9
Bars Traded 7390 3940 3450 7390 3940 3450
Profit Streak 0 12.9577 0 0 12.9577 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338956 251071 -196693 -240933 -69549 -579828
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7448,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759381148604,
    "expiration_time": 1764189504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 32,
            "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": [
        [
            504657.7997046958,
            403285.1715637915,
            101372.6281409045,
            307280.8904330907,
            478527.5889955567,
            -171246.6985624655
        ],
        [
            504.6578,
            403.285172,
            101.372628,
            307.28089,
            478.527589,
            -171.246699
        ],
        [
            0.27103,
            0.216587,
            0.054443,
            0.075449,
            0.094315,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116394,
            -89194,
            -138407,
            -528884,
            -369462,
            -476702
        ],
        [
            1.314995,
            1.484812,
            1.131606,
            1.065743,
            1.205298,
            0.926915
        ],
        [
            440,
            220,
            220,
            440,
            220,
            220
        ],
        [
            185,
            84,
            101,
            185,
            84,
            101
        ],
        [
            255,
            136,
            119,
            255,
            136,
            119
        ],
        [
            42.045455,
            38.181818,
            45.909091,
            42.045455,
            38.181818,
            45.909091
        ],
        [
            1.812561,
            2.403982,
            1.333278,
            1.468997,
            1.951434,
            1.092107
        ],
        [
            114102,
            114102,
            56709,
            319854,
            319854,
            204564
        ],
        [
            -35511,
            -24299,
            -35511,
            -121808,
            -87190,
            -121808
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            25,
            28,
            22,
            25,
            28,
            22
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            7390,
            3940,
            3450,
            7390,
            3940,
            3450
        ],
        [
            0,
            12.957738,
            0,
            0,
            12.957738,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338956,
            251071,
            -196693,
            -240933,
            -69549,
            -579828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7448,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759381148604,
    "expiration_time": 1764189504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 32,
            "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)