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Trade: RSR/USDT/720/HILO/SWMA/9038

Strategy
RSR/USDT/720/HILO/SWMA/9038
Pair
RSR_USDT
Interval
12h
Score
571271
Daily Profit
0.468767
Profit Factor
1.583914
Profitability
50.152905
Streak
14.027151
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-09-29 03:39
Expiration Time
2025-11-23 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 871672.2793 689609.4488 182062.8304 1892789.0383 725134.3466 1167654.6917
Total P&L (%) 871.6723 689.6094 182.0628 1892.789 725.1343 1167.6547
Avg Daily Profit (%) 0.4688 0.3709 0.0979 0.161 0.1136 0.1367
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132217 -137745 -68123 -635816 -695550 -463780
Profit Factor 1.5839 1.7058 1.353 1.344 1.1902 1.6913
Total Trades 327 163 164 327 163 164
Winning Trades 164 65 99 164 65 99
Losing Trades 163 98 65 163 98 65
Profitability (%) 50.1529 39.8773 60.3659 50.1529 39.8773 60.3659
Ratio Avg Win / Avg Loss 1.5743 2.5718 0.8884 1.3358 1.7944 1.1104
Largest Winning Trade 228617 228617 31214 963244 963244 364488
Largest Losing Trade -60206 -60206 -35076 -349167 -349167 -333623
Avg Bars in Trades 11 16 6 11 16 6
Avg Bars in Winners 10 17 6 10 17 6
Avg Bars in Losers 11 15 6 11 15 6
Bars Traded 3660 2672 988 3660 2672 988
Profit Streak 14.0272 0 21.0272 14.0272 0 21.0272
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 571271 337322 -61041 383804 -54578 -5584
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1599609600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106345862,
    "expiration_time": 1763923824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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": [
        [
            871672.2792822705,
            689609.4488410648,
            182062.8304412056,
            1892789.0382968104,
            725134.3466137684,
            1167654.6916830419
        ],
        [
            871.672279,
            689.609449,
            182.06283,
            1892.789038,
            725.134347,
            1167.654692
        ],
        [
            0.468767,
            0.370857,
            0.09791,
            0.161039,
            0.113556,
            0.136676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132217,
            -137745,
            -68123,
            -635816,
            -695550,
            -463780
        ],
        [
            1.583914,
            1.705779,
            1.353026,
            1.343995,
            1.190163,
            1.691273
        ],
        [
            327,
            163,
            164,
            327,
            163,
            164
        ],
        [
            164,
            65,
            99,
            164,
            65,
            99
        ],
        [
            163,
            98,
            65,
            163,
            98,
            65
        ],
        [
            50.152905,
            39.877301,
            60.365854,
            50.152905,
            39.877301,
            60.365854
        ],
        [
            1.574256,
            2.57179,
            0.88835,
            1.3358,
            1.794399,
            1.110432
        ],
        [
            228617,
            228617,
            31214,
            963244,
            963244,
            364488
        ],
        [
            -60206,
            -60206,
            -35076,
            -349167,
            -349167,
            -333623
        ],
        [
            11,
            16,
            6,
            11,
            16,
            6
        ],
        [
            10,
            17,
            6,
            10,
            17,
            6
        ],
        [
            11,
            15,
            6,
            11,
            15,
            6
        ],
        [
            3660,
            2672,
            988,
            3660,
            2672,
            988
        ],
        [
            14.027151,
            0,
            21.027151,
            14.027151,
            0,
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        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            571271,
            337322,
            -61041,
            383804,
            -54578,
            -5584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1599609600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106345862,
    "expiration_time": 1763923824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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)