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Trade: RSR/USDT/360/MIDPRICE/SINWMA/4041

Strategy
RSR/USDT/360/MIDPRICE/SINWMA/4041
Pair
RSR_USDT
Interval
6h
Score
314896
Daily Profit
0.149819
Profit Factor
1.315729
Profitability
55.833333
Streak
29.519953
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 278589.1094 288210.9976 -9621.8882 -112450.391 14659.506 -127109.8971
Total P&L (%) 278.5891 288.211 -9.6219 -112.4504 14.6595 -127.1099
Avg Daily Profit (%) 0.1498 0.155 -0.0052 0 0.0074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199139 -80508 -211300 -596073 -157223 -493953
Profit Factor 1.3157 1.9033 0.9829 0.8947 1.0474 0.8325
Total Trades 120 60 60 120 60 60
Winning Trades 67 34 33 61 31 30
Losing Trades 53 26 27 59 29 30
Profitability (%) 55.8333 56.6667 55 50.8333 51.6667 50
Ratio Avg Win / Avg Loss 1.0408 1.4555 0.8042 0.8654 0.9799 0.8325
Largest Winning Trade 63882 56848 63882 223649 41031 223649
Largest Losing Trade -108746 -37585 -108746 -373409 -58284 -373409
Avg Bars in Trades 59 39 79 59 39 79
Avg Bars in Winners 54 34 74 56 40 73
Avg Bars in Losers 66 46 85 62 38 85
Bars Traded 7142 2370 4772 7142 2370 4772
Profit Streak 29.52 0 40.27 0 74.52 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314896 -158577 -748762 -580351 -541825 -749958
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": 1601380800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759170523919,
    "expiration_time": 1763967024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "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": [
        [
            278589.1093880967,
            288210.9975631887,
            -9621.8881750919,
            -112450.391013183,
            14659.5060488891,
            -127109.897062072
        ],
        [
            278.589109,
            288.210998,
            -9.621888,
            -112.450391,
            14.659506,
            -127.109897
        ],
        [
            0.149819,
            0.154994,
            -0.005174,
            0,
            0.007357,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199139,
            -80508,
            -211300,
            -596073,
            -157223,
            -493953
        ],
        [
            1.315729,
            1.903318,
            0.982919,
            0.89472,
            1.047436,
            0.832546
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            67,
            34,
            33,
            61,
            31,
            30
        ],
        [
            53,
            26,
            27,
            59,
            29,
            30
        ],
        [
            55.833333,
            56.666667,
            55,
            50.833333,
            51.666667,
            50
        ],
        [
            1.040801,
            1.455479,
            0.804206,
            0.865385,
            0.979859,
            0.832546
        ],
        [
            63882,
            56848,
            63882,
            223649,
            41031,
            223649
        ],
        [
            -108746,
            -37585,
            -108746,
            -373409,
            -58284,
            -373409
        ],
        [
            59,
            39,
            79,
            59,
            39,
            79
        ],
        [
            54,
            34,
            74,
            56,
            40,
            73
        ],
        [
            66,
            46,
            85,
            62,
            38,
            85
        ],
        [
            7142,
            2370,
            4772,
            7142,
            2370,
            4772
        ],
        [
            29.519953,
            0,
            40.269953,
            0,
            74.519953,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314896,
            -158577,
            -748762,
            -580351,
            -541825,
            -749958
        ]
    ]
}
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": 1601380800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759170523919,
    "expiration_time": 1763967024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "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)