← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: RSR/USDT/720/MIDPRICE/JMA/5014

Strategy
RSR/USDT/720/MIDPRICE/JMA/5014
Pair
RSR_USDT
Interval
12h
Score
547791
Daily Profit
0.380466
Profit Factor
2.199238
Profitability
59.183673
Streak
0.000000
Best Strategy
Training Data Length
1869.500000
Evaluation Time
2025-10-09 05:03
Expiration Time
2025-12-04 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 711281.7478 449047.4596 262234.2882 -2516419.6566 -152175.3754 -2364244.2813
Total P&L (%) 711.2817 449.0475 262.2343 -2516.4197 -152.1754 -2364.2443
Avg Daily Profit (%) 0.3805 0.2402 0.1403 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110955 -52929 -110955 -5909659 -1735404 -4999271
Profit Factor 2.1992 2.7569 1.7769 0.7906 0.9668 0.6816
Total Trades 98 49 49 98 49 49
Winning Trades 58 25 33 49 25 24
Losing Trades 40 24 16 49 24 25
Profitability (%) 59.1837 51.0204 67.3469 50 51.0204 48.9796
Ratio Avg Win / Avg Loss 1.5167 2.6466 0.8616 0.7906 0.9282 0.71
Largest Winning Trade 110281 110281 65814 989740 485316 989740
Largest Losing Trade -110955 -36070 -110955 -2475529 -1185478 -2475529
Avg Bars in Trades 35 24 46 35 24 46
Avg Bars in Winners 29 21 35 35 34 37
Avg Bars in Losers 44 28 68 35 14 54
Bars Traded 3463 1203 2260 3463 1203 2260
Profit Streak 0 0 78.0857 17.0857 84.5857 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 547791 494347 -2284 -579946 -579310 -581078
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3739,
    "evaluation_days": 1869.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1606996800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975407106,
    "expiration_time": 1764813744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 198,
            "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": [
        [
            711281.7477760763,
            449047.4595981748,
            262234.2881779022,
            -2516419.656614732,
            -152175.37535446,
            -2364244.2812602725
        ],
        [
            711.281748,
            449.04746,
            262.234288,
            -2516.419657,
            -152.175375,
            -2364.244281
        ],
        [
            0.380466,
            0.240197,
            0.14027,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110955,
            -52929,
            -110955,
            -5909659,
            -1735404,
            -4999271
        ],
        [
            2.199238,
            2.756892,
            1.776946,
            0.790556,
            0.966847,
            0.681567
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            58,
            25,
            33,
            49,
            25,
            24
        ],
        [
            40,
            24,
            16,
            49,
            24,
            25
        ],
        [
            59.183673,
            51.020408,
            67.346939,
            50,
            51.020408,
            48.979592
        ],
        [
            1.516716,
            2.646616,
            0.86155,
            0.790556,
            0.928173,
            0.709966
        ],
        [
            110281,
            110281,
            65814,
            989740,
            485316,
            989740
        ],
        [
            -110955,
            -36070,
            -110955,
            -2475529,
            -1185478,
            -2475529
        ],
        [
            35,
            24,
            46,
            35,
            24,
            46
        ],
        [
            29,
            21,
            35,
            35,
            34,
            37
        ],
        [
            44,
            28,
            68,
            35,
            14,
            54
        ],
        [
            3463,
            1203,
            2260,
            3463,
            1203,
            2260
        ],
        [
            0,
            0,
            78.08573,
            17.08573,
            84.58573,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            547791,
            494347,
            -2284,
            -579946,
            -579310,
            -581078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3739,
    "evaluation_days": 1869.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1606996800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975407106,
    "expiration_time": 1764813744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 198,
            "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)