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Trade: RSR/USDT/360/VWAP/BBU/4055

Strategy
RSR/USDT/360/VWAP/BBU/4055
Pair
RSR_USDT
Interval
6h
Score
311543
Daily Profit
0.178278
Profit Factor
1.372879
Profitability
65.248227
Streak
18.954738
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-28 07:54
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 260041.1544 330617.0121 -70575.8578 -84342.229 50500.1373 -134842.3662
Total P&L (%) 260.0412 330.617 -70.5759 -84.3422 50.5001 -134.8424
Avg Daily Profit (%) 0.1402 0.1783 -0.0381 -0.0999 0.022 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198483 -176486 -79602 -263738 -250047 -144649
Profit Factor 1.2167 1.3729 0.7746 0.8963 1.0897 0.4605
Total Trades 283 141 142 283 141 142
Winning Trades 169 92 77 169 92 77
Losing Trades 114 49 65 114 49 65
Profitability (%) 59.7173 65.2482 54.2254 59.7173 65.2482 54.2254
Ratio Avg Win / Avg Loss 0.8208 0.7312 0.6539 0.6046 0.5804 0.3888
Largest Winning Trade 61646 61646 12777 65893 65893 13322
Largest Losing Trade -75996 -75996 -51700 -153206 -153206 -102407
Avg Bars in Trades 25 48 2 25 48 2
Avg Bars in Winners 15 26 2 15 26 2
Avg Bars in Losers 39 89 2 39 89 2
Bars Traded 7177 6840 337 7177 6840 337
Profit Streak 18.9547 18.9547 49.7047 18.9547 18.9547 49.7047
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3445 311543 -578713 -576287 -285924 -578713
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7418,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599026400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759035289340,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 25,
            "offset": 0,
            "std": 1.94627
        }
    }
}
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": [
        [
            260041.1543652855,
            330617.0121406003,
            -70575.8577753148,
            -84342.2289816176,
            50500.1372610005,
            -134842.3662426181
        ],
        [
            260.041154,
            330.617012,
            -70.575858,
            -84.342229,
            50.500137,
            -134.842366
        ],
        [
            0.140222,
            0.178278,
            -0.038057,
            -0.099934,
            0.022046,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198483,
            -176486,
            -79602,
            -263738,
            -250047,
            -144649
        ],
        [
            1.216744,
            1.372879,
            0.774589,
            0.896283,
            1.089659,
            0.46052
        ],
        [
            283,
            141,
            142,
            283,
            141,
            142
        ],
        [
            169,
            92,
            77,
            169,
            92,
            77
        ],
        [
            114,
            49,
            65,
            114,
            49,
            65
        ],
        [
            59.717314,
            65.248227,
            54.225352,
            59.717314,
            65.248227,
            54.225352
        ],
        [
            0.820762,
            0.731207,
            0.653874,
            0.604593,
            0.580362,
            0.38875
        ],
        [
            61646,
            61646,
            12777,
            65893,
            65893,
            13322
        ],
        [
            -75996,
            -75996,
            -51700,
            -153206,
            -153206,
            -102407
        ],
        [
            25,
            48,
            2,
            25,
            48,
            2
        ],
        [
            15,
            26,
            2,
            15,
            26,
            2
        ],
        [
            39,
            89,
            2,
            39,
            89,
            2
        ],
        [
            7177,
            6840,
            337,
            7177,
            6840,
            337
        ],
        [
            18.954738,
            18.954738,
            49.704738,
            18.954738,
            18.954738,
            49.704738
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3445,
            311543,
            -578713,
            -576287,
            -285924,
            -578713
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7418,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599026400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759035289340,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 25,
            "offset": 0,
            "std": 1.94627
        }
    }
}

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)