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Trade: RSR/USDT/240/MIDPRICE/MIDPOINT/5151

Strategy
RSR/USDT/240/MIDPRICE/MIDPOINT/5151
Pair
RSR_USDT
Interval
4h
Score
546730
Daily Profit
0.377955
Profit Factor
1.611650
Profitability
50.000000
Streak
40.727886
Best Strategy
Training Data Length
1871.670000
Evaluation Time
2025-10-11 20:28
Expiration Time
2025-12-06 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 707406.1938 543130.7814 164275.4124 -1080202.3931 -227374.3391 -852828.054
Total P&L (%) 707.4062 543.1308 164.2754 -1080.2024 -227.3743 -852.8281
Avg Daily Profit (%) 0.378 0.2902 0.0878 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113248 -50226 -132837 -1316295 -617296 -875155
Profit Factor 1.6117 2.5412 1.2043 0.6874 0.8134 0.6187
Total Trades 220 110 110 220 110 110
Winning Trades 110 60 50 106 57 49
Losing Trades 110 50 60 114 53 61
Profitability (%) 50 54.5455 45.4545 48.1818 51.8182 44.5455
Ratio Avg Win / Avg Loss 1.6117 2.1177 1.4451 0.7393 0.7563 0.7702
Largest Winning Trade 130892 130892 62849 209867 101132 209867
Largest Losing Trade -113184 -31409 -113184 -273907 -184479 -273907
Avg Bars in Trades 49 36 61 49 36 61
Avg Bars in Winners 66 43 93 40 33 49
Avg Bars in Losers 31 27 35 57 40 71
Bars Traded 10826 4029 6796 10826 4029 6796
Profit Streak 40.7279 40.7279 92.0612 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546730 523071 -76951 -580333 -580803 -583160
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11230,
    "evaluation_days": 1871.67,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601280000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203689347,
    "expiration_time": 1765049760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 145,
            "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": [
        [
            707406.1937783515,
            543130.7813634198,
            164275.4124149316,
            -1080202.3931228968,
            -227374.3391218955,
            -852828.054001001
        ],
        [
            707.406194,
            543.130781,
            164.275412,
            -1080.202393,
            -227.374339,
            -852.828054
        ],
        [
            0.377955,
            0.290185,
            0.087769,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113248,
            -50226,
            -132837,
            -1316295,
            -617296,
            -875155
        ],
        [
            1.61165,
            2.541188,
            1.204286,
            0.687381,
            0.813422,
            0.618707
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            110,
            60,
            50,
            106,
            57,
            49
        ],
        [
            110,
            50,
            60,
            114,
            53,
            61
        ],
        [
            50,
            54.545455,
            45.454545,
            48.181818,
            51.818182,
            44.545455
        ],
        [
            1.61165,
            2.117657,
            1.445143,
            0.739259,
            0.75634,
            0.770227
        ],
        [
            130892,
            130892,
            62849,
            209867,
            101132,
            209867
        ],
        [
            -113184,
            -31409,
            -113184,
            -273907,
            -184479,
            -273907
        ],
        [
            49,
            36,
            61,
            49,
            36,
            61
        ],
        [
            66,
            43,
            93,
            40,
            33,
            49
        ],
        [
            31,
            27,
            35,
            57,
            40,
            71
        ],
        [
            10826,
            4029,
            6796,
            10826,
            4029,
            6796
        ],
        [
            40.727886,
            40.727886,
            92.061219,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546730,
            523071,
            -76951,
            -580333,
            -580803,
            -583160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11230,
    "evaluation_days": 1871.67,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601280000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203689347,
    "expiration_time": 1765049760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 145,
            "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)