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Trade: RSR/USDT/720/HWMA/PWMA/5825

Strategy
RSR/USDT/720/HWMA/PWMA/5825
Pair
RSR_USDT
Interval
12h
Score
545834
Daily Profit
0.459019
Profit Factor
1.888182
Profitability
55.468750
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-09-26 10:00
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 851480.9373 640578.4775 210902.4598 3335150.0613 2134483.2661 1200666.7952
Total P&L (%) 851.4809 640.5785 210.9025 3335.1501 2134.4833 1200.6668
Avg Daily Profit (%) 0.459 0.3453 0.1137 0.1908 0.1676 0.1384
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122902 -122089 -113282 -2007745 -1930256 -1470495
Profit Factor 1.8882 2.3631 1.4315 1.2822 1.3503 1.2098
Total Trades 128 64 64 128 64 64
Winning Trades 71 33 38 71 33 38
Losing Trades 57 31 26 57 31 26
Profitability (%) 55.4688 51.5625 59.375 55.4688 51.5625 59.375
Ratio Avg Win / Avg Loss 1.5159 2.2199 0.9795 1.0294 1.2684 0.8278
Largest Winning Trade 125608 125608 46707 915226 915226 446886
Largest Losing Trade -61691 -47485 -61691 -1122437 -601140 -1122437
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 28 28 28 28 28 28
Avg Bars in Losers 28 28 28 28 28 28
Bars Traded 3629 1817 1812 3629 1817 1812
Profit Streak 0 0 80.7918 0 0 80.7918
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 545834 -124919 -178718 333386 -130548 -146720

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870012803,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00745,
            "nb": 0.74461,
            "nc": 0.40621
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "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": [
        [
            851480.9373470554,
            640578.4775470301,
            210902.4598000255,
            3335150.0612867153,
            2134483.266051961,
            1200666.7952347538
        ],
        [
            851.480937,
            640.578478,
            210.90246,
            3335.150061,
            2134.483266,
            1200.666795
        ],
        [
            0.459019,
            0.345325,
            0.113694,
            0.190837,
            0.167612,
            0.138396
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122902,
            -122089,
            -113282,
            -2007745,
            -1930256,
            -1470495
        ],
        [
            1.888182,
            2.363141,
            1.431514,
            1.28223,
            1.350253,
            1.209797
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            55.46875,
            51.5625,
            59.375,
            55.46875,
            51.5625,
            59.375
        ],
        [
            1.515864,
            2.21992,
            0.979457,
            1.029396,
            1.26842,
            0.827756
        ],
        [
            125608,
            125608,
            46707,
            915226,
            915226,
            446886
        ],
        [
            -61691,
            -47485,
            -61691,
            -1122437,
            -601140,
            -1122437
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            3629,
            1817,
            1812,
            3629,
            1817,
            1812
        ],
        [
            0,
            0,
            80.791815,
            0,
            0,
            80.791815
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            545834,
            -124919,
            -178718,
            333386,
            -130548,
            -146720
        ]
    ]
}
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": 1600603200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870012803,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00745,
            "nb": 0.74461,
            "nc": 0.40621
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "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)