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Trade: ROSE/USDT/240/MIDPRICE/ZLMA/2097

Strategy
ROSE/USDT/240/MIDPRICE/ZLMA/2097
Pair
ROSE_USDT
Interval
4h
Score
355197
Daily Profit
0.268528
Profit Factor
3.270575
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-26 06:58
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 513230.3521 475382.4384 37847.9137 107334.5078 156296.4831 -48961.9752
Total P&L (%) 513.2304 475.3824 37.8479 107.3345 156.2965 -48.962
Avg Daily Profit (%) 0.2899 0.2685 0.0214 0.0412 0.0532 -0.038
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111132 -75828 -81002 -131264 -57330 -117767
Profit Factor 1.9426 3.2706 1.1129 1.1989 1.8074 0.8585
Total Trades 68 34 34 68 34 34
Winning Trades 29 13 16 29 13 16
Losing Trades 39 21 18 39 21 18
Profitability (%) 42.6471 38.2353 47.0588 42.6471 38.2353 47.0588
Ratio Avg Win / Avg Loss 2.6125 5.2832 1.2521 1.6124 2.9197 0.9658
Largest Winning Trade 282964 282964 78639 111812 111812 101729
Largest Losing Trade -81002 -33778 -81002 -105547 -44764 -105547
Avg Bars in Trades 151 114 189 151 114 189
Avg Bars in Winners 260 190 316 260 190 316
Avg Bars in Losers 71 67 76 71 67 76
Bars Traded 10335 3897 6438 10335 3897 6438
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104141 355197 -264159 -255093 -123067 -581939

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": 1608868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859134941,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "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": [
        [
            513230.3521066611,
            475382.4383651587,
            37847.9137415024,
            107334.5078443359,
            156296.483088806,
            -48961.9752444701
        ],
        [
            513.230352,
            475.382438,
            37.847914,
            107.334508,
            156.296483,
            -48.961975
        ],
        [
            0.289907,
            0.268528,
            0.021379,
            0.041196,
            0.053177,
            -0.037986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111132,
            -75828,
            -81002,
            -131264,
            -57330,
            -117767
        ],
        [
            1.942644,
            3.270575,
            1.112948,
            1.198944,
            1.807418,
            0.858469
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            42.647059,
            38.235294,
            47.058824,
            42.647059,
            38.235294,
            47.058824
        ],
        [
            2.612522,
            5.283236,
            1.252066,
            1.612373,
            2.919675,
            0.965778
        ],
        [
            282964,
            282964,
            78639,
            111812,
            111812,
            101729
        ],
        [
            -81002,
            -33778,
            -81002,
            -105547,
            -44764,
            -105547
        ],
        [
            151,
            114,
            189,
            151,
            114,
            189
        ],
        [
            260,
            190,
            316,
            260,
            190,
            316
        ],
        [
            71,
            67,
            76,
            71,
            67,
            76
        ],
        [
            10335,
            3897,
            6438,
            10335,
            3897,
            6438
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104141,
            355197,
            -264159,
            -255093,
            -123067,
            -581939
        ]
    ]
}
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": 1608868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859134941,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "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)