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Trade: ROSE/USDT/720/HILO/ZLMA/5131

Strategy
ROSE/USDT/720/HILO/ZLMA/5131
Pair
ROSE_USDT
Interval
12h
Score
354274
Daily Profit
0.231300
Profit Factor
1.505819
Profitability
43.930636
Streak
7.843230
Best Strategy
Training Data Length
1776.000000
Evaluation Time
2025-09-29 23:14
Expiration Time
2025-11-21 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 410789.0992 319991.5698 90797.5294 413506.079 222560.103 190945.976
Total P&L (%) 410.7891 319.9916 90.7975 413.5061 222.5601 190.946
Avg Daily Profit (%) 0.2313 0.1802 0.0511 0.0922 0.066 0.0602
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96419 -111173 -57744 -869080 -710205 -609123
Profit Factor 1.5058 1.7127 1.25 1.0814 1.0792 1.084
Total Trades 173 86 87 173 86 87
Winning Trades 76 34 42 76 34 42
Losing Trades 97 52 45 97 52 45
Profitability (%) 43.9306 39.5349 48.2759 43.9306 39.5349 48.2759
Ratio Avg Win / Avg Loss 1.9219 2.6194 1.3393 1.3802 1.6506 1.1614
Largest Winning Trade 77468 77468 65567 467305 252224 467305
Largest Losing Trade -40032 -40032 -35521 -457770 -316241 -457770
Avg Bars in Trades 19 22 17 19 22 17
Avg Bars in Winners 23 29 17 23 29 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 3437 1916 1521 3437 1916 1521
Profit Streak 7.8432 0 21.8432 7.8432 0 21.8432
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354274 236928 -124528 -201450 -241219 -240424
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3552,
    "evaluation_days": 1776,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608940800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176855101,
    "expiration_time": 1763750592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "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": [
        [
            410789.0991617974,
            319991.5698004634,
            90797.5293613342,
            413506.0789760114,
            222560.1029915863,
            190945.9759844243
        ],
        [
            410.789099,
            319.99157,
            90.797529,
            413.506079,
            222.560103,
            190.945976
        ],
        [
            0.2313,
            0.180175,
            0.051125,
            0.092165,
            0.065963,
            0.060151
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96419,
            -111173,
            -57744,
            -869080,
            -710205,
            -609123
        ],
        [
            1.505819,
            1.712714,
            1.250027,
            1.081361,
            1.079244,
            1.083977
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            76,
            34,
            42,
            76,
            34,
            42
        ],
        [
            97,
            52,
            45,
            97,
            52,
            45
        ],
        [
            43.930636,
            39.534884,
            48.275862,
            43.930636,
            39.534884,
            48.275862
        ],
        [
            1.921901,
            2.619445,
            1.339315,
            1.380158,
            1.650608,
            1.161404
        ],
        [
            77468,
            77468,
            65567,
            467305,
            252224,
            467305
        ],
        [
            -40032,
            -40032,
            -35521,
            -457770,
            -316241,
            -457770
        ],
        [
            19,
            22,
            17,
            19,
            22,
            17
        ],
        [
            23,
            29,
            17,
            23,
            29,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            3437,
            1916,
            1521,
            3437,
            1916,
            1521
        ],
        [
            7.84323,
            0,
            21.84323,
            7.84323,
            0,
            21.84323
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354274,
            236928,
            -124528,
            -201450,
            -241219,
            -240424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3552,
    "evaluation_days": 1776,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608940800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176855101,
    "expiration_time": 1763750592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "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)