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Trade: RSR/USDT/720/ZLMA/SSF/1895

Strategy
RSR/USDT/720/ZLMA/SSF/1895
Pair
RSR_USDT
Interval
12h
Score
346951
Daily Profit
0.229317
Profit Factor
2.140160
Profitability
44.117647
Streak
0.000000
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 333733.2266 425383.8198 -91650.5933 -97574.2335 -9245.6004 -88328.633
Total P&L (%) 333.7332 425.3838 -91.6506 -97.5742 -9.2456 -88.3286
Avg Daily Profit (%) 0.1799 0.2293 -0.0494 -0.2003 -0.0052 -0.1157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -258169 -204342 -194811 -103268 -9650 -96963
Profit Factor 1.4084 2.1402 0.7936 0.2162 0.5717 0.1416
Total Trades 69 34 35 69 34 35
Winning Trades 33 15 18 33 15 18
Losing Trades 36 19 17 36 19 17
Profitability (%) 47.8261 44.1176 51.4286 47.8261 44.1176 51.4286
Ratio Avg Win / Avg Loss 1.5364 2.7109 0.7495 0.2358 0.7242 0.1337
Largest Winning Trade 331794 331794 62068 3722 3324 3722
Largest Losing Trade -87635 -50858 -87635 -85661 -5974 -85661
Avg Bars in Trades 50 59 41 50 59 41
Avg Bars in Winners 61 68 55 61 68 55
Avg Bars in Losers 40 53 26 40 53 26
Bars Traded 3483 2036 1447 3483 2036 1447
Profit Streak 30.0044 0 38.5044 30.0044 0 38.5044
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97276 346951 -580056 -687083 -582805 -579778

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1603627200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801976459,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            333733.2265574142,
            425383.8198444843,
            -91650.59328707,
            -97574.2334555372,
            -9245.6004498043,
            -88328.6330057329
        ],
        [
            333.733227,
            425.38382,
            -91.650593,
            -97.574233,
            -9.2456,
            -88.328633
        ],
        [
            0.17991,
            0.229317,
            -0.049407,
            -0.200286,
            -0.00523,
            -0.11573
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -258169,
            -204342,
            -194811,
            -103268,
            -9650,
            -96963
        ],
        [
            1.408399,
            2.14016,
            0.793618,
            0.216174,
            0.571731,
            0.141576
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            47.826087,
            44.117647,
            51.428571,
            47.826087,
            44.117647,
            51.428571
        ],
        [
            1.536436,
            2.710869,
            0.749528,
            0.235826,
            0.724193,
            0.133711
        ],
        [
            331794,
            331794,
            62068,
            3722,
            3324,
            3722
        ],
        [
            -87635,
            -50858,
            -87635,
            -85661,
            -5974,
            -85661
        ],
        [
            50,
            59,
            41,
            50,
            59,
            41
        ],
        [
            61,
            68,
            55,
            61,
            68,
            55
        ],
        [
            40,
            53,
            26,
            40,
            53,
            26
        ],
        [
            3483,
            2036,
            1447,
            3483,
            2036,
            1447
        ],
        [
            30.004357,
            0,
            38.504357,
            30.004357,
            0,
            38.504357
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97276,
            346951,
            -580056,
            -687083,
            -582805,
            -579778
        ]
    ]
}
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": 1603627200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801976459,
    "expiration_time": 1763523360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 2
        }
    }
}

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)