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Trade: RSR/USDT/240/KCL/SINWMA/7785

Strategy
RSR/USDT/240/KCL/SINWMA/7785
Pair
RSR_USDT
Interval
4h
Score
428984
Daily Profit
0.208531
Profit Factor
2.125618
Profitability
68.571429
Streak
96.825203
Best Strategy
Training Data Length
1870.500000
Evaluation Time
2025-10-10 18:48
Expiration Time
2025-12-05 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 467635.6164 390057.8412 77577.7752 -1939082.5173 -901978.8514 -1037103.6659
Total P&L (%) 467.6356 390.0578 77.5778 -1939.0825 -901.9789 -1037.1037
Avg Daily Profit (%) 0.25 0.2085 0.0415 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173173 -121813 -165019 -3055837 -1883870 -1541167
Profit Factor 1.7397 2.1256 1.2715 0.6791 0.7446 0.5869
Total Trades 71 35 36 71 35 36
Winning Trades 48 24 24 40 19 21
Losing Trades 23 11 12 31 16 15
Profitability (%) 67.6056 68.5714 66.6667 56.338 54.2857 58.3333
Ratio Avg Win / Avg Loss 0.8336 0.9742 0.6358 0.5263 0.627 0.4192
Largest Winning Trade 78719 78719 29021 519693 519693 436239
Largest Losing Trade -165019 -63730 -165019 -1098367 -660326 -1098367
Avg Bars in Trades 148 199 99 148 199 99
Avg Bars in Winners 89 113 64 115 150 84
Avg Bars in Losers 273 387 168 191 257 120
Bars Traded 10572 6990 3582 10572 6990 3582
Profit Streak 70.8252 96.8252 70.8252 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79181 428984 -136547 -670956 -580232 -579699
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11223,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601409600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760111297514,
    "expiration_time": 1764945936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 103,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 203,
            "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": [
        [
            467635.6164127432,
            390057.8411778022,
            77577.775234941,
            -1939082.5173418769,
            -901978.8513933896,
            -1037103.6659484879
        ],
        [
            467.635616,
            390.057841,
            77.577775,
            -1939.082517,
            -901.978851,
            -1037.103666
        ],
        [
            0.250006,
            0.208531,
            0.041474,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173173,
            -121813,
            -165019,
            -3055837,
            -1883870,
            -1541167
        ],
        [
            1.739677,
            2.125618,
            1.271547,
            0.679069,
            0.744613,
            0.586851
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            48,
            24,
            24,
            40,
            19,
            21
        ],
        [
            23,
            11,
            12,
            31,
            16,
            15
        ],
        [
            67.605634,
            68.571429,
            66.666667,
            56.338028,
            54.285714,
            58.333333
        ],
        [
            0.833595,
            0.974242,
            0.635773,
            0.526278,
            0.627042,
            0.41918
        ],
        [
            78719,
            78719,
            29021,
            519693,
            519693,
            436239
        ],
        [
            -165019,
            -63730,
            -165019,
            -1098367,
            -660326,
            -1098367
        ],
        [
            148,
            199,
            99,
            148,
            199,
            99
        ],
        [
            89,
            113,
            64,
            115,
            150,
            84
        ],
        [
            273,
            387,
            168,
            191,
            257,
            120
        ],
        [
            10572,
            6990,
            3582,
            10572,
            6990,
            3582
        ],
        [
            70.825203,
            96.825203,
            70.825203,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79181,
            428984,
            -136547,
            -670956,
            -580232,
            -579699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11223,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601409600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760111297514,
    "expiration_time": 1764945936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 103,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 203,
            "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)