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Trade: ROSE/USDT/480/SMA/ZLMA/8136

Strategy
ROSE/USDT/480/SMA/ZLMA/8136
Pair
ROSE_USDT
Interval
8h
Score
578747
Daily Profit
0.237083
Profit Factor
2.931692
Profitability
62.162162
Streak
104.907782
Best Strategy
Training Data Length
1777.000000
Evaluation Time
2025-10-01 08:47
Expiration Time
2025-11-23 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 575676.7733 421295.8001 154380.9732 577573.7839 1128319.0133 -550745.2294
Total P&L (%) 575.6768 421.2958 154.381 577.5738 1128.319 -550.7452
Avg Daily Profit (%) 0.324 0.2371 0.0869 0.1077 0.1412 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96011 -72363 -109671 -2529657 -1594447 -1977929
Profit Factor 2.1488 2.9317 1.5455 1.0779 1.4055 0.881
Total Trades 75 37 38 75 37 38
Winning Trades 46 23 23 46 23 23
Losing Trades 29 14 15 29 14 15
Profitability (%) 61.3333 62.1622 60.5263 61.3333 62.1622 60.5263
Ratio Avg Win / Avg Loss 1.3547 1.7845 1.0079 0.6796 0.8555 0.5746
Largest Winning Trade 137789 137789 60673 981021 872350 981021
Largest Losing Trade -81767 -40897 -81767 -1689601 -620458 -1689601
Avg Bars in Trades 68 55 80 68 55 80
Avg Bars in Winners 68 56 81 68 56 81
Avg Bars in Losers 67 53 80 67 53 80
Bars Traded 5113 2036 3077 5113 2036 3077
Profit Streak 61.2411 104.9078 61.2411 61.2411 104.9078 61.2411
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46008 578747 -73033 -243305 -2455 -578424
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5331,
    "evaluation_days": 1777,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609948800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297632332,
    "expiration_time": 1763882784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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": [
        [
            575676.7733175332,
            421295.8000948656,
            154380.9732226679,
            577573.7839185406,
            1128319.0133007772,
            -550745.229382237
        ],
        [
            575.676773,
            421.2958,
            154.380973,
            577.573784,
            1128.319013,
            -550.745229
        ],
        [
            0.32396,
            0.237083,
            0.086877,
            0.107731,
            0.141249,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96011,
            -72363,
            -109671,
            -2529657,
            -1594447,
            -1977929
        ],
        [
            2.148811,
            2.931692,
            1.545497,
            1.077926,
            1.405457,
            0.881024
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            61.333333,
            62.162162,
            60.526316,
            61.333333,
            62.162162,
            60.526316
        ],
        [
            1.354685,
            1.784508,
            1.007933,
            0.679562,
            0.855496,
            0.574581
        ],
        [
            137789,
            137789,
            60673,
            981021,
            872350,
            981021
        ],
        [
            -81767,
            -40897,
            -81767,
            -1689601,
            -620458,
            -1689601
        ],
        [
            68,
            55,
            80,
            68,
            55,
            80
        ],
        [
            68,
            56,
            81,
            68,
            56,
            81
        ],
        [
            67,
            53,
            80,
            67,
            53,
            80
        ],
        [
            5113,
            2036,
            3077,
            5113,
            2036,
            3077
        ],
        [
            61.241115,
            104.907782,
            61.241115,
            61.241115,
            104.907782,
            61.241115
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46008,
            578747,
            -73033,
            -243305,
            -2455,
            -578424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5331,
    "evaluation_days": 1777,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609948800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297632332,
    "expiration_time": 1763882784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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)