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Trade: ROSE/USDT/720/HMA/BBU/3002

Strategy
ROSE/USDT/720/HMA/BBU/3002
Pair
ROSE_USDT
Interval
12h
Score
305390
Daily Profit
0.218198
Profit Factor
1.824745
Profitability
41.441441
Streak
0.000000
Best Strategy
Training Data Length
1780.000000
Evaluation Time
2025-10-03 16:55
Expiration Time
2025-11-25 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388392.7865 227809.7742 160583.0124 521647.118 -204657.6108 726304.7288
Total P&L (%) 388.3928 227.8098 160.583 521.6471 -204.6576 726.3047
Avg Daily Profit (%) 0.2182 0.128 0.0902 0.1027 0 0.1187
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106134 -73019 -63639 -1351377 -1082925 -338800
Profit Factor 1.8247 1.8567 1.7833 1.1416 0.9098 1.5134
Total Trades 111 55 56 111 55 56
Winning Trades 46 20 26 46 20 26
Losing Trades 65 35 30 65 35 30
Profitability (%) 41.4414 36.3636 46.4286 41.4414 36.3636 46.4286
Ratio Avg Win / Avg Loss 2.5784 3.2492 2.0577 1.6132 1.5921 1.7462
Largest Winning Trade 145806 145806 58451 419679 419679 417561
Largest Losing Trade -31661 -31661 -16926 -620171 -620171 -129058
Avg Bars in Trades 29 38 21 29 38 21
Avg Bars in Winners 41 51 33 41 51 33
Avg Bars in Losers 21 30 11 21 30 11
Bars Traded 3299 2094 1205 3299 2094 1205
Profit Streak 0 9.0803 0 0 9.0803 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305390 -203607 -250304 -121825 -762968 -212777
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3560,
    "evaluation_days": 1780,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1616630400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499738776,
    "expiration_time": 1764106560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 2.54919
        }
    }
}
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": [
        [
            388392.7865303113,
            227809.7741756162,
            160583.0123546951,
            521647.1180054287,
            -204657.6108431694,
            726304.7288485984
        ],
        [
            388.392787,
            227.809774,
            160.583012,
            521.647118,
            -204.657611,
            726.304729
        ],
        [
            0.218198,
            0.127983,
            0.090215,
            0.102705,
            0,
            0.11871
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106134,
            -73019,
            -63639,
            -1351377,
            -1082925,
            -338800
        ],
        [
            1.824745,
            1.856698,
            1.783299,
            1.141633,
            0.909775,
            1.513369
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            41.441441,
            36.363636,
            46.428571,
            41.441441,
            36.363636,
            46.428571
        ],
        [
            2.578444,
            3.249221,
            2.057652,
            1.613178,
            1.592106,
            1.746195
        ],
        [
            145806,
            145806,
            58451,
            419679,
            419679,
            417561
        ],
        [
            -31661,
            -31661,
            -16926,
            -620171,
            -620171,
            -129058
        ],
        [
            29,
            38,
            21,
            29,
            38,
            21
        ],
        [
            41,
            51,
            33,
            41,
            51,
            33
        ],
        [
            21,
            30,
            11,
            21,
            30,
            11
        ],
        [
            3299,
            2094,
            1205,
            3299,
            2094,
            1205
        ],
        [
            0,
            9.08031,
            0,
            0,
            9.08031,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305390,
            -203607,
            -250304,
            -121825,
            -762968,
            -212777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3560,
    "evaluation_days": 1780,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1616630400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499738776,
    "expiration_time": 1764106560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 2.54919
        }
    }
}

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)