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Trade: RSR/USDT/720/ZLMA/HWMA/9038

Strategy
RSR/USDT/720/ZLMA/HWMA/9038
Pair
RSR_USDT
Interval
12h
Score
396881
Daily Profit
0.214693
Profit Factor
1.262507
Profitability
53.711790
Streak
29.504284
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-09-25 15:06
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 398255.173 393529.202 4725.971 -118664.88 190291.4446 -308956.3245
Total P&L (%) 398.2552 393.5292 4.726 -118.6649 190.2914 -308.9563
Avg Daily Profit (%) 0.2147 0.2121 0.0025 0 0.0575 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185126 -96484 -227019 -784207 -367712 -616602
Profit Factor 1.2625 1.6438 1.0052 0.949 1.1936 0.7702
Total Trades 229 114 115 229 114 115
Winning Trades 123 60 63 115 58 57
Losing Trades 106 54 52 114 56 58
Profitability (%) 53.7118 52.6316 54.7826 50.2183 50.8772 49.5652
Ratio Avg Win / Avg Loss 1.088 1.4794 0.8297 0.9408 1.1524 0.7837
Largest Winning Trade 72953 72953 59446 179258 179258 104869
Largest Losing Trade -117469 -37661 -117469 -236859 -173654 -236859
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 16 16 15 16 16 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3648 1821 1827 3648 1821 1827
Profit Streak 29.5043 29.5043 69.0043 0 0 0
Trades During Streak 3 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396881 382843 -569560 -579273 -123652 -580917

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801970125,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.25212,
            "nb": 0.1,
            "nc": 0.42688
        }
    }
}
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": [
        [
            398255.1730352213,
            393529.2020166137,
            4725.9710186078,
            -118664.8799503194,
            190291.4445871519,
            -308956.3245374713
        ],
        [
            398.255173,
            393.529202,
            4.725971,
            -118.66488,
            190.291445,
            -308.956325
        ],
        [
            0.214693,
            0.212145,
            0.002548,
            0,
            0.057467,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185126,
            -96484,
            -227019,
            -784207,
            -367712,
            -616602
        ],
        [
            1.262507,
            1.643761,
            1.005217,
            0.949017,
            1.193562,
            0.770194
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            123,
            60,
            63,
            115,
            58,
            57
        ],
        [
            106,
            54,
            52,
            114,
            56,
            58
        ],
        [
            53.71179,
            52.631579,
            54.782609,
            50.218341,
            50.877193,
            49.565217
        ],
        [
            1.088014,
            1.479385,
            0.829703,
            0.940764,
            1.152405,
            0.783707
        ],
        [
            72953,
            72953,
            59446,
            179258,
            179258,
            104869
        ],
        [
            -117469,
            -37661,
            -117469,
            -236859,
            -173654,
            -236859
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3648,
            1821,
            1827,
            3648,
            1821,
            1827
        ],
        [
            29.504284,
            29.504284,
            69.004284,
            0,
            0,
            0
        ],
        [
            3,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396881,
            382843,
            -569560,
            -579273,
            -123652,
            -580917
        ]
    ]
}
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": 1600300800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801970125,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.25212,
            "nb": 0.1,
            "nc": 0.42688
        }
    }
}

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)