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Trade: RSR/USDT/60/JMA/WMA/6589

Strategy
RSR/USDT/60/JMA/WMA/6589
Pair
RSR_USDT
Interval
1h
Score
318100
Daily Profit
0.330159
Profit Factor
1.289675
Profitability
41.286863
Streak
10.738649
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 06:43
Expiration Time
2025-12-20 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343916.4558 289560.6741 54355.7817 418108.8598 274452.5786 143656.2812
Total P&L (%) 343.9165 289.5607 54.3558 418.1089 274.4526 143.6563
Avg Daily Profit (%) 0.3302 0.278 0.0522 0.158 0.1268 0.0855
Buy And Hold Return (%) 57.6119 57.6119 57.6119 57.6119 57.6119 57.6119
Max Trade Drawdown -98865 -68627 -115570 -420929 -245224 -289486
Profit Factor 1.2897 1.5143 1.0871 1.1895 1.2476 1.1308
Total Trades 373 187 186 373 187 186
Winning Trades 154 78 76 154 78 76
Losing Trades 219 109 110 219 109 110
Profitability (%) 41.2869 41.7112 40.8602 41.2869 41.7112 40.8602
Ratio Avg Win / Avg Loss 1.834 2.1161 1.5734 1.6915 1.7435 1.6366
Largest Winning Trade 81039 81039 33220 129904 129904 94354
Largest Losing Trade -29291 -24068 -29291 -71263 -55961 -71263
Avg Bars in Trades 66 66 66 66 66 66
Avg Bars in Winners 104 101 107 104 101 107
Avg Bars in Losers 39 41 37 39 41 37
Bars Traded 24708 12401 12307 24708 12401 12307
Profit Streak 10.7386 10.7386 24.947 10.7386 10.7386 24.947
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318100 263628 -414308 -4089 -26523 -159601
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669719600000,
    "first_datapoint_time": 1670490000000,
    "last_datapoint_time": 1759719600000,
    "evaluation_time": 1759722219251,
    "expiration_time": 1766199600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 29,
            "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": [
        [
            343916.4557740472,
            289560.6741124497,
            54355.7816615975,
            418108.8598036047,
            274452.5785545783,
            143656.2812490264
        ],
        [
            343.916456,
            289.560674,
            54.355782,
            418.10886,
            274.452579,
            143.656281
        ],
        [
            0.330159,
            0.277977,
            0.052181,
            0.158046,
            0.126828,
            0.085533
        ],
        [
            57.61194,
            57.61194,
            57.61194,
            57.61194,
            57.61194,
            57.61194
        ],
        [
            -98865,
            -68627,
            -115570,
            -420929,
            -245224,
            -289486
        ],
        [
            1.289675,
            1.514278,
            1.08708,
            1.18946,
            1.247632,
            1.13077
        ],
        [
            373,
            187,
            186,
            373,
            187,
            186
        ],
        [
            154,
            78,
            76,
            154,
            78,
            76
        ],
        [
            219,
            109,
            110,
            219,
            109,
            110
        ],
        [
            41.286863,
            41.71123,
            40.860215,
            41.286863,
            41.71123,
            40.860215
        ],
        [
            1.834018,
            2.116106,
            1.573405,
            1.691504,
            1.743486,
            1.636641
        ],
        [
            81039,
            81039,
            33220,
            129904,
            129904,
            94354
        ],
        [
            -29291,
            -24068,
            -29291,
            -71263,
            -55961,
            -71263
        ],
        [
            66,
            66,
            66,
            66,
            66,
            66
        ],
        [
            104,
            101,
            107,
            104,
            101,
            107
        ],
        [
            39,
            41,
            37,
            39,
            41,
            37
        ],
        [
            24708,
            12401,
            12307,
            24708,
            12401,
            12307
        ],
        [
            10.738649,
            10.738649,
            24.946982,
            10.738649,
            10.738649,
            24.946982
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318100,
            263628,
            -414308,
            -4089,
            -26523,
            -159601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669719600000,
    "first_datapoint_time": 1670490000000,
    "last_datapoint_time": 1759719600000,
    "evaluation_time": 1759722219251,
    "expiration_time": 1766199600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 29,
            "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)