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Trade: RSR/USDT/60/SSF/SWMA/2836

Strategy
RSR/USDT/60/SSF/SWMA/2836
Pair
RSR_USDT
Interval
1h
Score
303863
Daily Profit
0.274321
Profit Factor
1.523334
Profitability
43.023256
Streak
18.164826
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 04:57
Expiration Time
2025-12-22 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285751.9848 302768.4757 -17016.4909 47673.3087 183552.0684 -135878.7597
Total P&L (%) 285.752 302.7685 -17.0165 47.6733 183.5521 -135.8788
Avg Daily Profit (%) 0.2743 0.2907 -0.0163 0.0374 0.1001 0
Buy And Hold Return (%) 45.2415 45.2415 45.2415 45.2415 45.2415 45.2415
Max Trade Drawdown -88692 -70933 -81788 -192337 -75148 -221440
Profit Factor 1.5233 2.2301 0.9433 1.0538 1.5196 0.7451
Total Trades 86 43 43 86 43 43
Winning Trades 37 16 21 37 16 21
Losing Trades 49 27 22 49 27 22
Profitability (%) 43.0233 37.2093 48.8372 43.0233 37.2093 48.8372
Ratio Avg Win / Avg Loss 2.0174 3.7633 0.9882 1.3955 2.5643 0.7806
Largest Winning Trade 240720 240720 37057 115120 115120 81013
Largest Losing Trade -36359 -20558 -36359 -84529 -47153 -84529
Avg Bars in Trades 279 273 285 279 273 285
Avg Bars in Winners 393 427 366 393 427 366
Avg Bars in Losers 193 182 207 193 182 207
Bars Traded 24045 11774 12272 24045 11774 12272
Profit Streak 18.1648 0 57.4982 18.1648 0 57.4982
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303863 270422 -580199 -455240 -63893 -580199
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669885200000,
    "first_datapoint_time": 1670655600000,
    "last_datapoint_time": 1759885200000,
    "evaluation_time": 1759888640978,
    "expiration_time": 1766365200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 231,
            "offset": 214,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 201,
            "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": [
        [
            285751.9848398746,
            302768.475749032,
            -17016.4909091575,
            47673.3086835192,
            183552.0683702056,
            -135878.7596866864
        ],
        [
            285.751985,
            302.768476,
            -17.016491,
            47.673309,
            183.552068,
            -135.87876
        ],
        [
            0.274321,
            0.290657,
            -0.016336,
            0.037431,
            0.100103,
            0
        ],
        [
            45.241546,
            45.241546,
            45.241546,
            45.241546,
            45.241546,
            45.241546
        ],
        [
            -88692,
            -70933,
            -81788,
            -192337,
            -75148,
            -221440
        ],
        [
            1.523334,
            2.230097,
            0.943257,
            1.053782,
            1.519585,
            0.745139
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            43.023256,
            37.209302,
            48.837209,
            43.023256,
            37.209302,
            48.837209
        ],
        [
            2.017389,
            3.763289,
            0.988174,
            1.395549,
            2.5643,
            0.780622
        ],
        [
            240720,
            240720,
            37057,
            115120,
            115120,
            81013
        ],
        [
            -36359,
            -20558,
            -36359,
            -84529,
            -47153,
            -84529
        ],
        [
            279,
            273,
            285,
            279,
            273,
            285
        ],
        [
            393,
            427,
            366,
            393,
            427,
            366
        ],
        [
            193,
            182,
            207,
            193,
            182,
            207
        ],
        [
            24045,
            11774,
            12272,
            24045,
            11774,
            12272
        ],
        [
            18.164826,
            0,
            57.498159,
            18.164826,
            0,
            57.498159
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303863,
            270422,
            -580199,
            -455240,
            -63893,
            -580199
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669885200000,
    "first_datapoint_time": 1670655600000,
    "last_datapoint_time": 1759885200000,
    "evaluation_time": 1759888640978,
    "expiration_time": 1766365200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 231,
            "offset": 214,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 201,
            "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)