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Trade: RSR/USDT/720/BBM/SINWMA/2951

Strategy
RSR/USDT/720/BBM/SINWMA/2951
Pair
RSR_USDT
Interval
12h
Score
343051
Daily Profit
0.179965
Profit Factor
2.476328
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-09-26 19:40
Expiration Time
2025-11-19 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381179.9342 333835.7069 47344.2273 74069.4501 96254.8388 -22185.3886
Total P&L (%) 381.1799 333.8357 47.3442 74.0695 96.2548 -22.1854
Avg Daily Profit (%) 0.2055 0.18 0.0255 0.0299 0.0364 -0.0135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106493 -103424 -116962 -205512 -179400 -154623
Profit Factor 1.6612 2.4763 1.1351 1.1031 1.3349 0.9486
Total Trades 59 30 29 59 30 29
Winning Trades 28 13 15 28 13 15
Losing Trades 31 17 14 31 17 14
Profitability (%) 47.4576 43.3333 51.7241 47.4576 43.3333 51.7241
Ratio Avg Win / Avg Loss 1.8392 3.2383 1.0595 1.2212 1.7457 0.8853
Largest Winning Trade 132448 132448 56723 96589 96589 77133
Largest Losing Trade -65084 -33670 -65084 -127949 -81439 -127949
Avg Bars in Trades 60 57 62 60 57 62
Avg Bars in Winners 76 77 76 76 77 76
Avg Bars in Losers 45 42 47 45 42 47
Bars Traded 3546 1735 1811 3546 1735 1811
Profit Streak 0 0 74.6951 0 0 74.6951
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169674 343051 -231492 -440614 -145566 -580051

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758904857660,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 1.30757
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "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": [
        [
            381179.9342361387,
            333835.7068918875,
            47344.2273442512,
            74069.4501187831,
            96254.8387557632,
            -22185.3886369801
        ],
        [
            381.179934,
            333.835707,
            47.344227,
            74.06945,
            96.254839,
            -22.185389
        ],
        [
            0.205488,
            0.179965,
            0.025522,
            0.029885,
            0.036354,
            -0.013522
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106493,
            -103424,
            -116962,
            -205512,
            -179400,
            -154623
        ],
        [
            1.661244,
            2.476328,
            1.135141,
            1.103055,
            1.334919,
            0.948566
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            47.457627,
            43.333333,
            51.724138,
            47.457627,
            43.333333,
            51.724138
        ],
        [
            1.839235,
            3.238275,
            1.059465,
            1.22124,
            1.745664,
            0.885329
        ],
        [
            132448,
            132448,
            56723,
            96589,
            96589,
            77133
        ],
        [
            -65084,
            -33670,
            -65084,
            -127949,
            -81439,
            -127949
        ],
        [
            60,
            57,
            62,
            60,
            57,
            62
        ],
        [
            76,
            77,
            76,
            76,
            77,
            76
        ],
        [
            45,
            42,
            47,
            45,
            42,
            47
        ],
        [
            3546,
            1735,
            1811,
            3546,
            1735,
            1811
        ],
        [
            0,
            0,
            74.695112,
            0,
            0,
            74.695112
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169674,
            343051,
            -231492,
            -440614,
            -145566,
            -580051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758904857660,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 1.30757
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "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)