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Trade: RSR/USDT/720/DCM/JMA/9139

Strategy
RSR/USDT/720/DCM/JMA/9139
Pair
RSR_USDT
Interval
12h
Score
499299
Daily Profit
0.339589
Profit Factor
2.120966
Profitability
61.224490
Streak
0.000000
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-10-07 03:55
Expiration Time
2025-12-01 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634011.8999 395795.9096 238215.9904 -2040127.1342 -512658.4006 -1527468.7336
Total P&L (%) 634.0119 395.7959 238.216 -2040.1271 -512.6584 -1527.4687
Avg Daily Profit (%) 0.3396 0.212 0.1276 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110955 -66004 -110955 -5609132 -1845784 -4415994
Profit Factor 2.121 2.5609 1.7635 0.815 0.889 0.7617
Total Trades 98 49 49 98 49 49
Winning Trades 60 27 33 51 28 23
Losing Trades 38 22 16 47 21 26
Profitability (%) 61.2245 55.102 67.3469 52.0408 57.1429 46.9388
Ratio Avg Win / Avg Loss 1.3433 2.0866 0.855 0.7511 0.6667 0.861
Largest Winning Trade 110281 110281 53849 922240 493744 922240
Largest Losing Trade -110955 -36469 -110955 -2714994 -1121816 -2714994
Avg Bars in Trades 35 25 44 35 25 44
Avg Bars in Winners 29 24 34 33 29 37
Avg Bars in Losers 44 27 67 37 20 51
Bars Traded 3466 1266 2200 3466 1266 2200
Profit Streak 0 0 76.0384 17.5384 82.5384 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 499299 491100 -19213 -579684 -578516 -581872
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1606694400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759798516883,
    "expiration_time": 1764591264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "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": [
        [
            634011.8999432118,
            395795.9095874683,
            238215.9903557442,
            -2040127.1342426485,
            -512658.4006296918,
            -1527468.7336129565
        ],
        [
            634.0119,
            395.79591,
            238.21599,
            -2040.127134,
            -512.658401,
            -1527.468734
        ],
        [
            0.339589,
            0.211996,
            0.127593,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110955,
            -66004,
            -110955,
            -5609132,
            -1845784,
            -4415994
        ],
        [
            2.120966,
            2.560888,
            1.763455,
            0.814983,
            0.888985,
            0.76166
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            60,
            27,
            33,
            51,
            28,
            23
        ],
        [
            38,
            22,
            16,
            47,
            21,
            26
        ],
        [
            61.22449,
            55.102041,
            67.346939,
            52.040816,
            57.142857,
            46.938776
        ],
        [
            1.343278,
            2.086649,
            0.855009,
            0.751063,
            0.666739,
            0.861007
        ],
        [
            110281,
            110281,
            53849,
            922240,
            493744,
            922240
        ],
        [
            -110955,
            -36469,
            -110955,
            -2714994,
            -1121816,
            -2714994
        ],
        [
            35,
            25,
            44,
            35,
            25,
            44
        ],
        [
            29,
            24,
            34,
            33,
            29,
            37
        ],
        [
            44,
            27,
            67,
            37,
            20,
            51
        ],
        [
            3466,
            1266,
            2200,
            3466,
            1266,
            2200
        ],
        [
            0,
            0,
            76.03839,
            17.53839,
            82.53839,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499299,
            491100,
            -19213,
            -579684,
            -578516,
            -581872
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1606694400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759798516883,
    "expiration_time": 1764591264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "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)