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Trade: RSR/USDT/360/BBM/ZLMA/5230

Strategy
RSR/USDT/360/BBM/ZLMA/5230
Pair
RSR_USDT
Interval
6h
Score
320602
Daily Profit
0.188623
Profit Factor
1.455243
Profitability
50.458716
Streak
0.000000
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-09-29 21:28
Expiration Time
2025-11-24 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350744.3245 320392.1088 30352.2157 21275.5812 182013.6414 -160738.0602
Total P&L (%) 350.7443 320.3921 30.3522 21.2756 182.0136 -160.7381
Avg Daily Profit (%) 0.1886 0.1723 0.0163 0.0104 0.0558 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173276 -168879 -134819 -536849 -355956 -258510
Profit Factor 1.4552 1.8032 1.0817 1.0155 1.2821 0.7783
Total Trades 109 55 54 109 55 54
Winning Trades 55 26 29 55 26 29
Losing Trades 54 29 25 54 29 25
Profitability (%) 50.4587 47.2727 53.7037 50.4587 47.2727 53.7037
Ratio Avg Win / Avg Loss 1.4288 2.0112 0.9325 0.9971 1.43 0.671
Largest Winning Trade 130967 130967 51019 181370 181370 123598
Largest Losing Trade -50978 -37886 -50978 -241354 -78849 -241354
Avg Bars in Trades 64 61 67 64 61 67
Avg Bars in Winners 88 82 93 88 82 93
Avg Bars in Losers 40 42 37 40 42 37
Bars Traded 7045 3399 3646 7045 3399 3646
Profit Streak 0 0 134.52 0 0 134.52
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320602 -170311 -485072 -389777 -299585 -759393
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600797600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759170530749,
    "expiration_time": 1763967024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 4.06843
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "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": [
        [
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            320392.1087658313,
            30352.2157018172,
            21275.581158576,
            182013.6413798765,
            -160738.0602213006
        ],
        [
            350.744324,
            320.392109,
            30.352216,
            21.275581,
            182.013641,
            -160.73806
        ],
        [
            0.188623,
            0.1723,
            0.016323,
            0.010374,
            0.055772,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173276,
            -168879,
            -134819,
            -536849,
            -355956,
            -258510
        ],
        [
            1.455243,
            1.803189,
            1.08169,
            1.015527,
            1.282094,
            0.778303
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            55,
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            29,
            55,
            26,
            29
        ],
        [
            54,
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            25,
            54,
            29,
            25
        ],
        [
            50.458716,
            47.272727,
            53.703704,
            50.458716,
            47.272727,
            53.703704
        ],
        [
            1.428784,
            2.011249,
            0.932491,
            0.997063,
            1.430028,
            0.670951
        ],
        [
            130967,
            130967,
            51019,
            181370,
            181370,
            123598
        ],
        [
            -50978,
            -37886,
            -50978,
            -241354,
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            -241354
        ],
        [
            64,
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            67,
            64,
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            67
        ],
        [
            88,
            82,
            93,
            88,
            82,
            93
        ],
        [
            40,
            42,
            37,
            40,
            42,
            37
        ],
        [
            7045,
            3399,
            3646,
            7045,
            3399,
            3646
        ],
        [
            0,
            0,
            134.520032,
            0,
            0,
            134.520032
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            320602,
            -170311,
            -485072,
            -389777,
            -299585,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600797600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759170530749,
    "expiration_time": 1763967024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 4.06843
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "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)