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Trade: ROSE/USDT/360/ZLMA/FWMA/5068

Strategy
ROSE/USDT/360/ZLMA/FWMA/5068
Pair
ROSE_USDT
Interval
6h
Score
374559
Daily Profit
0.387258
Profit Factor
1.741470
Profitability
37.885463
Streak
39.000432
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-26 09:00
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 685641.0644 477596.6594 208044.405 6079824.7466 2565079.6497 3514745.0969
Total P&L (%) 685.6411 477.5967 208.0444 6079.8247 2565.0797 3514.7451
Avg Daily Profit (%) 0.3873 0.2698 0.1175 0.2332 0.1856 0.2028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61640 -77863 -47442 -1979817 -2590265 -879382
Profit Factor 1.7415 1.9821 1.4746 1.4371 1.3104 1.6225
Total Trades 227 114 113 227 114 113
Winning Trades 86 41 45 86 41 45
Losing Trades 141 73 68 141 73 68
Profitability (%) 37.8855 35.9649 39.823 37.8855 35.9649 39.823
Ratio Avg Win / Avg Loss 2.8552 3.529 2.2282 2.3561 2.3331 2.4519
Largest Winning Trade 100370 100370 60898 1197741 1197741 871424
Largest Losing Trade -34022 -34022 -24358 -564529 -564529 -344678
Avg Bars in Trades 30 33 26 30 33 26
Avg Bars in Winners 51 54 49 51 54 49
Avg Bars in Losers 17 22 11 17 22 11
Bars Traded 6879 3864 3014 6879 3864 3014
Profit Streak 39.0004 39.0004 40.5004 39.0004 39.0004 40.5004
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374559 245529 -37254 281482 144371 278953

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": 1609264800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866437364,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 163,
            "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": [
        [
            685641.0643783428,
            477596.6594155262,
            208044.404962817,
            6079824.746628156,
            2565079.649729155,
            3514745.096899
        ],
        [
            685.641064,
            477.596659,
            208.044405,
            6079.824747,
            2565.07965,
            3514.745097
        ],
        [
            0.387258,
            0.269752,
            0.117506,
            0.233193,
            0.18559,
            0.202838
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61640,
            -77863,
            -47442,
            -1979817,
            -2590265,
            -879382
        ],
        [
            1.74147,
            1.982053,
            1.474575,
            1.43707,
            1.310366,
            1.622548
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            86,
            41,
            45,
            86,
            41,
            45
        ],
        [
            141,
            73,
            68,
            141,
            73,
            68
        ],
        [
            37.885463,
            35.964912,
            39.823009,
            37.885463,
            35.964912,
            39.823009
        ],
        [
            2.855201,
            3.529021,
            2.228247,
            2.356126,
            2.333091,
            2.45185
        ],
        [
            100370,
            100370,
            60898,
            1197741,
            1197741,
            871424
        ],
        [
            -34022,
            -34022,
            -24358,
            -564529,
            -564529,
            -344678
        ],
        [
            30,
            33,
            26,
            30,
            33,
            26
        ],
        [
            51,
            54,
            49,
            51,
            54,
            49
        ],
        [
            17,
            22,
            11,
            17,
            22,
            11
        ],
        [
            6879,
            3864,
            3014,
            6879,
            3864,
            3014
        ],
        [
            39.000432,
            39.000432,
            40.500432,
            39.000432,
            39.000432,
            40.500432
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374559,
            245529,
            -37254,
            281482,
            144371,
            278953
        ]
    ]
}
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": 1609264800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866437364,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 163,
            "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)