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Trade: RSR/USDT/120/VWAP/SSF/3199

Strategy
RSR/USDT/120/VWAP/SSF/3199
Pair
RSR_USDT
Interval
2h
Score
328437
Daily Profit
0.277721
Profit Factor
1.394464
Profitability
41.833811
Streak
0.000000
Best Strategy
Training Data Length
1853.920000
Evaluation Time
2025-09-27 08:48
Expiration Time
2025-11-30 09:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514871.6221 435832.0326 79039.5895 242034.6709 446744.3813 -204709.7104
Total P&L (%) 514.8716 435.832 79.0396 242.0347 446.7444 -204.7097
Avg Daily Profit (%) 0.2777 0.2351 0.0426 0.0664 0.0917 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151432 -116776 -136240 -350759 -231847 -284095
Profit Factor 1.3945 1.6819 1.1187 1.1066 1.418 0.8297
Total Trades 349 175 174 349 175 174
Winning Trades 146 67 79 146 67 79
Losing Trades 203 108 95 203 108 95
Profitability (%) 41.8338 38.2857 45.4023 41.8338 38.2857 45.4023
Ratio Avg Win / Avg Loss 1.9389 2.711 1.3452 1.5386 2.2857 0.9978
Largest Winning Trade 150749 150749 65773 271209 271209 126401
Largest Losing Trade -45278 -19453 -45278 -92040 -92040 -78140
Avg Bars in Trades 62 59 66 62 59 66
Avg Bars in Winners 103 106 100 103 106 100
Avg Bars in Losers 34 30 38 34 30 38
Bars Traded 21957 10377 11580 21957 10377 11580
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 328437 248857 -227385 -207876 -72851 -582210
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22247,
    "evaluation_days": 1853.92,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599307200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758952106056,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 111
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 27,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            514871.6220741903,
            435832.0326156848,
            79039.589458505,
            242034.6708627382,
            446744.3812671145,
            -204709.7104043763
        ],
        [
            514.871622,
            435.832033,
            79.039589,
            242.034671,
            446.744381,
            -204.70971
        ],
        [
            0.277721,
            0.235087,
            0.042634,
            0.066354,
            0.091675,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151432,
            -116776,
            -136240,
            -350759,
            -231847,
            -284095
        ],
        [
            1.394464,
            1.681851,
            1.118668,
            1.106568,
            1.417986,
            0.829746
        ],
        [
            349,
            175,
            174,
            349,
            175,
            174
        ],
        [
            146,
            67,
            79,
            146,
            67,
            79
        ],
        [
            203,
            108,
            95,
            203,
            108,
            95
        ],
        [
            41.833811,
            38.285714,
            45.402299,
            41.833811,
            38.285714,
            45.402299
        ],
        [
            1.938878,
            2.711043,
            1.345234,
            1.538584,
            2.285709,
            0.997795
        ],
        [
            150749,
            150749,
            65773,
            271209,
            271209,
            126401
        ],
        [
            -45278,
            -19453,
            -45278,
            -92040,
            -92040,
            -78140
        ],
        [
            62,
            59,
            66,
            62,
            59,
            66
        ],
        [
            103,
            106,
            100,
            103,
            106,
            100
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            21957,
            10377,
            11580,
            21957,
            10377,
            11580
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328437,
            248857,
            -227385,
            -207876,
            -72851,
            -582210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22247,
    "evaluation_days": 1853.92,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599307200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758952106056,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 111
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 27,
            "offset": 0,
            "poles": 2
        }
    }
}

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)