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Trade: RSR/USDT/720/DCM/SSF/8302

Strategy
RSR/USDT/720/DCM/SSF/8302
Pair
RSR_USDT
Interval
12h
Score
307555
Daily Profit
0.151266
Profit Factor
1.754305
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
1868.000000
Evaluation Time
2025-10-07 20:00
Expiration Time
2025-12-02 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 208024.9157 282564.0932 -74539.1775 -84434.45 -9778.2211 -74656.2289
Total P&L (%) 208.0249 282.5641 -74.5392 -84.4345 -9.7782 -74.6562
Avg Daily Profit (%) 0.1114 0.1513 -0.0399 -0.0995 -0.0055 -0.0735
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144747 -125439 -144791 -68696 -20599 -52302
Profit Factor 1.235 1.7543 0.854 0.6236 0.888 0.4553
Total Trades 93 47 46 93 47 46
Winning Trades 41 21 20 41 21 20
Losing Trades 52 26 26 52 26 26
Profitability (%) 44.086 44.6809 43.4783 44.086 44.6809 43.4783
Ratio Avg Win / Avg Loss 1.5664 2.172 1.1102 0.7909 1.0994 0.5918
Largest Winning Trade 150703 150703 67850 13550 13550 9483
Largest Losing Trade -67643 -33421 -67643 -26295 -25666 -26295
Avg Bars in Trades 37 30 45 37 30 45
Avg Bars in Winners 59 45 73 59 45 73
Avg Bars in Losers 21 17 24 21 17 24
Bars Traded 3526 1414 2113 3526 1414 2113
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 -45577 307555 -581573 -582829 -581098 -583240
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3736,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856416166,
    "expiration_time": 1764680256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            208024.9156791722,
            282564.0932207669,
            -74539.1775415947,
            -84434.449989485,
            -9778.2211042855,
            -74656.2288851995
        ],
        [
            208.024916,
            282.564093,
            -74.539178,
            -84.43445,
            -9.778221,
            -74.656229
        ],
        [
            0.111362,
            0.151266,
            -0.039903,
            -0.099528,
            -0.005508,
            -0.073455
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144747,
            -125439,
            -144791,
            -68696,
            -20599,
            -52302
        ],
        [
            1.23503,
            1.754305,
            0.853987,
            0.623594,
            0.88795,
            0.455268
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            44.086022,
            44.680851,
            43.478261,
            44.086022,
            44.680851,
            43.478261
        ],
        [
            1.566379,
            2.171996,
            1.110184,
            0.7909,
            1.099366,
            0.591848
        ],
        [
            150703,
            150703,
            67850,
            13550,
            13550,
            9483
        ],
        [
            -67643,
            -33421,
            -67643,
            -26295,
            -25666,
            -26295
        ],
        [
            37,
            30,
            45,
            37,
            30,
            45
        ],
        [
            59,
            45,
            73,
            59,
            45,
            73
        ],
        [
            21,
            17,
            24,
            21,
            17,
            24
        ],
        [
            3526,
            1414,
            2113,
            3526,
            1414,
            2113
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45577,
            307555,
            -581573,
            -582829,
            -581098,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3736,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856416166,
    "expiration_time": 1764680256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 2
        }
    }
}

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)