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Trade: RSR/USDT/60/SSF/KCU/2372

Strategy
RSR/USDT/60/SSF/KCU/2372
Pair
RSR_USDT
Interval
1h
Score
378831
Daily Profit
0.417770
Profit Factor
2.134968
Profitability
41.509434
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 14:47
Expiration Time
2025-12-13 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435178.7804 413207.5703 21971.2101 138383.5682 105847.9868 32535.5814
Total P&L (%) 435.1788 413.2076 21.9712 138.3836 105.848 32.5356
Avg Daily Profit (%) 0.4178 0.3967 0.0211 0.0834 0.0693 0.027
Buy And Hold Return (%) 42.112 42.112 42.112 42.112 42.112 42.112
Max Trade Drawdown -91985 -94686 -15069 -529246 -534460 -50160
Profit Factor 2.135 2.2251 1.4762 1.1201 1.1013 1.3041
Total Trades 106 53 53 106 53 53
Winning Trades 44 18 26 44 18 26
Losing Trades 62 35 27 62 35 27
Profitability (%) 41.5094 33.9623 49.0566 41.5094 33.9623 49.0566
Ratio Avg Win / Avg Loss 3.0084 4.3266 1.533 1.5783 2.1413 1.3543
Largest Winning Trade 290181 290181 8943 570893 570893 57189
Largest Losing Trade -38958 -38958 -4120 -271394 -271394 -16544
Avg Bars in Trades 234 461 7 234 461 7
Avg Bars in Winners 346 832 9 346 832 9
Avg Bars in Losers 154 270 5 154 270 5
Bars Traded 24824 24444 380 24824 24444 380
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378831 -173033 -508056 -174766 -398517 -502559
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669143600000,
    "first_datapoint_time": 1669183200000,
    "last_datapoint_time": 1759143600000,
    "evaluation_time": 1759146439067,
    "expiration_time": 1765623600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 121,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 12,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            435178.7804333065,
            413207.5703095982,
            21971.2101237082,
            138383.5681586047,
            105847.9868059229,
            32535.5813526816
        ],
        [
            435.17878,
            413.20757,
            21.97121,
            138.383568,
            105.847987,
            32.535581
        ],
        [
            0.41777,
            0.396678,
            0.021092,
            0.083431,
            0.069333,
            0.027045
        ],
        [
            42.111959,
            42.111959,
            42.111959,
            42.111959,
            42.111959,
            42.111959
        ],
        [
            -91985,
            -94686,
            -15069,
            -529246,
            -534460,
            -50160
        ],
        [
            2.134968,
            2.225088,
            1.476185,
            1.120083,
            1.10125,
            1.304126
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            41.509434,
            33.962264,
            49.056604,
            41.509434,
            33.962264,
            49.056604
        ],
        [
            3.008364,
            4.326559,
            1.532962,
            1.578299,
            2.141319,
            1.354285
        ],
        [
            290181,
            290181,
            8943,
            570893,
            570893,
            57189
        ],
        [
            -38958,
            -38958,
            -4120,
            -271394,
            -271394,
            -16544
        ],
        [
            234,
            461,
            7,
            234,
            461,
            7
        ],
        [
            346,
            832,
            9,
            346,
            832,
            9
        ],
        [
            154,
            270,
            5,
            154,
            270,
            5
        ],
        [
            24824,
            24444,
            380,
            24824,
            24444,
            380
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378831,
            -173033,
            -508056,
            -174766,
            -398517,
            -502559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669143600000,
    "first_datapoint_time": 1669183200000,
    "last_datapoint_time": 1759143600000,
    "evaluation_time": 1759146439067,
    "expiration_time": 1765623600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 121,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 12,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)