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Trade: RSR/USDT/720/DCM/KCU/3305

Strategy
RSR/USDT/720/DCM/KCU/3305
Pair
RSR_USDT
Interval
12h
Score
356239
Daily Profit
0.254273
Profit Factor
1.436712
Profitability
47.794118
Streak
0.000000
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-03 22:22
Expiration Time
2025-11-28 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473964.2946 475151.3637 -1187.069 -40573.9608 -68611.8176 28037.8568
Total P&L (%) 473.9643 475.1514 -1.1871 -40.574 -68.6118 28.0379
Avg Daily Profit (%) 0.2543 0.2549 -0.0006 -0.0279 -0.0621 0.0133
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -271316 -237295 -104365 -352867 -360723 -94402
Profit Factor 1.4367 1.6587 0.9967 0.9648 0.9159 1.0833
Total Trades 136 68 68 136 68 68
Winning Trades 65 28 37 65 28 37
Losing Trades 71 40 31 71 40 31
Profitability (%) 47.7941 41.1765 54.4118 47.7941 41.1765 54.4118
Ratio Avg Win / Avg Loss 1.5693 2.3696 0.8351 1.0538 1.3084 0.9077
Largest Winning Trade 184080 184080 40352 136973 136973 55922
Largest Losing Trade -47102 -47090 -47102 -153266 -153266 -60656
Avg Bars in Trades 26 40 13 26 40 13
Avg Bars in Winners 30 52 14 30 52 14
Avg Bars in Losers 23 32 11 23 32 11
Bars Traded 3659 2749 910 3659 2749 910
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 356239 -101657 -689108 -579331 -692000 -417276
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519343773,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            473964.2946479521,
            475151.3636580573,
            -1187.0690101047,
            -40573.9607685993,
            -68611.8175573551,
            28037.856788756
        ],
        [
            473.964295,
            475.151364,
            -1.187069,
            -40.573961,
            -68.611818,
            28.037857
        ],
        [
            0.254273,
            0.25491,
            -0.000637,
            -0.027917,
            -0.062145,
            0.01326
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -271316,
            -237295,
            -104365,
            -352867,
            -360723,
            -94402
        ],
        [
            1.436712,
            1.65869,
            0.996738,
            0.964774,
            0.91585,
            1.083327
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            65,
            28,
            37,
            65,
            28,
            37
        ],
        [
            71,
            40,
            31,
            71,
            40,
            31
        ],
        [
            47.794118,
            41.176471,
            54.411765,
            47.794118,
            41.176471,
            54.411765
        ],
        [
            1.569332,
            2.369557,
            0.835105,
            1.053831,
            1.308358,
            0.907652
        ],
        [
            184080,
            184080,
            40352,
            136973,
            136973,
            55922
        ],
        [
            -47102,
            -47090,
            -47102,
            -153266,
            -153266,
            -60656
        ],
        [
            26,
            40,
            13,
            26,
            40,
            13
        ],
        [
            30,
            52,
            14,
            30,
            52,
            14
        ],
        [
            23,
            32,
            11,
            23,
            32,
            11
        ],
        [
            3659,
            2749,
            910,
            3659,
            2749,
            910
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356239,
            -101657,
            -689108,
            -579331,
            -692000,
            -417276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759519343773,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)