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Trade: RSR/USDT/120/VWMA/MIDPOINT/1125

Strategy
RSR/USDT/120/VWMA/MIDPOINT/1125
Pair
RSR_USDT
Interval
2h
Score
394632
Daily Profit
0.318251
Profit Factor
1.360439
Profitability
46.407186
Streak
0.000000
Best Strategy
Training Data Length
1853.920000
Evaluation Time
2025-09-26 00:54
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 590012.2371 515384.6168 74627.6203 97912.9039 162420.1921 -64507.2882
Total P&L (%) 590.0122 515.3846 74.6276 97.9129 162.4202 -64.5073
Avg Daily Profit (%) 0.3183 0.278 0.0403 0.0368 0.0521 -0.0559
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -281686 -137059 -177280 -283123 -94768 -229949
Profit Factor 1.3604 1.742 1.0792 1.0608 1.2615 0.9348
Total Trades 334 167 167 334 167 167
Winning Trades 155 72 83 155 72 83
Losing Trades 179 95 84 179 95 84
Profitability (%) 46.4072 43.1138 49.7006 46.4072 43.1138 49.7006
Ratio Avg Win / Avg Loss 1.5711 2.2984 1.0922 1.225 1.6644 0.9461
Largest Winning Trade 165898 165898 49444 91749 82970 91749
Largest Losing Trade -57270 -31495 -57270 -138769 -44768 -138769
Avg Bars in Trades 65 59 72 65 59 72
Avg Bars in Winners 88 83 93 88 83 93
Avg Bars in Losers 46 40 52 46 40 52
Bars Traded 22006 9892 12114 22006 9892 12114
Profit Streak 0 0 38.3292 0 0 38.3292
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394632 347325 -271795 -297025 -124801 -580029

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": 1599933600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758837245356,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 138,
            "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": [
        [
            590012.237136458,
            515384.6168213262,
            74627.6203151314,
            97912.9038875542,
            162420.1920777905,
            -64507.2881902361
        ],
        [
            590.012237,
            515.384617,
            74.62762,
            97.912904,
            162.420192,
            -64.507288
        ],
        [
            0.318251,
            0.277997,
            0.040254,
            0.036829,
            0.052053,
            -0.055858
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -281686,
            -137059,
            -177280,
            -283123,
            -94768,
            -229949
        ],
        [
            1.360439,
            1.741952,
            1.079198,
            1.060776,
            1.261472,
            0.934832
        ],
        [
            334,
            167,
            167,
            334,
            167,
            167
        ],
        [
            155,
            72,
            83,
            155,
            72,
            83
        ],
        [
            179,
            95,
            84,
            179,
            95,
            84
        ],
        [
            46.407186,
            43.113772,
            49.700599,
            46.407186,
            43.113772,
            49.700599
        ],
        [
            1.571087,
            2.298409,
            1.0922,
            1.225025,
            1.664442,
            0.946095
        ],
        [
            165898,
            165898,
            49444,
            91749,
            82970,
            91749
        ],
        [
            -57270,
            -31495,
            -57270,
            -138769,
            -44768,
            -138769
        ],
        [
            65,
            59,
            72,
            65,
            59,
            72
        ],
        [
            88,
            83,
            93,
            88,
            83,
            93
        ],
        [
            46,
            40,
            52,
            46,
            40,
            52
        ],
        [
            22006,
            9892,
            12114,
            22006,
            9892,
            12114
        ],
        [
            0,
            0,
            38.329228,
            0,
            0,
            38.329229
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394632,
            347325,
            -271795,
            -297025,
            -124801,
            -580029
        ]
    ]
}
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": 1599933600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758837245356,
    "expiration_time": 1764488822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 138,
            "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)