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Trade: ROSE/USDT/360/MIDPRICE/HMA/5206

Strategy
ROSE/USDT/360/MIDPRICE/HMA/5206
Pair
ROSE_USDT
Interval
6h
Score
420622
Daily Profit
0.212175
Profit Factor
2.728682
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-26 22:20
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 422016.5151 375656.1815 46360.3336 242961.1055 450375.3228 -207414.2173
Total P&L (%) 422.0165 375.6562 46.3603 242.9611 450.3753 -207.4142
Avg Daily Profit (%) 0.2384 0.2122 0.0262 0.0696 0.0964 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97615 -77283 -100936 -412060 -184919 -350072
Profit Factor 1.761 2.7287 1.1375 1.1346 1.6753 0.8179
Total Trades 64 32 32 64 32 32
Winning Trades 29 15 14 29 15 14
Losing Trades 35 17 18 35 17 18
Profitability (%) 45.3125 46.875 43.75 45.3125 46.875 43.75
Ratio Avg Win / Avg Loss 2.1253 3.0925 1.4624 1.3693 1.8987 1.0515
Largest Winning Trade 183611 183611 76268 320100 320100 251865
Largest Losing Trade -39269 -33969 -39269 -189920 -111020 -189920
Avg Bars in Trades 106 81 131 106 81 131
Avg Bars in Winners 169 107 236 169 107 236
Avg Bars in Losers 53 57 49 53 57 49
Bars Traded 6791 2595 4196 6791 2595 4196
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 -134312 420622 -231338 -318080 -62385 -581574
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914455909,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 91,
            "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": [
        [
            422016.5150805457,
            375656.1814811979,
            46360.3335993475,
            242961.1054847823,
            450375.3227996094,
            -207414.2173148271
        ],
        [
            422.016515,
            375.656181,
            46.360334,
            242.961105,
            450.375323,
            -207.414217
        ],
        [
            0.23836,
            0.212175,
            0.026185,
            0.069634,
            0.096371,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97615,
            -77283,
            -100936,
            -412060,
            -184919,
            -350072
        ],
        [
            1.760962,
            2.728682,
            1.137456,
            1.134553,
            1.67528,
            0.817858
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            45.3125,
            46.875,
            43.75,
            45.3125,
            46.875,
            43.75
        ],
        [
            2.125299,
            3.092507,
            1.462443,
            1.369288,
            1.898651,
            1.051532
        ],
        [
            183611,
            183611,
            76268,
            320100,
            320100,
            251865
        ],
        [
            -39269,
            -33969,
            -39269,
            -189920,
            -111020,
            -189920
        ],
        [
            106,
            81,
            131,
            106,
            81,
            131
        ],
        [
            169,
            107,
            236,
            169,
            107,
            236
        ],
        [
            53,
            57,
            49,
            53,
            57,
            49
        ],
        [
            6791,
            2595,
            4196,
            6791,
            2595,
            4196
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134312,
            420622,
            -231338,
            -318080,
            -62385,
            -581574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914455909,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 91,
            "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)