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Trade: RSR/USDT/60/SWMA/VWMA/8498

Strategy
RSR/USDT/60/SWMA/VWMA/8498
Pair
RSR_USDT
Interval
1h
Score
301789
Daily Profit
0.237057
Profit Factor
1.513309
Profitability
49.586777
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 19:56
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 254277.2111 246923.5352 7353.6759 92175.3735 100043.9422 -7868.5687
Total P&L (%) 254.2772 246.9235 7.3537 92.1754 100.0439 -7.8686
Avg Daily Profit (%) 0.2441 0.2371 0.0071 0.0627 0.0666 -0.0079
Buy And Hold Return (%) 53.3 53.3 53.3 53.3 53.3 53.3
Max Trade Drawdown -97592 -57295 -98527 -368522 -225566 -241720
Profit Factor 1.2748 1.5133 1.0166 1.0436 1.0879 0.9919
Total Trades 242 121 121 242 121 121
Winning Trades 119 60 59 119 60 59
Losing Trades 123 61 62 123 61 62
Profitability (%) 49.1736 49.5868 48.7603 49.1736 49.5868 48.7603
Ratio Avg Win / Avg Loss 1.3177 1.5385 1.0682 1.0787 1.1061 1.0424
Largest Winning Trade 105349 105349 37583 108749 104416 108749
Largest Losing Trade -29092 -28001 -29092 -123547 -123547 -65228
Avg Bars in Trades 101 123 79 101 123 79
Avg Bars in Winners 122 146 98 122 146 98
Avg Bars in Losers 81 101 62 81 101 62
Bars Traded 24603 14948 9655 24603 14948 9655
Profit Streak 0 0 13.206 0 0 13.206
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 264095 301789 -551593 -289482 -235912 -579220

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": 1669525200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758905801234,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "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": [
        [
            254277.2111415212,
            246923.5352400981,
            7353.6759014232,
            92175.3735278,
            100043.9422209496,
            -7868.5686931498
        ],
        [
            254.277211,
            246.923535,
            7.353676,
            92.175374,
            100.043942,
            -7.868569
        ],
        [
            0.244117,
            0.237057,
            0.00706,
            0.062733,
            0.066588,
            -0.007868
        ],
        [
            53.3,
            53.3,
            53.3,
            53.3,
            53.3,
            53.3
        ],
        [
            -97592,
            -57295,
            -98527,
            -368522,
            -225566,
            -241720
        ],
        [
            1.274846,
            1.513309,
            1.016558,
            1.043596,
            1.087945,
            0.991944
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            49.173554,
            49.586777,
            48.760331,
            49.173554,
            49.586777,
            48.760331
        ],
        [
            1.317698,
            1.538531,
            1.068247,
            1.078675,
            1.106077,
            1.042382
        ],
        [
            105349,
            105349,
            37583,
            108749,
            104416,
            108749
        ],
        [
            -29092,
            -28001,
            -29092,
            -123547,
            -123547,
            -65228
        ],
        [
            101,
            123,
            79,
            101,
            123,
            79
        ],
        [
            122,
            146,
            98,
            122,
            146,
            98
        ],
        [
            81,
            101,
            62,
            81,
            101,
            62
        ],
        [
            24603,
            14948,
            9655,
            24603,
            14948,
            9655
        ],
        [
            0,
            0,
            13.206033,
            0,
            0,
            13.206033
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            264095,
            301789,
            -551593,
            -289482,
            -235912,
            -579220
        ]
    ]
}
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": 1669525200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758905801234,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "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)