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Trade: RSR/USDT/360/ALMA/SWMA/3868

Strategy
RSR/USDT/360/ALMA/SWMA/3868
Pair
RSR_USDT
Interval
6h
Score
464056
Daily Profit
0.171089
Profit Factor
2.160838
Profitability
50.000000
Streak
239.704822
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-28 07:54
Expiration Time
2025-11-19 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302710.2335 317284.0487 -14573.8152 -27751.5218 38060.0068 -65811.5286
Total P&L (%) 302.7102 317.284 -14.5738 -27.7515 38.06 -65.8115
Avg Daily Profit (%) 0.1632 0.1711 -0.0079 -0.0175 0.0174 -0.0579
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157821 -147862 -131161 -425795 -308181 -225554
Profit Factor 1.4084 2.1608 0.9689 0.9713 1.1006 0.8884
Total Trades 79 40 39 79 40 39
Winning Trades 38 20 18 38 20 18
Losing Trades 41 20 21 41 20 21
Profitability (%) 48.1013 50 46.1538 48.1013 50 46.1538
Ratio Avg Win / Avg Loss 1.5195 2.1608 1.1303 1.048 1.1006 1.0364
Largest Winning Trade 103535 103535 73241 118025 84285 118025
Largest Losing Trade -53613 -34974 -53613 -166581 -76971 -166581
Avg Bars in Trades 89 92 86 89 92 86
Avg Bars in Winners 113 124 101 113 124 101
Avg Bars in Losers 68 61 74 68 61 74
Bars Traded 7108 3716 3392 7108 3716 3392
Profit Streak 81.7048 239.7048 81.7048 81.7048 239.7048 81.7048
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21485 464056 -580028 -609760 -280467 -580028
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7418,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1603303200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759035296608,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 223,
            "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": [
        [
            302710.2334627413,
            317284.0486974113,
            -14573.8152346698,
            -27751.5218301878,
            38060.0067730932,
            -65811.5286032809
        ],
        [
            302.710233,
            317.284049,
            -14.573815,
            -27.751522,
            38.060007,
            -65.811529
        ],
        [
            0.16323,
            0.171089,
            -0.007859,
            -0.017527,
            0.017393,
            -0.057858
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157821,
            -147862,
            -131161,
            -425795,
            -308181,
            -225554
        ],
        [
            1.408358,
            2.160838,
            0.968857,
            0.971325,
            1.100604,
            0.888359
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            48.101266,
            50,
            46.153846,
            48.101266,
            50,
            46.153846
        ],
        [
            1.519544,
            2.160838,
            1.130333,
            1.048009,
            1.100604,
            1.036419
        ],
        [
            103535,
            103535,
            73241,
            118025,
            84285,
            118025
        ],
        [
            -53613,
            -34974,
            -53613,
            -166581,
            -76971,
            -166581
        ],
        [
            89,
            92,
            86,
            89,
            92,
            86
        ],
        [
            113,
            124,
            101,
            113,
            124,
            101
        ],
        [
            68,
            61,
            74,
            68,
            61,
            74
        ],
        [
            7108,
            3716,
            3392,
            7108,
            3716,
            3392
        ],
        [
            81.704822,
            239.704822,
            81.704822,
            81.704822,
            239.704822,
            81.704822
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21485,
            464056,
            -580028,
            -609760,
            -280467,
            -580028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7418,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1603303200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759035296608,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 223,
            "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)