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Trade: RSR/USDT/480/VWMA/DCU/8049

Strategy
RSR/USDT/480/VWMA/DCU/8049
Pair
RSR_USDT
Interval
8h
Score
421777
Daily Profit
0.188611
Profit Factor
2.059977
Profitability
47.222222
Streak
190.241481
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-09-27 00:47
Expiration Time
2025-11-21 11:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346393.5462 350250.3773 -3856.8311 -21953.2857 89977.4247 -111930.7104
Total P&L (%) 346.3935 350.2504 -3.8568 -21.9533 89.9774 -111.9307
Avg Daily Profit (%) 0.1865 0.1886 -0.0021 -0.0133 0.0346 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159612 -151184 -135491 -515206 -413288 -429486
Profit Factor 1.5803 2.06 0.9855 0.9858 1.1166 0.8545
Total Trades 72 36 36 72 36 36
Winning Trades 30 17 13 30 17 13
Losing Trades 42 19 23 42 19 23
Profitability (%) 41.6667 47.2222 36.1111 41.6667 47.2222 36.1111
Ratio Avg Win / Avg Loss 2.2124 2.3023 1.7436 1.3801 1.248 1.5119
Largest Winning Trade 223569 223569 69082 223569 223569 209187
Largest Losing Trade -50985 -50985 -38828 -159306 -159306 -124045
Avg Bars in Trades 75 121 29 75 121 29
Avg Bars in Winners 122 182 44 122 182 44
Avg Bars in Losers 40 66 20 40 66 20
Bars Traded 5404 4356 1048 5404 4356 1048
Profit Streak 90.2415 190.2415 90.2415 90.2415 190.2415 90.2415
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75644 421777 -582567 -665169 -238667 -582567

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5571,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1602000000000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758923263962,
    "expiration_time": 1763715744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 44,
            "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": [
        [
            346393.5461848981,
            350250.377298577,
            -3856.8311136788,
            -21953.285700249,
            89977.4247246452,
            -111930.7104248942
        ],
        [
            346.393546,
            350.250377,
            -3.856831,
            -21.953286,
            89.977425,
            -111.93071
        ],
        [
            0.186534,
            0.188611,
            -0.002077,
            -0.013347,
            0.034564,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159612,
            -151184,
            -135491,
            -515206,
            -413288,
            -429486
        ],
        [
            1.580303,
            2.059977,
            0.985527,
            0.985753,
            1.11664,
            0.854537
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            41.666667,
            47.222222,
            36.111111,
            41.666667,
            47.222222,
            36.111111
        ],
        [
            2.212425,
            2.302327,
            1.743625,
            1.380054,
            1.24801,
            1.511874
        ],
        [
            223569,
            223569,
            69082,
            223569,
            223569,
            209187
        ],
        [
            -50985,
            -50985,
            -38828,
            -159306,
            -159306,
            -124045
        ],
        [
            75,
            121,
            29,
            75,
            121,
            29
        ],
        [
            122,
            182,
            44,
            122,
            182,
            44
        ],
        [
            40,
            66,
            20,
            40,
            66,
            20
        ],
        [
            5404,
            4356,
            1048,
            5404,
            4356,
            1048
        ],
        [
            90.241481,
            190.241481,
            90.241481,
            90.241481,
            190.241481,
            90.241481
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75644,
            421777,
            -582567,
            -665169,
            -238667,
            -582567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5571,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1602000000000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758923263962,
    "expiration_time": 1763715744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 44,
            "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)