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Trade: RSR/USDT/720/SWMA/DCM/4167

Strategy
RSR/USDT/720/SWMA/DCM/4167
Pair
RSR_USDT
Interval
12h
Score
330306
Daily Profit
0.191200
Profit Factor
2.233832
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-09-28 13:14
Expiration Time
2025-11-22 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391730.4056 355345.3956 36385.01 36125.7482 152174.6811 -116048.9329
Total P&L (%) 391.7304 355.3454 36.385 36.1257 152.1747 -116.0489
Avg Daily Profit (%) 0.2108 0.1912 0.0196 0.0166 0.0498 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150283 -179188 -74101 -245810 -160411 -174245
Profit Factor 1.66 2.2338 1.1191 1.048 1.4664 0.7274
Total Trades 73 37 36 73 37 36
Winning Trades 34 16 18 34 16 18
Losing Trades 39 21 18 39 21 18
Profitability (%) 46.5753 43.2432 50 46.5753 43.2432 50
Ratio Avg Win / Avg Loss 1.9041 2.9319 1.1191 1.2022 1.9247 0.7274
Largest Winning Trade 236553 236553 59767 161750 161750 90161
Largest Losing Trade -54198 -39077 -54198 -111279 -41590 -111279
Avg Bars in Trades 48 55 42 48 55 42
Avg Bars in Winners 67 80 55 67 80 55
Avg Bars in Losers 32 36 29 32 36 29
Bars Traded 3563 2038 1525 3563 2038 1525
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 -66752 330306 -258768 -418532 -126841 -580780
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759054457223,
    "expiration_time": 1763834832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "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": [
        [
            391730.4055684344,
            355345.3955503511,
            36385.0100180832,
            36125.7481690445,
            152174.6810765713,
            -116048.9329075268
        ],
        [
            391.730406,
            355.345396,
            36.38501,
            36.125748,
            152.174681,
            -116.048933
        ],
        [
            0.210778,
            0.1912,
            0.019578,
            0.016596,
            0.049781,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150283,
            -179188,
            -74101,
            -245810,
            -160411,
            -174245
        ],
        [
            1.660023,
            2.233832,
            1.119097,
            1.048045,
            1.4664,
            0.727356
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            46.575342,
            43.243243,
            50,
            46.575342,
            43.243243,
            50
        ],
        [
            1.904144,
            2.931904,
            1.119097,
            1.202169,
            1.92465,
            0.727356
        ],
        [
            236553,
            236553,
            59767,
            161750,
            161750,
            90161
        ],
        [
            -54198,
            -39077,
            -54198,
            -111279,
            -41590,
            -111279
        ],
        [
            48,
            55,
            42,
            48,
            55,
            42
        ],
        [
            67,
            80,
            55,
            67,
            80,
            55
        ],
        [
            32,
            36,
            29,
            32,
            36,
            29
        ],
        [
            3563,
            2038,
            1525,
            3563,
            2038,
            1525
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66752,
            330306,
            -258768,
            -418532,
            -126841,
            -580780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759054457223,
    "expiration_time": 1763834832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "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)