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Trade: RSR/USDT/480/SMA/VWMA/5512

Strategy
RSR/USDT/480/SMA/VWMA/5512
Pair
RSR_USDT
Interval
8h
Score
564921
Daily Profit
0.192466
Profit Factor
3.761572
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-03 21:28
Expiration Time
2025-11-28 16:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 513173.4056 358756.0781 154417.3274 1529179.9745 1029366.8664 499813.108
Total P&L (%) 513.1734 358.7561 154.4173 1529.18 1029.3669 499.8131
Avg Daily Profit (%) 0.2753 0.1925 0.0828 0.1498 0.1301 0.0962
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76001 -90486 -61436 -1091969 -551313 -854771
Profit Factor 2.5155 3.7616 1.7399 1.5122 1.863 1.2788
Total Trades 59 30 29 59 30 29
Winning Trades 34 18 16 34 18 16
Losing Trades 25 12 13 25 12 13
Profitability (%) 57.6271 60 55.1724 57.6271 60 55.1724
Ratio Avg Win / Avg Loss 1.8496 2.5077 1.4136 1.1119 1.242 1.039
Largest Winning Trade 138189 138189 64422 689976 689976 535493
Largest Losing Trade -61436 -29503 -61436 -854771 -295199 -854771
Avg Bars in Trades 90 102 78 90 102 78
Avg Bars in Winners 109 116 101 109 116 101
Avg Bars in Losers 65 82 49 65 82 49
Bars Traded 5342 3079 2263 5342 3079 2263
Profit Streak 0 0 82.4362 0 0 82.4362
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165034 564921 -78989 -169752 -15194 -63473
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5592,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601481600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759516087722,
    "expiration_time": 1764338688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 71,
            "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": [
        [
            513173.4055571971,
            358756.0781245172,
            154417.3274326798,
            1529179.9744640414,
            1029366.8664312533,
            499813.1080327884
        ],
        [
            513.173406,
            358.756078,
            154.417327,
            1529.179974,
            1029.366866,
            499.813108
        ],
        [
            0.275308,
            0.192466,
            0.082842,
            0.149826,
            0.130141,
            0.096154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76001,
            -90486,
            -61436,
            -1091969,
            -551313,
            -854771
        ],
        [
            2.515495,
            3.761572,
            1.739874,
            1.512157,
            1.863033,
            1.278753
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            57.627119,
            60,
            55.172414,
            57.627119,
            60,
            55.172414
        ],
        [
            1.849629,
            2.507715,
            1.413648,
            1.11188,
            1.242022,
            1.038987
        ],
        [
            138189,
            138189,
            64422,
            689976,
            689976,
            535493
        ],
        [
            -61436,
            -29503,
            -61436,
            -854771,
            -295199,
            -854771
        ],
        [
            90,
            102,
            78,
            90,
            102,
            78
        ],
        [
            109,
            116,
            101,
            109,
            116,
            101
        ],
        [
            65,
            82,
            49,
            65,
            82,
            49
        ],
        [
            5342,
            3079,
            2263,
            5342,
            3079,
            2263
        ],
        [
            0,
            0,
            82.4362,
            0,
            0,
            82.4362
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165034,
            564921,
            -78989,
            -169752,
            -15194,
            -63473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5592,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601481600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759516087722,
    "expiration_time": 1764338688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 71,
            "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)