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Trade: ROSE/USDT/480/ZLMA/HWMA/2109

Strategy
ROSE/USDT/480/ZLMA/HWMA/2109
Pair
ROSE_USDT
Interval
8h
Score
334407
Daily Profit
0.203979
Profit Factor
1.297421
Profitability
47.200000
Streak
16.390535
Best Strategy
Training Data Length
1787.330000
Evaluation Time
2025-10-11 12:22
Expiration Time
2025-12-04 00:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364577.218 331578.4333 32998.7847 16281.1266 317404.3564 -301123.2298
Total P&L (%) 364.5772 331.5784 32.9988 16.2811 317.4044 -301.1232
Avg Daily Profit (%) 0.204 0.1855 0.0185 0.0084 0.08 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197835 -112195 -163373 -793606 -376445 -621140
Profit Factor 1.2974 1.538 1.0541 1.0049 1.1898 0.8162
Total Trades 250 125 125 250 125 125
Winning Trades 118 56 62 118 56 62
Losing Trades 132 69 63 132 69 63
Profitability (%) 47.2 44.8 49.6 47.2 44.8 49.6
Ratio Avg Win / Avg Loss 1.4514 1.895 1.0712 1.1241 1.466 0.8294
Largest Winning Trade 132279 132279 69125 464465 464465 114192
Largest Losing Trade -45482 -33257 -45482 -238145 -238145 -226355
Avg Bars in Trades 20 22 18 20 22 18
Avg Bars in Winners 25 29 22 25 29 22
Avg Bars in Losers 15 17 13 15 17 13
Bars Traded 5149 2867 2282 5149 2867 2282
Profit Streak 16.3905 16.3905 21.7239 16.3905 16.3905 21.7239
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334407 315166 -331549 -404472 -99270 -580328
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5362,
    "evaluation_days": 1787.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1611388800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760174542232,
    "expiration_time": 1764802368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08974,
            "nb": 0.41557,
            "nc": 0.1
        }
    }
}
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": [
        [
            364577.2180420622,
            331578.4333136151,
            32998.7847284471,
            16281.1266323522,
            317404.3564355879,
            -301123.2298032363
        ],
        [
            364.577218,
            331.578433,
            32.998785,
            16.281127,
            317.404356,
            -301.12323
        ],
        [
            0.203979,
            0.185516,
            0.018463,
            0.00844,
            0.079977,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197835,
            -112195,
            -163373,
            -793606,
            -376445,
            -621140
        ],
        [
            1.297421,
            1.537953,
            1.054147,
            1.004918,
            1.189835,
            0.816234
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            118,
            56,
            62,
            118,
            56,
            62
        ],
        [
            132,
            69,
            63,
            132,
            69,
            63
        ],
        [
            47.2,
            44.8,
            49.6,
            47.2,
            44.8,
            49.6
        ],
        [
            1.451352,
            1.894977,
            1.07115,
            1.124145,
            1.466046,
            0.829399
        ],
        [
            132279,
            132279,
            69125,
            464465,
            464465,
            114192
        ],
        [
            -45482,
            -33257,
            -45482,
            -238145,
            -238145,
            -226355
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            25,
            29,
            22,
            25,
            29,
            22
        ],
        [
            15,
            17,
            13,
            15,
            17,
            13
        ],
        [
            5149,
            2867,
            2282,
            5149,
            2867,
            2282
        ],
        [
            16.390535,
            16.390535,
            21.723868,
            16.390535,
            16.390535,
            21.723868
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334407,
            315166,
            -331549,
            -404472,
            -99270,
            -580328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5362,
    "evaluation_days": 1787.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1611388800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760174542232,
    "expiration_time": 1764802368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08974,
            "nb": 0.41557,
            "nc": 0.1
        }
    }
}

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)