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Trade: RSR/USDT/720/HWMA/ZLMA/7616

Strategy
RSR/USDT/720/HWMA/ZLMA/7616
Pair
RSR_USDT
Interval
12h
Score
468525
Daily Profit
0.367192
Profit Factor
1.468269
Profitability
56.153846
Streak
0.000000
Best Strategy
Training Data Length
1865.000000
Evaluation Time
2025-10-04 16:18
Expiration Time
2025-11-29 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 684813.3823 495523.7522 189289.6301 988031.3774 486085.3153 501946.0621
Total P&L (%) 684.8134 495.5238 189.2896 988.0314 486.0853 501.9461
Avg Daily Profit (%) 0.3672 0.2657 0.1015 0.1281 0.0949 0.0963
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -361517 -217406 -169675 -1127099 -734831 -623865
Profit Factor 1.4683 1.7303 1.2415 1.208 1.2262 1.193
Total Trades 260 130 130 260 130 130
Winning Trades 146 69 77 146 69 77
Losing Trades 114 61 53 114 61 53
Profitability (%) 56.1538 53.0769 59.2308 56.1538 53.0769 59.2308
Ratio Avg Win / Avg Loss 1.1465 1.5296 0.8545 0.9433 1.0841 0.8212
Largest Winning Trade 103045 103045 37168 300603 290149 300603
Largest Losing Trade -62176 -39843 -62176 -443418 -243830 -443418
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3687 1843 1844 3687 1843 1844
Profit Streak 0 0 25.5545 0 0 25.5545
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468525 429466 -57611 -21340 -66225 -72072
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1599480000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759583905611,
    "expiration_time": 1764413280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.70378
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "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": [
        [
            684813.3823437679,
            495523.752213583,
            189289.6301301848,
            988031.3773544612,
            486085.3152699037,
            501946.062084558
        ],
        [
            684.813382,
            495.523752,
            189.28963,
            988.031377,
            486.085315,
            501.946062
        ],
        [
            0.367192,
            0.265696,
            0.101496,
            0.128069,
            0.09486,
            0.096293
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -361517,
            -217406,
            -169675,
            -1127099,
            -734831,
            -623865
        ],
        [
            1.468269,
            1.730259,
            1.241479,
            1.208042,
            1.226233,
            1.193012
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            146,
            69,
            77,
            146,
            69,
            77
        ],
        [
            114,
            61,
            53,
            114,
            61,
            53
        ],
        [
            56.153846,
            53.076923,
            59.230769,
            56.153846,
            53.076923,
            59.230769
        ],
        [
            1.146457,
            1.529649,
            0.854524,
            0.943266,
            1.084061,
            0.821164
        ],
        [
            103045,
            103045,
            37168,
            300603,
            290149,
            300603
        ],
        [
            -62176,
            -39843,
            -62176,
            -443418,
            -243830,
            -443418
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3687,
            1843,
            1844,
            3687,
            1843,
            1844
        ],
        [
            0,
            0,
            25.554463,
            0,
            0,
            25.554463
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468525,
            429466,
            -57611,
            -21340,
            -66225,
            -72072
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1599480000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759583905611,
    "expiration_time": 1764413280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.70378
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "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)