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Trade: RSR/USDT/240/SINWMA/BBU/5406

Strategy
RSR/USDT/240/SINWMA/BBU/5406
Pair
RSR_USDT
Interval
4h
Score
339287
Daily Profit
0.254904
Profit Factor
1.427820
Profitability
41.087613
Streak
11.058594
Best Strategy
Training Data Length
1873.500000
Evaluation Time
2025-10-13 16:24
Expiration Time
2025-12-08 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477562.5474 415762.9001 61799.6474 82028.0514 161677.1924 -79649.141
Total P&L (%) 477.5625 415.7629 61.7996 82.0281 161.6772 -79.6491
Avg Daily Profit (%) 0.2549 0.2219 0.033 0.032 0.0514 -0.0849
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184760 -208109 -79355 -322702 -248408 -192358
Profit Factor 1.4278 1.7793 1.106 1.0562 1.2455 0.9005
Total Trades 331 166 165 331 166 165
Winning Trades 136 61 75 136 61 75
Losing Trades 195 105 90 195 105 90
Profitability (%) 41.0876 36.747 45.4545 41.0876 36.747 45.4545
Ratio Avg Win / Avg Loss 2.0472 3.0627 1.3273 1.5144 2.144 1.0806
Largest Winning Trade 285127 285127 46710 145221 145221 52638
Largest Losing Trade -33710 -33710 -26278 -65919 -29758 -65919
Avg Bars in Trades 33 36 29 33 36 29
Avg Bars in Winners 56 72 42 56 72 42
Avg Bars in Losers 16 15 17 16 15 17
Bars Traded 10937 6131 4806 10937 6131 4806
Profit Streak 11.0586 11.0586 11.7253 11.0586 11.0586 11.7253
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339287 251391 -253800 -308380 -127666 -579664
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11241,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760361862561,
    "expiration_time": 1765212912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 213,
            "offset": 0,
            "std": 4.33358
        }
    }
}
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": [
        [
            477562.5474349431,
            415762.9000844349,
            61799.6473505083,
            82028.0513992547,
            161677.192419639,
            -79649.1410203844
        ],
        [
            477.562547,
            415.7629,
            61.799647,
            82.028051,
            161.677192,
            -79.649141
        ],
        [
            0.254904,
            0.221918,
            0.032986,
            0.031977,
            0.051358,
            -0.084941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184760,
            -208109,
            -79355,
            -322702,
            -248408,
            -192358
        ],
        [
            1.42782,
            1.779293,
            1.106047,
            1.056225,
            1.245546,
            0.900499
        ],
        [
            331,
            166,
            165,
            331,
            166,
            165
        ],
        [
            136,
            61,
            75,
            136,
            61,
            75
        ],
        [
            195,
            105,
            90,
            195,
            105,
            90
        ],
        [
            41.087613,
            36.746988,
            45.454545,
            41.087613,
            36.746988,
            45.454545
        ],
        [
            2.047242,
            3.062717,
            1.327257,
            1.51444,
            2.143973,
            1.080599
        ],
        [
            285127,
            285127,
            46710,
            145221,
            145221,
            52638
        ],
        [
            -33710,
            -33710,
            -26278,
            -65919,
            -29758,
            -65919
        ],
        [
            33,
            36,
            29,
            33,
            36,
            29
        ],
        [
            56,
            72,
            42,
            56,
            72,
            42
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            10937,
            6131,
            4806,
            10937,
            6131,
            4806
        ],
        [
            11.058594,
            11.058594,
            11.725261,
            11.058594,
            11.058594,
            11.725261
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339287,
            251391,
            -253800,
            -308380,
            -127666,
            -579664
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11241,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1598500800000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760361862561,
    "expiration_time": 1765212912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 213,
            "offset": 0,
            "std": 4.33358
        }
    }
}

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)