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Trade: ROSE/USDT/360/WMA/ZLMA/9016

Strategy
ROSE/USDT/360/WMA/ZLMA/9016
Pair
ROSE_USDT
Interval
6h
Score
321861
Daily Profit
0.189302
Profit Factor
2.151426
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1782.750000
Evaluation Time
2025-10-06 22:49
Expiration Time
2025-11-29 07:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328746.1946 337478.4126 -8732.2181 -4643.4932 64180.4227 -68823.9159
Total P&L (%) 328.7462 337.4784 -8.7322 -4.6435 64.1804 -68.8239
Avg Daily Profit (%) 0.1844 0.1893 -0.0049 -0.0027 0.0278 -0.0654
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120107 -93279 -156879 -82121 -53091 -129939
Profit Factor 1.458 2.1514 0.9794 0.9906 1.3349 0.7736
Total Trades 98 49 49 98 49 49
Winning Trades 40 21 19 40 21 19
Losing Trades 58 28 30 58 28 30
Profitability (%) 40.8163 42.8571 38.7755 40.8163 42.8571 38.7755
Ratio Avg Win / Avg Loss 2.114 2.8686 1.5465 1.4364 1.7799 1.2215
Largest Winning Trade 167271 167271 78609 54798 54540 54798
Largest Losing Trade -49901 -29080 -49901 -42144 -24326 -42144
Avg Bars in Trades 70 63 77 70 63 77
Avg Bars in Winners 121 102 142 121 102 142
Avg Bars in Losers 35 34 36 35 34 36
Bars Traded 6937 3127 3810 6937 3127 3810
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 228157 321861 -582269 -582421 -157380 -583380
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7131,
    "evaluation_days": 1782.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608012000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759780183758,
    "expiration_time": 1764394488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 47,
            "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": [
        [
            328746.1945885161,
            337478.4126447183,
            -8732.2180562021,
            -4643.4931780437,
            64180.422707165,
            -68823.9158852088
        ],
        [
            328.746195,
            337.478413,
            -8.732218,
            -4.643493,
            64.180423,
            -68.823916
        ],
        [
            0.184404,
            0.189302,
            -0.004898,
            -0.002667,
            0.027815,
            -0.065356
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120107,
            -93279,
            -156879,
            -82121,
            -53091,
            -129939
        ],
        [
            1.457965,
            2.151426,
            0.979441,
            0.990631,
            1.334898,
            0.773605
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            40.816327,
            42.857143,
            38.77551,
            40.816327,
            42.857143,
            38.77551
        ],
        [
            2.114049,
            2.868567,
            1.546486,
            1.436415,
            1.779864,
            1.221481
        ],
        [
            167271,
            167271,
            78609,
            54798,
            54540,
            54798
        ],
        [
            -49901,
            -29080,
            -49901,
            -42144,
            -24326,
            -42144
        ],
        [
            70,
            63,
            77,
            70,
            63,
            77
        ],
        [
            121,
            102,
            142,
            121,
            102,
            142
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            6937,
            3127,
            3810,
            6937,
            3127,
            3810
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            228157,
            321861,
            -582269,
            -582421,
            -157380,
            -583380
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7131,
    "evaluation_days": 1782.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608012000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759780183758,
    "expiration_time": 1764394488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 47,
            "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)