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Trade: RSR/USDT/60/SINWMA/DCM/9959

Strategy
RSR/USDT/60/SINWMA/DCM/9959
Pair
RSR_USDT
Interval
1h
Score
325090
Daily Profit
0.259203
Profit Factor
1.573713
Profitability
45.911950
Streak
15.369844
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 16:52
Expiration Time
2025-12-21 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299010.4161 270004.4843 29005.9318 194326.7059 157755.2792 36571.4267
Total P&L (%) 299.0104 270.0045 29.0059 194.3267 157.7553 36.5714
Avg Daily Profit (%) 0.287 0.2592 0.0278 0.1037 0.0909 0.0299
Buy And Hold Return (%) 52.4574 52.4574 52.4574 52.4574 52.4574 52.4574
Max Trade Drawdown -140943 -59204 -145982 -369099 -256621 -224002
Profit Factor 1.3044 1.5737 1.0567 1.0946 1.1532 1.0357
Total Trades 318 159 159 318 159 159
Winning Trades 148 73 75 148 73 75
Losing Trades 170 86 84 170 86 84
Profitability (%) 46.5409 45.912 47.1698 46.5409 45.912 47.1698
Ratio Avg Win / Avg Loss 1.4983 1.854 1.1835 1.2573 1.3586 1.16
Largest Winning Trade 111210 111210 35685 143285 103882 143285
Largest Losing Trade -42941 -29361 -42941 -130354 -130354 -122777
Avg Bars in Trades 77 88 67 77 88 67
Avg Bars in Winners 102 116 88 102 116 88
Avg Bars in Losers 55 63 48 55 63 48
Bars Traded 24693 14023 10670 24693 14023 10670
Profit Streak 15.3698 15.3698 26.5365 15.3698 15.3698 26.5365
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323943 325090 -479427 -172092 -127402 -499728
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669842000000,
    "first_datapoint_time": 1670626800000,
    "last_datapoint_time": 1759842000000,
    "evaluation_time": 1759845154507,
    "expiration_time": 1766322000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 219,
            "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": [
        [
            299010.4161080719,
            270004.4842863524,
            29005.9318217196,
            194326.7059344207,
            157755.2792452573,
            36571.4266891635
        ],
        [
            299.010416,
            270.004484,
            29.005932,
            194.326706,
            157.755279,
            36.571427
        ],
        [
            0.287049,
            0.259203,
            0.027846,
            0.103687,
            0.090938,
            0.029925
        ],
        [
            52.457421,
            52.457421,
            52.457421,
            52.457421,
            52.457421,
            52.457421
        ],
        [
            -140943,
            -59204,
            -145982,
            -369099,
            -256621,
            -224002
        ],
        [
            1.304412,
            1.573713,
            1.056693,
            1.094625,
            1.153195,
            1.035718
        ],
        [
            318,
            159,
            159,
            318,
            159,
            159
        ],
        [
            148,
            73,
            75,
            148,
            73,
            75
        ],
        [
            170,
            86,
            84,
            170,
            86,
            84
        ],
        [
            46.540881,
            45.91195,
            47.169811,
            46.540881,
            45.91195,
            47.169811
        ],
        [
            1.498311,
            1.853963,
            1.183497,
            1.25734,
            1.358559,
            1.160004
        ],
        [
            111210,
            111210,
            35685,
            143285,
            103882,
            143285
        ],
        [
            -42941,
            -29361,
            -42941,
            -130354,
            -130354,
            -122777
        ],
        [
            77,
            88,
            67,
            77,
            88,
            67
        ],
        [
            102,
            116,
            88,
            102,
            116,
            88
        ],
        [
            55,
            63,
            48,
            55,
            63,
            48
        ],
        [
            24693,
            14023,
            10670,
            24693,
            14023,
            10670
        ],
        [
            15.369844,
            15.369844,
            26.53651,
            15.369844,
            15.369844,
            26.53651
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323943,
            325090,
            -479427,
            -172092,
            -127402,
            -499728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669842000000,
    "first_datapoint_time": 1670626800000,
    "last_datapoint_time": 1759842000000,
    "evaluation_time": 1759845154507,
    "expiration_time": 1766322000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 219,
            "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)