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Trade: RSR/USDT/720/HWMA/VWMA/2344

Strategy
RSR/USDT/720/HWMA/VWMA/2344
Pair
RSR_USDT
Interval
12h
Score
316361
Daily Profit
0.178123
Profit Factor
1.393074
Profitability
48.818898
Streak
38.484776
Best Strategy
Training Data Length
1873.500000
Evaluation Time
2025-10-13 14:38
Expiration Time
2025-12-08 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333713.2472 327372.4546 6340.7926 -35537.7435 119107.9674 -154645.711
Total P&L (%) 333.7132 327.3725 6.3408 -35.5377 119.108 -154.6457
Avg Daily Profit (%) 0.1781 0.1747 0.0034 -0.0234 0.0419 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -231535 -217056 -118966 -422852 -263394 -272904
Profit Factor 1.3931 1.9453 1.0126 0.9611 1.3501 0.7304
Total Trades 127 64 63 127 64 63
Winning Trades 62 30 32 62 30 32
Losing Trades 65 34 31 65 34 31
Profitability (%) 48.8189 46.875 50.7937 48.8189 46.875 50.7937
Ratio Avg Win / Avg Loss 1.4605 2.2047 0.981 1.0076 1.5301 0.7076
Largest Winning Trade 158748 158748 58014 165889 165889 149823
Largest Losing Trade -63387 -30937 -63387 -171662 -67321 -171662
Avg Bars in Trades 28 29 26 28 29 26
Avg Bars in Winners 35 36 33 35 36 33
Avg Bars in Losers 21 23 18 21 23 18
Bars Traded 3569 1914 1655 3569 1914 1655
Profit Streak 38.4848 42.9848 0 38.4848 42.9848 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316361 -128465 -708690 -578410 -275034 -727077
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3747,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760355484688,
    "expiration_time": 1765169712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 70,
            "na": 0.47492,
            "nb": 0.1,
            "nc": 0.6133
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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": [
        [
            333713.2472043898,
            327372.4545972057,
            6340.7926071841,
            -35537.7435478159,
            119107.9674368059,
            -154645.710984622
        ],
        [
            333.713247,
            327.372455,
            6.340793,
            -35.537744,
            119.107967,
            -154.645711
        ],
        [
            0.178123,
            0.174738,
            0.003384,
            -0.023434,
            0.041877,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -231535,
            -217056,
            -118966,
            -422852,
            -263394,
            -272904
        ],
        [
            1.393074,
            1.945338,
            1.012614,
            0.961113,
            1.350074,
            0.730406
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            65,
            34,
            31,
            65,
            34,
            31
        ],
        [
            48.818898,
            46.875,
            50.793651,
            48.818898,
            46.875,
            50.793651
        ],
        [
            1.460481,
            2.204716,
            0.98097,
            1.007618,
            1.530083,
            0.707581
        ],
        [
            158748,
            158748,
            58014,
            165889,
            165889,
            149823
        ],
        [
            -63387,
            -30937,
            -63387,
            -171662,
            -67321,
            -171662
        ],
        [
            28,
            29,
            26,
            28,
            29,
            26
        ],
        [
            35,
            36,
            33,
            35,
            36,
            33
        ],
        [
            21,
            23,
            18,
            21,
            23,
            18
        ],
        [
            3569,
            1914,
            1655,
            3569,
            1914,
            1655
        ],
        [
            38.484776,
            42.984776,
            0,
            38.484776,
            42.984776,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316361,
            -128465,
            -708690,
            -578410,
            -275034,
            -727077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3747,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760355484688,
    "expiration_time": 1765169712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 70,
            "na": 0.47492,
            "nb": 0.1,
            "nc": 0.6133
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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)