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Trade: RSR/USDT/720/DCM/LINREG/3666

Strategy
RSR/USDT/720/DCM/LINREG/3666
Pair
RSR_USDT
Interval
12h
Score
311412
Daily Profit
0.211948
Profit Factor
2.807098
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-04 00:19
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 456395.3017 395070.7969 61324.5048 149143.8978 152759.8467 -3615.9489
Total P&L (%) 456.3953 395.0708 61.3245 149.1439 152.7598 -3.6159
Avg Daily Profit (%) 0.2448 0.2119 0.0329 0.049 0.0498 -0.002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116994 -118356 -132938 -870184 -731285 -580965
Profit Factor 1.9101 2.8071 1.2168 1.0609 1.1394 0.9973
Total Trades 61 31 30 61 31 30
Winning Trades 28 12 16 28 12 16
Losing Trades 33 19 14 33 19 14
Profitability (%) 45.9016 38.7097 53.3333 45.9016 38.7097 53.3333
Ratio Avg Win / Avg Loss 2.2512 4.4446 1.0647 1.2504 1.804 0.8727
Largest Winning Trade 293469 293469 47530 503082 503082 320596
Largest Losing Trade -49381 -42599 -49381 -300736 -300736 -273572
Avg Bars in Trades 58 56 59 58 56 59
Avg Bars in Winners 80 82 79 80 82 79
Avg Bars in Losers 38 40 36 38 40 36
Bars Traded 3543 1759 1784 3543 1759 1784
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 -155962 311412 -149559 -448578 -196995 -580393
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1603670400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759526360018,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 7,
            "offset": 61
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "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": [
        [
            456395.3016927654,
            395070.7968642744,
            61324.504828491,
            149143.8977875826,
            152759.8466957402,
            -3615.9489081576
        ],
        [
            456.395302,
            395.070797,
            61.324505,
            149.143898,
            152.759847,
            -3.615949
        ],
        [
            0.244847,
            0.211948,
            0.032899,
            0.048985,
            0.049759,
            -0.001976
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116994,
            -118356,
            -132938,
            -870184,
            -731285,
            -580965
        ],
        [
            1.910126,
            2.807098,
            1.216815,
            1.060941,
            1.139375,
            0.997324
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            45.901639,
            38.709677,
            53.333333,
            45.901639,
            38.709677,
            53.333333
        ],
        [
            2.25122,
            4.444572,
            1.064713,
            1.250395,
            1.804011,
            0.872659
        ],
        [
            293469,
            293469,
            47530,
            503082,
            503082,
            320596
        ],
        [
            -49381,
            -42599,
            -49381,
            -300736,
            -300736,
            -273572
        ],
        [
            58,
            56,
            59,
            58,
            56,
            59
        ],
        [
            80,
            82,
            79,
            80,
            82,
            79
        ],
        [
            38,
            40,
            36,
            38,
            40,
            36
        ],
        [
            3543,
            1759,
            1784,
            3543,
            1759,
            1784
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155962,
            311412,
            -149559,
            -448578,
            -196995,
            -580393
        ]
    ]
}
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": 1603670400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759526360018,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 7,
            "offset": 61
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "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)