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Trade: ROSE/USDT/240/SWMA/ZLMA/9423

Strategy
ROSE/USDT/240/SWMA/ZLMA/9423
Pair
ROSE_USDT
Interval
4h
Score
501860
Daily Profit
0.303911
Profit Factor
3.653044
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1780.500000
Evaluation Time
2025-10-04 21:58
Expiration Time
2025-11-27 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 698910.4127 541112.6726 157797.7401 3267125.1596 1286887.9143 1980237.2452
Total P&L (%) 698.9104 541.1127 157.7977 3267.1252 1286.8879 1980.2372
Avg Daily Profit (%) 0.3925 0.3039 0.0886 0.1977 0.1478 0.1706
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83499 -52369 -69162 -1237741 -621996 -677669
Profit Factor 2.7083 3.653 1.7691 1.9558 1.7414 2.177
Total Trades 66 33 33 66 33 33
Winning Trades 31 15 16 31 15 16
Losing Trades 35 18 17 35 18 17
Profitability (%) 46.9697 45.4545 48.4848 46.9697 45.4545 48.4848
Ratio Avg Win / Avg Loss 3.0577 4.3837 1.8797 2.2081 2.0896 2.313
Largest Winning Trade 206473 206473 75243 1206607 678469 1206607
Largest Losing Trade -31031 -29731 -31031 -568751 -434472 -568751
Avg Bars in Trades 157 137 177 157 137 177
Avg Bars in Winners 254 224 283 254 224 283
Avg Bars in Losers 71 65 77 71 65 77
Bars Traded 10403 4550 5853 10403 4550 5853
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 -115105 501860 -71897 -118223 222732 407313
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10683,
    "evaluation_days": 1780.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607803200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759604285576,
    "expiration_time": 1764208656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "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": [
        [
            698910.4126656518,
            541112.6725552087,
            157797.7401104434,
            3267125.1595623735,
            1286887.9143473206,
            1980237.2452150527
        ],
        [
            698.910413,
            541.112673,
            157.79774,
            3267.12516,
            1286.887914,
            1980.237245
        ],
        [
            0.392536,
            0.303911,
            0.088626,
            0.197704,
            0.147801,
            0.170607
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83499,
            -52369,
            -69162,
            -1237741,
            -621996,
            -677669
        ],
        [
            2.708289,
            3.653044,
            1.769108,
            1.955772,
            1.741362,
            2.176985
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            46.969697,
            45.454545,
            48.484848,
            46.969697,
            45.454545,
            48.484848
        ],
        [
            3.057746,
            4.383653,
            1.879678,
            2.20813,
            2.089634,
            2.313047
        ],
        [
            206473,
            206473,
            75243,
            1206607,
            678469,
            1206607
        ],
        [
            -31031,
            -29731,
            -31031,
            -568751,
            -434472,
            -568751
        ],
        [
            157,
            137,
            177,
            157,
            137,
            177
        ],
        [
            254,
            224,
            283,
            254,
            224,
            283
        ],
        [
            71,
            65,
            77,
            71,
            65,
            77
        ],
        [
            10403,
            4550,
            5853,
            10403,
            4550,
            5853
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115105,
            501860,
            -71897,
            -118223,
            222732,
            407313
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10683,
    "evaluation_days": 1780.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607803200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759604285576,
    "expiration_time": 1764208656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "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)