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Trade: ROSE/USDT/120/HWMA/KCU/7143

Strategy
ROSE/USDT/120/HWMA/KCU/7143
Pair
ROSE_USDT
Interval
2h
Score
432334
Daily Profit
0.221267
Profit Factor
1.407973
Profitability
70.329670
Streak
18.279043
Best Strategy
Training Data Length
1776.670000
Evaluation Time
2025-10-01 13:41
Expiration Time
2025-12-04 11:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393118.1832 342375.0693 50743.114 62122.6431 -351173.051 413295.694
Total P&L (%) 393.1182 342.3751 50.7431 62.1226 -351.1731 413.2957
Avg Daily Profit (%) 0.2213 0.1927 0.0286 0.0272 0 0.0921
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166798 -168948 -22000 -2789754 -2864010 -143280
Profit Factor 1.408 1.4127 1.3785 1.0086 0.9456 1.5666
Total Trades 273 136 137 273 136 137
Winning Trades 192 103 89 192 103 89
Losing Trades 81 33 48 81 33 48
Profitability (%) 70.3297 75.7353 64.9635 70.3297 75.7353 64.9635
Ratio Avg Win / Avg Loss 0.594 0.4526 0.7435 0.4255 0.303 0.8449
Largest Winning Trade 58528 58528 9343 565515 565515 156176
Largest Losing Trade -64108 -64108 -18726 -1604427 -1604427 -113395
Avg Bars in Trades 76 150 3 76 150 3
Avg Bars in Winners 40 73 2 40 73 2
Avg Bars in Losers 162 392 5 162 392 5
Bars Traded 20943 20507 436 20943 20507 436
Profit Streak 18.279 22.8624 18.279 18.279 22.8624 18.279
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432334 417349 -154522 -364624 -575849 -67360
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21320,
    "evaluation_days": 1776.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606017600000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759315309306,
    "expiration_time": 1764838944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.82406,
            "nb": 0.1,
            "nc": 0.97203
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 35,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            393118.1832195929,
            342375.0692695283,
            50743.1139500651,
            62122.6430557106,
            -351173.0509916501,
            413295.6940473607
        ],
        [
            393.118183,
            342.375069,
            50.743114,
            62.122643,
            -351.173051,
            413.295694
        ],
        [
            0.221267,
            0.192706,
            0.028561,
            0.0272,
            0,
            0.092107
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166798,
            -168948,
            -22000,
            -2789754,
            -2864010,
            -143280
        ],
        [
            1.407973,
            1.412737,
            1.378495,
            1.008641,
            0.945636,
            1.566646
        ],
        [
            273,
            136,
            137,
            273,
            136,
            137
        ],
        [
            192,
            103,
            89,
            192,
            103,
            89
        ],
        [
            81,
            33,
            48,
            81,
            33,
            48
        ],
        [
            70.32967,
            75.735294,
            64.963504,
            70.32967,
            75.735294,
            64.963504
        ],
        [
            0.593989,
            0.452625,
            0.743458,
            0.425521,
            0.302971,
            0.844933
        ],
        [
            58528,
            58528,
            9343,
            565515,
            565515,
            156176
        ],
        [
            -64108,
            -64108,
            -18726,
            -1604427,
            -1604427,
            -113395
        ],
        [
            76,
            150,
            3,
            76,
            150,
            3
        ],
        [
            40,
            73,
            2,
            40,
            73,
            2
        ],
        [
            162,
            392,
            5,
            162,
            392,
            5
        ],
        [
            20943,
            20507,
            436,
            20943,
            20507,
            436
        ],
        [
            18.279043,
            22.862376,
            18.279043,
            18.279043,
            22.862376,
            18.279043
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432334,
            417349,
            -154522,
            -364624,
            -575849,
            -67360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21320,
    "evaluation_days": 1776.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606017600000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759315309306,
    "expiration_time": 1764838944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.82406,
            "nb": 0.1,
            "nc": 0.97203
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 35,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)