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Trade: RSR/USDT/120/ZLMA/DEMA/1558

Strategy
RSR/USDT/120/ZLMA/DEMA/1558
Pair
RSR_USDT
Interval
2h
Score
309862
Daily Profit
0.238261
Profit Factor
1.215188
Profitability
41.202673
Streak
20.750167
Best Strategy
Training Data Length
1870.830000
Evaluation Time
2025-10-11 17:00
Expiration Time
2025-12-17 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445746.1733 410746.894 34999.2792 -9438.1067 96442.0241 -105880.1307
Total P&L (%) 445.7462 410.7469 34.9993 -9.4381 96.442 -105.8801
Avg Daily Profit (%) 0.2383 0.2196 0.0187 -0.0053 0.0361 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161222 -82734 -184068 -160667 -54392 -181170
Profit Factor 1.2152 1.4497 1.0302 0.9934 1.1533 0.8692
Total Trades 449 225 224 449 225 224
Winning Trades 185 87 98 185 87 98
Losing Trades 264 138 126 264 138 126
Profitability (%) 41.2027 38.6667 43.75 41.2027 38.6667 43.75
Ratio Avg Win / Avg Loss 1.7341 2.2995 1.3246 1.4177 1.8294 1.1175
Largest Winning Trade 128023 128023 47045 96426 96426 47901
Largest Losing Trade -42838 -25854 -42838 -74428 -20516 -74428
Avg Bars in Trades 49 51 47 49 51 47
Avg Bars in Winners 73 77 70 73 77 70
Avg Bars in Losers 32 35 28 32 35 28
Bars Traded 22251 11694 10557 22251 11694 10557
Profit Streak 20.7502 20.7502 23.1668 20.7502 20.7502 23.1668
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309862 239950 -359077 -579128 -198677 -580378
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22450,
    "evaluation_days": 1870.83,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599400800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760191214441,
    "expiration_time": 1766003040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 66,
            "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": [
        [
            445746.1732742513,
            410746.8940389544,
            34999.2792352976,
            -9438.1066579653,
            96442.024064923,
            -105880.1307228883
        ],
        [
            445.746173,
            410.746894,
            34.999279,
            -9.438107,
            96.442024,
            -105.880131
        ],
        [
            0.238261,
            0.219553,
            0.018708,
            -0.005299,
            0.036097,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161222,
            -82734,
            -184068,
            -160667,
            -54392,
            -181170
        ],
        [
            1.215188,
            1.44968,
            1.030224,
            0.993438,
            1.153317,
            0.869159
        ],
        [
            449,
            225,
            224,
            449,
            225,
            224
        ],
        [
            185,
            87,
            98,
            185,
            87,
            98
        ],
        [
            264,
            138,
            126,
            264,
            138,
            126
        ],
        [
            41.202673,
            38.666667,
            43.75,
            41.202673,
            38.666667,
            43.75
        ],
        [
            1.734106,
            2.299492,
            1.324573,
            1.417663,
            1.829399,
            1.11749
        ],
        [
            128023,
            128023,
            47045,
            96426,
            96426,
            47901
        ],
        [
            -42838,
            -25854,
            -42838,
            -74428,
            -20516,
            -74428
        ],
        [
            49,
            51,
            47,
            49,
            51,
            47
        ],
        [
            73,
            77,
            70,
            73,
            77,
            70
        ],
        [
            32,
            35,
            28,
            32,
            35,
            28
        ],
        [
            22251,
            11694,
            10557,
            22251,
            11694,
            10557
        ],
        [
            20.750167,
            20.750167,
            23.166834,
            20.750167,
            20.750167,
            23.166834
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309862,
            239950,
            -359077,
            -579128,
            -198677,
            -580378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22450,
    "evaluation_days": 1870.83,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1599400800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760191214441,
    "expiration_time": 1766003040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 66,
            "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)