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Trade: RSR/USDT/60/SSF/SSF/9085

Strategy
RSR/USDT/60/SSF/SSF/9085
Pair
RSR_USDT
Interval
1h
Score
418703
Daily Profit
0.301010
Profit Factor
1.753198
Profitability
51.694915
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 17:49
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374293.7769 313538.1338 60755.6431 588768.9273 437094.1216 151674.8057
Total P&L (%) 374.2938 313.5381 60.7556 588.7689 437.0941 151.6748
Avg Daily Profit (%) 0.3593 0.301 0.0583 0.1854 0.1615 0.0886
Buy And Hold Return (%) 46.3484 46.3484 46.3484 46.3484 46.3484 46.3484
Max Trade Drawdown -79343 -53187 -122520 -282711 -306784 -209067
Profit Factor 1.4592 1.7532 1.1523 1.2206 1.316 1.118
Total Trades 235 118 117 235 118 117
Winning Trades 118 61 57 118 61 57
Losing Trades 117 57 60 117 57 60
Profitability (%) 50.2128 51.6949 48.7179 50.2128 51.6949 48.7179
Ratio Avg Win / Avg Loss 1.4468 1.6382 1.213 1.2103 1.2297 1.1768
Largest Winning Trade 99029 99029 36671 225173 225173 104761
Largest Losing Trade -30906 -21924 -30906 -163597 -159107 -163597
Avg Bars in Trades 105 106 104 105 106 104
Avg Bars in Winners 132 132 132 132 132 132
Avg Bars in Losers 78 79 78 78 79 78
Bars Traded 24832 12606 12226 24832 12606 12226
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406688 418703 -237817 315691 268309 -168993

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668729600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758811775482,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            374293.776887449,
            313538.133810535,
            60755.6430769142,
            588768.9272597514,
            437094.121563689,
            151674.805696062
        ],
        [
            374.293777,
            313.538134,
            60.755643,
            588.768927,
            437.094122,
            151.674806
        ],
        [
            0.359338,
            0.30101,
            0.058328,
            0.185435,
            0.161514,
            0.088648
        ],
        [
            46.348449,
            46.348449,
            46.348449,
            46.348449,
            46.348449,
            46.348449
        ],
        [
            -79343,
            -53187,
            -122520,
            -282711,
            -306784,
            -209067
        ],
        [
            1.459182,
            1.753198,
            1.152325,
            1.2206,
            1.316025,
            1.117958
        ],
        [
            235,
            118,
            117,
            235,
            118,
            117
        ],
        [
            118,
            61,
            57,
            118,
            61,
            57
        ],
        [
            117,
            57,
            60,
            117,
            57,
            60
        ],
        [
            50.212766,
            51.694915,
            48.717949,
            50.212766,
            51.694915,
            48.717949
        ],
        [
            1.446816,
            1.638234,
            1.212974,
            1.210256,
            1.229728,
            1.176798
        ],
        [
            99029,
            99029,
            36671,
            225173,
            225173,
            104761
        ],
        [
            -30906,
            -21924,
            -30906,
            -163597,
            -159107,
            -163597
        ],
        [
            105,
            106,
            104,
            105,
            106,
            104
        ],
        [
            132,
            132,
            132,
            132,
            132,
            132
        ],
        [
            78,
            79,
            78,
            78,
            79,
            78
        ],
        [
            24832,
            12606,
            12226,
            24832,
            12606,
            12226
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406688,
            418703,
            -237817,
            315691,
            268309,
            -168993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668729600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758811775482,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 3
        }
    }
}

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)