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Trade: RSR/USDT/720/OHLC4/HWMA/2447

Strategy
RSR/USDT/720/OHLC4/HWMA/2447
Pair
RSR_USDT
Interval
12h
Score
331637
Daily Profit
0.157909
Profit Factor
1.236422
Profitability
53.546099
Streak
13.822319
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-10-06 10:44
Expiration Time
2025-12-01 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235485.3743 294736.2776 -59250.9033 -93298.901 141171.2533 -234470.1543
Total P&L (%) 235.4854 294.7363 -59.2509 -93.2989 141.1713 -234.4702
Avg Daily Profit (%) 0.1262 0.1579 -0.0317 -0.1447 0.0472 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -293225 -165644 -190323 -364865 -110697 -294494
Profit Factor 1.0925 1.2364 0.9544 0.9114 1.3132 0.6107
Total Trades 564 282 282 564 282 282
Winning Trades 303 151 152 303 151 152
Losing Trades 261 131 130 261 131 130
Profitability (%) 53.7234 53.5461 53.9007 53.7234 53.5461 53.9007
Ratio Avg Win / Avg Loss 0.941 1.0727 0.8163 0.7851 1.1392 0.5223
Largest Winning Trade 84936 84936 39688 81085 81085 36377
Largest Losing Trade -46268 -40825 -46268 -119017 -71710 -119017
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3724 1873 1851 3724 1873 1851
Profit Streak 13.8223 13.8223 17.3223 13.8223 13.8223 17.3223
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139858 331637 -578007 -575573 -127485 -578007
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3733,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759736648343,
    "expiration_time": 1764546768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.74916,
            "nc": 0.1
        }
    }
}
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": [
        [
            235485.3743329935,
            294736.2776320933,
            -59250.9032990993,
            -93298.9009970231,
            141171.2533251173,
            -234470.1543221402
        ],
        [
            235.485374,
            294.736278,
            -59.250903,
            -93.298901,
            141.171253,
            -234.470154
        ],
        [
            0.126164,
            0.157909,
            -0.031744,
            -0.144706,
            0.047176,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -293225,
            -165644,
            -190323,
            -364865,
            -110697,
            -294494
        ],
        [
            1.092471,
            1.236422,
            0.95442,
            0.911401,
            1.31316,
            0.610677
        ],
        [
            564,
            282,
            282,
            564,
            282,
            282
        ],
        [
            303,
            151,
            152,
            303,
            151,
            152
        ],
        [
            261,
            131,
            130,
            261,
            131,
            130
        ],
        [
            53.723404,
            53.546099,
            53.900709,
            53.723404,
            53.546099,
            53.900709
        ],
        [
            0.941039,
            1.072658,
            0.81628,
            0.785068,
            1.139232,
            0.522289
        ],
        [
            84936,
            84936,
            39688,
            81085,
            81085,
            36377
        ],
        [
            -46268,
            -40825,
            -46268,
            -119017,
            -71710,
            -119017
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3724,
            1873,
            1851,
            3724,
            1873,
            1851
        ],
        [
            13.822319,
            13.822319,
            17.322319,
            13.822319,
            13.822319,
            17.322319
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139858,
            331637,
            -578007,
            -575573,
            -127485,
            -578007
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3733,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759736648343,
    "expiration_time": 1764546768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.74916,
            "nc": 0.1
        }
    }
}

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)