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Trade: RSR/USDT/360/PWMA/MIDPRICE/2455

Strategy
RSR/USDT/360/PWMA/MIDPRICE/2455
Pair
RSR_USDT
Interval
6h
Score
309397
Daily Profit
0.188972
Profit Factor
1.307439
Profitability
50.609756
Streak
0.000000
Best Strategy
Training Data Length
1864.500000
Evaluation Time
2025-10-04 18:28
Expiration Time
2025-11-29 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352338.2177 418763.8124 -66425.5947 -89932.5612 69971.3782 -159903.9394
Total P&L (%) 352.3382 418.7638 -66.4256 -89.9326 69.9714 -159.9039
Avg Daily Profit (%) 0.189 0.2246 -0.0356 -0.1231 0.0285 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -259612 -200262 -192563 -126099 -16133 -160356
Profit Factor 1.3074 1.8899 0.9017 0.6691 2.5622 0.2957
Total Trades 164 82 82 164 82 82
Winning Trades 83 41 42 83 41 42
Losing Trades 81 41 40 81 41 40
Profitability (%) 50.6098 50 51.2195 50.6098 50 51.2195
Ratio Avg Win / Avg Loss 1.2759 1.8899 0.8587 0.653 2.5622 0.2816
Largest Winning Trade 357257 357257 46872 28405 28405 8930
Largest Losing Trade -79344 -43045 -79344 -59108 -6507 -59108
Avg Bars in Trades 44 54 34 44 54 34
Avg Bars in Winners 52 63 41 52 63 41
Avg Bars in Losers 35 44 26 35 44 26
Bars Traded 7263 4429 2834 7263 4429 2834
Profit Streak 0 0 52.3951 0 0 52.3951
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309397 250591 -584514 -579839 -154441 -584514
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7458,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601056800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759591733282,
    "expiration_time": 1764411984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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": [
        [
            352338.2176869381,
            418763.8124322321,
            -66425.5947452939,
            -89932.5611539955,
            69971.3781970326,
            -159903.9393510281
        ],
        [
            352.338218,
            418.763812,
            -66.425595,
            -89.932561,
            69.971378,
            -159.903939
        ],
        [
            0.188972,
            0.224598,
            -0.035626,
            -0.12306,
            0.028455,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -259612,
            -200262,
            -192563,
            -126099,
            -16133,
            -160356
        ],
        [
            1.307439,
            1.889867,
            0.901657,
            0.669145,
            2.562204,
            0.295667
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            50.609756,
            50,
            51.219512,
            50.609756,
            50,
            51.219512
        ],
        [
            1.275935,
            1.889867,
            0.858721,
            0.653021,
            2.562204,
            0.281587
        ],
        [
            357257,
            357257,
            46872,
            28405,
            28405,
            8930
        ],
        [
            -79344,
            -43045,
            -79344,
            -59108,
            -6507,
            -59108
        ],
        [
            44,
            54,
            34,
            44,
            54,
            34
        ],
        [
            52,
            63,
            41,
            52,
            63,
            41
        ],
        [
            35,
            44,
            26,
            35,
            44,
            26
        ],
        [
            7263,
            4429,
            2834,
            7263,
            4429,
            2834
        ],
        [
            0,
            0,
            52.395061,
            0,
            0,
            52.395061
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309397,
            250591,
            -584514,
            -579839,
            -154441,
            -584514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7458,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601056800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759591733282,
    "expiration_time": 1764411984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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)