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Trade: RSR/USDT/360/VWAP/SWMA/6002

Strategy
RSR/USDT/360/VWAP/SWMA/6002
Pair
RSR_USDT
Interval
6h
Score
498850
Daily Profit
0.154641
Profit Factor
1.542535
Profitability
88.181818
Streak
161.134405
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-26 18:13
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 286781.981 134122.4113 152659.5697 -114560.1255 -120987.4262 6427.3007
Total P&L (%) 286.782 134.1224 152.6596 -114.5601 -120.9874 6.4273
Avg Daily Profit (%) 0.1546 0.0723 0.0823 0 0 0.0034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119671 -85323 -138979 -1198379 -605354 -846935
Profit Factor 1.5425 1.4619 1.6409 0.945 0.8904 1.0066
Total Trades 110 55 55 110 55 55
Winning Trades 97 47 50 71 34 37
Losing Trades 13 8 5 39 21 18
Profitability (%) 88.1818 85.4545 90.9091 64.5455 61.8182 67.2727
Ratio Avg Win / Avg Loss 0.2067 0.2488 0.1641 0.5191 0.55 0.4897
Largest Winning Trade 34704 34704 20382 129164 129164 99570
Largest Losing Trade -104529 -58561 -104529 -767085 -605354 -767085
Avg Bars in Trades 57 69 44 57 69 44
Avg Bars in Winners 23 24 22 36 42 31
Avg Bars in Losers 307 336 262 94 114 71
Bars Traded 6285 3827 2457 6285 3827 2457
Profit Streak 161.1344 161.1344 246.6344 0 0 0
Trades During Streak 7 3 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498850 -271252 -256425 -578600 -759301 -746893

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": 1605312000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899612565,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 242,
            "offset": 74
        }
    }
}
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": [
        [
            286781.9810459095,
            134122.4113284336,
            152659.569717476,
            -114560.1254847092,
            -120987.426159621,
            6427.3006749121
        ],
        [
            286.781981,
            134.122411,
            152.65957,
            -114.560125,
            -120.987426,
            6.427301
        ],
        [
            0.154641,
            0.072323,
            0.082318,
            0,
            0,
            0.003359
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119671,
            -85323,
            -138979,
            -1198379,
            -605354,
            -846935
        ],
        [
            1.542535,
            1.461866,
            1.640878,
            0.944996,
            0.890404,
            1.006566
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            97,
            47,
            50,
            71,
            34,
            37
        ],
        [
            13,
            8,
            5,
            39,
            21,
            18
        ],
        [
            88.181818,
            85.454545,
            90.909091,
            64.545455,
            61.818182,
            67.272727
        ],
        [
            0.206732,
            0.248828,
            0.164088,
            0.519082,
            0.549956,
            0.489681
        ],
        [
            34704,
            34704,
            20382,
            129164,
            129164,
            99570
        ],
        [
            -104529,
            -58561,
            -104529,
            -767085,
            -605354,
            -767085
        ],
        [
            57,
            69,
            44,
            57,
            69,
            44
        ],
        [
            23,
            24,
            22,
            36,
            42,
            31
        ],
        [
            307,
            336,
            262,
            94,
            114,
            71
        ],
        [
            6285,
            3827,
            2457,
            6285,
            3827,
            2457
        ],
        [
            161.134405,
            161.134405,
            246.634405,
            0,
            0,
            0
        ],
        [
            7,
            3,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498850,
            -271252,
            -256425,
            -578600,
            -759301,
            -746893
        ]
    ]
}
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": 1605312000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899612565,
    "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": "swma",
        "factors": {
            "length": 242,
            "offset": 74
        }
    }
}

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)