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Trade: RSR/USDT/720/MIDPRICE/HL2/5706

Strategy
RSR/USDT/720/MIDPRICE/HL2/5706
Pair
RSR_USDT
Interval
12h
Score
309319
Daily Profit
0.335511
Profit Factor
2.150211
Profitability
36.296296
Streak
0.000000
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-10-09 23:37
Expiration Time
2025-12-04 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 627406.2961 467670.5309 159735.7651 3793819.3577 3018601.1255 775218.2323
Total P&L (%) 627.4063 467.6705 159.7358 3793.8194 3018.6011 775.2182
Avg Daily Profit (%) 0.3355 0.2501 0.0854 0.196 0.1841 0.1161
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55355 -54192 -67430 -2751226 -1954974 -1674707
Profit Factor 2.1502 2.8792 1.5385 1.3517 1.5531 1.1455
Total Trades 135 68 67 135 68 67
Winning Trades 49 27 22 49 27 22
Losing Trades 86 41 45 86 41 45
Profitability (%) 36.2963 39.7059 32.8358 36.2963 39.7059 32.8358
Ratio Avg Win / Avg Loss 3.7738 4.3722 3.147 2.3724 2.3584 2.343
Largest Winning Trade 103422 103422 73491 2480583 2480583 1882015
Largest Losing Trade -22508 -21885 -22508 -853875 -853875 -788411
Avg Bars in Trades 26 21 31 26 21 31
Avg Bars in Winners 54 40 72 54 40 72
Avg Bars in Losers 9 8 11 9 8 11
Bars Traded 3535 1433 2102 3535 1433 2102
Profit Streak 0 0 61.8593 0 0 61.8593
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309319 -99637 -199333 173548 -102540 -220105
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042245885,
    "expiration_time": 1764858240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            627406.2960565984,
            467670.5309491016,
            159735.7651074973,
            3793819.357743976,
            3018601.12548068,
            775218.2322632954
        ],
        [
            627.406296,
            467.670531,
            159.735765,
            3793.819358,
            3018.601125,
            775.218232
        ],
        [
            0.335511,
            0.250091,
            0.08542,
            0.196019,
            0.184125,
            0.116073
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55355,
            -54192,
            -67430,
            -2751226,
            -1954974,
            -1674707
        ],
        [
            2.150211,
            2.879221,
            1.538544,
            1.351699,
            1.553083,
            1.145463
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            86,
            41,
            45,
            86,
            41,
            45
        ],
        [
            36.296296,
            39.705882,
            32.835821,
            36.296296,
            39.705882,
            32.835821
        ],
        [
            3.77384,
            4.37215,
            3.147022,
            2.37237,
            2.358385,
            2.342992
        ],
        [
            103422,
            103422,
            73491,
            2480583,
            2480583,
            1882015
        ],
        [
            -22508,
            -21885,
            -22508,
            -853875,
            -853875,
            -788411
        ],
        [
            26,
            21,
            31,
            26,
            21,
            31
        ],
        [
            54,
            40,
            72,
            54,
            40,
            72
        ],
        [
            9,
            8,
            11,
            9,
            8,
            11
        ],
        [
            3535,
            1433,
            2102,
            3535,
            1433,
            2102
        ],
        [
            0,
            0,
            61.859327,
            0,
            0,
            61.859327
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309319,
            -99637,
            -199333,
            173548,
            -102540,
            -220105
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042245885,
    "expiration_time": 1764858240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)