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Trade: ROSE/USDT/240/BBM/ZLMA/6045

Strategy
ROSE/USDT/240/BBM/ZLMA/6045
Pair
ROSE_USDT
Interval
4h
Score
532708
Daily Profit
0.210050
Profit Factor
3.016899
Profitability
52.631579
Streak
45.841605
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-26 03:11
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 744219.5448 555195.8896 189023.6552 6338420.2622 2333873.5348 4004546.7273
Total P&L (%) 744.2195 555.1959 189.0237 6338.4203 2333.8735 4004.5467
Avg Daily Profit (%) 0.4204 0.3136 0.1068 0.2355 0.1805 0.2101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52807 -36175 -60655 -1438084 -1372349 -1037398
Profit Factor 2.7956 3.6479 1.923 2.1849 1.6938 3.0169
Total Trades 75 37 38 75 37 38
Winning Trades 35 15 20 35 15 20
Losing Trades 40 22 18 40 22 18
Profitability (%) 46.6667 40.5405 52.6316 46.6667 40.5405 52.6316
Ratio Avg Win / Avg Loss 3.195 5.3502 1.7307 2.4971 2.4843 2.7152
Largest Winning Trade 184684 184684 80132 1599916 1270261 1599916
Largest Losing Trade -26765 -23128 -26765 -783090 -783090 -758196
Avg Bars in Trades 137 124 150 137 124 150
Avg Bars in Winners 220 223 218 220 223 218
Avg Bars in Losers 65 56 75 65 56 75
Bars Traded 10322 4609 5714 10322 4609 5714
Profit Streak 34.0083 0 45.8416 34.0083 0 45.8416
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46775 437003 -45879 -49533 266653 532708

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607414400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845514707,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 3.21147
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "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": [
        [
            744219.5448045918,
            555195.8896208148,
            189023.6551837769,
            6338420.262161983,
            2333873.534825692,
            4004546.7273362908
        ],
        [
            744.219545,
            555.19589,
            189.023655,
            6338.420262,
            2333.873535,
            4004.546727
        ],
        [
            0.420385,
            0.313612,
            0.106773,
            0.235536,
            0.180472,
            0.21005
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52807,
            -36175,
            -60655,
            -1438084,
            -1372349,
            -1037398
        ],
        [
            2.795638,
            3.64788,
            1.923039,
            2.184933,
            1.693844,
            3.016899
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            46.666667,
            40.540541,
            52.631579,
            46.666667,
            40.540541,
            52.631579
        ],
        [
            3.195015,
            5.350225,
            1.730735,
            2.497066,
            2.484305,
            2.715209
        ],
        [
            184684,
            184684,
            80132,
            1599916,
            1270261,
            1599916
        ],
        [
            -26765,
            -23128,
            -26765,
            -783090,
            -783090,
            -758196
        ],
        [
            137,
            124,
            150,
            137,
            124,
            150
        ],
        [
            220,
            223,
            218,
            220,
            223,
            218
        ],
        [
            65,
            56,
            75,
            65,
            56,
            75
        ],
        [
            10322,
            4609,
            5714,
            10322,
            4609,
            5714
        ],
        [
            34.008272,
            0,
            45.841605,
            34.008272,
            0,
            45.841605
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46775,
            437003,
            -45879,
            -49533,
            266653,
            532708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607414400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845514707,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 3.21147
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "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)