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Trade: RSR/USDT/480/VWMA/MIDPOINT/3619

Strategy
RSR/USDT/480/VWMA/MIDPOINT/3619
Pair
RSR_USDT
Interval
8h
Score
315311
Daily Profit
0.160699
Profit Factor
2.474714
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1860.670000
Evaluation Time
2025-09-30 12:52
Expiration Time
2025-11-25 05:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327727.6764 299007.2005 28720.4759 81637.4225 119297.7499 -37660.3273
Total P&L (%) 327.7277 299.0072 28.7205 81.6374 119.2978 -37.6603
Avg Daily Profit (%) 0.1761 0.1607 0.0154 0.0321 0.0422 -0.0254
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95922 -82226 -99355 -205559 -140652 -139849
Profit Factor 1.588 2.4747 1.081 1.0916 1.3419 0.9305
Total Trades 71 36 35 71 36 35
Winning Trades 29 15 14 29 15 14
Losing Trades 42 21 21 42 21 21
Profitability (%) 40.8451 41.6667 40 40.8451 41.6667 40
Ratio Avg Win / Avg Loss 2.2999 3.4646 1.6215 1.581 1.8787 1.3958
Largest Winning Trade 145851 145851 70344 116945 116945 78467
Largest Losing Trade -49246 -34917 -49246 -101602 -75958 -101602
Avg Bars in Trades 74 67 82 74 67 82
Avg Bars in Winners 128 112 146 128 112 146
Avg Bars in Losers 37 34 40 37 34 40
Bars Traded 5306 2413 2893 5306 2413 2893
Profit Streak 0 0 39.0778 0 0 39.0778
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84465 315311 -309121 -363471 -138315 -582463
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5582,
    "evaluation_days": 1860.67,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601539200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759225925933,
    "expiration_time": 1764042048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            327727.6764178494,
            299007.2004745962,
            28720.4759432535,
            81637.4225365116,
            119297.7498818848,
            -37660.3273453733
        ],
        [
            327.727676,
            299.0072,
            28.720476,
            81.637423,
            119.29775,
            -37.660327
        ],
        [
            0.176134,
            0.160699,
            0.015436,
            0.032082,
            0.042212,
            -0.025395
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95922,
            -82226,
            -99355,
            -205559,
            -140652,
            -139849
        ],
        [
            1.58802,
            2.474714,
            1.080997,
            1.091648,
            1.341944,
            0.930502
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            40.84507,
            41.666667,
            40,
            40.84507,
            41.666667,
            40
        ],
        [
            2.29989,
            3.464599,
            1.621496,
            1.581008,
            1.878722,
            1.395752
        ],
        [
            145851,
            145851,
            70344,
            116945,
            116945,
            78467
        ],
        [
            -49246,
            -34917,
            -49246,
            -101602,
            -75958,
            -101602
        ],
        [
            74,
            67,
            82,
            74,
            67,
            82
        ],
        [
            128,
            112,
            146,
            128,
            112,
            146
        ],
        [
            37,
            34,
            40,
            37,
            34,
            40
        ],
        [
            5306,
            2413,
            2893,
            5306,
            2413,
            2893
        ],
        [
            0,
            0,
            39.077846,
            0,
            0,
            39.077846
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84465,
            315311,
            -309121,
            -363471,
            -138315,
            -582463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5582,
    "evaluation_days": 1860.67,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601539200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759225925933,
    "expiration_time": 1764042048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)