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Trade: RSR/USDT/720/MIDPOINT/ALMA/8189

Strategy
RSR/USDT/720/MIDPOINT/ALMA/8189
Pair
RSR_USDT
Interval
12h
Score
317484
Daily Profit
0.195895
Profit Factor
1.331597
Profitability
57.664234
Streak
38.208579
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 365932.0108 363883.9624 2048.0484 -83107.4388 53265.8307 -136373.2695
Total P&L (%) 365.932 363.884 2.048 -83.1074 53.2658 -136.3733
Avg Daily Profit (%) 0.1959 0.1948 0.0011 -0.0952 0.0229 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189594 -87544 -193259 -130945 -57769 -115847
Profit Factor 1.3316 1.8616 1.003 0.803 1.3914 0.5226
Total Trades 137 69 68 137 69 68
Winning Trades 79 37 42 79 37 42
Losing Trades 58 32 26 58 32 26
Profitability (%) 57.6642 53.6232 61.7647 57.6642 53.6232 61.7647
Ratio Avg Win / Avg Loss 0.9776 1.6101 0.6209 0.5895 1.2034 0.3235
Largest Winning Trade 112093 112093 55666 33483 33483 17191
Largest Losing Trade -85109 -33167 -85109 -103444 -25058 -103444
Avg Bars in Trades 26 20 32 26 20 32
Avg Bars in Winners 22 16 28 22 16 28
Avg Bars in Losers 30 25 37 30 25 37
Bars Traded 3592 1415 2177 3592 1415 2177
Profit Streak 38.2086 38.2086 78.2086 38.2086 38.2086 78.2086
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317484 -89277 -682701 -578155 -263185 -687469
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3736,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856421270,
    "expiration_time": 1764680256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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": [
        [
            365932.0107690786,
            363883.962356317,
            2048.0484127615,
            -83107.4388083005,
            53265.8306868421,
            -136373.2694951427
        ],
        [
            365.932011,
            363.883962,
            2.048048,
            -83.107439,
            53.265831,
            -136.373269
        ],
        [
            0.195895,
            0.194799,
            0.001096,
            -0.095153,
            0.022861,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189594,
            -87544,
            -193259,
            -130945,
            -57769,
            -115847
        ],
        [
            1.331597,
            1.861646,
            1.003006,
            0.802952,
            1.391442,
            0.522648
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            58,
            32,
            26,
            58,
            32,
            26
        ],
        [
            57.664234,
            53.623188,
            61.764706,
            57.664234,
            53.623188,
            61.764706
        ],
        [
            0.977628,
            1.610072,
            0.620909,
            0.589509,
            1.203409,
            0.323544
        ],
        [
            112093,
            112093,
            55666,
            33483,
            33483,
            17191
        ],
        [
            -85109,
            -33167,
            -85109,
            -103444,
            -25058,
            -103444
        ],
        [
            26,
            20,
            32,
            26,
            20,
            32
        ],
        [
            22,
            16,
            28,
            22,
            16,
            28
        ],
        [
            30,
            25,
            37,
            30,
            25,
            37
        ],
        [
            3592,
            1415,
            2177,
            3592,
            1415,
            2177
        ],
        [
            38.208579,
            38.208579,
            78.208579,
            38.208579,
            38.20858,
            78.208579
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317484,
            -89277,
            -682701,
            -578155,
            -263185,
            -687469
        ]
    ]
}
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": 1601208000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856421270,
    "expiration_time": 1764680256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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)