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Trade: ROSE/USDT/720/SMA/ALMA/8271

Strategy
ROSE/USDT/720/SMA/ALMA/8271
Pair
ROSE_USDT
Interval
12h
Score
406434
Daily Profit
0.206346
Profit Factor
1.445212
Profitability
57.407407
Streak
58.751108
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 09:01
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365438.7551 320006.3401 45432.415 -26830.3186 658703.9218 -685534.2403
Total P&L (%) 365.4388 320.0063 45.4324 -26.8303 658.7039 -685.5342
Avg Daily Profit (%) 0.2063 0.1807 0.0257 -0.0176 0.1145 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156222 -114735 -104187 -1005244 -255224 -882187
Profit Factor 1.4452 1.9028 1.0974 0.9864 2.2109 0.5184
Total Trades 108 54 54 108 54 54
Winning Trades 62 28 34 62 28 34
Losing Trades 46 26 20 46 26 20
Profitability (%) 57.4074 51.8519 62.963 57.4074 51.8519 62.963
Ratio Avg Win / Avg Loss 1.0723 1.7669 0.6455 0.7318 2.0529 0.3049
Largest Winning Trade 108106 108106 35874 238965 238965 104604
Largest Losing Trade -74746 -58324 -74746 -781796 -130505 -781796
Avg Bars in Trades 31 28 34 31 28 34
Avg Bars in Winners 26 23 28 26 23 28
Avg Bars in Losers 38 33 45 38 33 45
Bars Traded 3406 1525 1881 3406 1525 1881
Profit Streak 58.7511 102.2511 58.7511 58.7511 102.2511 58.7511
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406434 -167113 -453189 -578134 -213712 -758592

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609027200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866495783,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 48,
            "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": [
        [
            365438.755086416,
            320006.3400794464,
            45432.4150069696,
            -26830.318567235,
            658703.92176683,
            -685534.240334065
        ],
        [
            365.438755,
            320.00634,
            45.432415,
            -26.830319,
            658.703922,
            -685.53424
        ],
        [
            0.206346,
            0.180692,
            0.025654,
            -0.017638,
            0.114489,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156222,
            -114735,
            -104187,
            -1005244,
            -255224,
            -882187
        ],
        [
            1.445212,
            1.902821,
            1.097417,
            0.986363,
            2.210865,
            0.518391
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            57.407407,
            51.851852,
            62.962963,
            57.407407,
            51.851852,
            62.962963
        ],
        [
            1.072254,
            1.766906,
            0.64554,
            0.731817,
            2.052946,
            0.304936
        ],
        [
            108106,
            108106,
            35874,
            238965,
            238965,
            104604
        ],
        [
            -74746,
            -58324,
            -74746,
            -781796,
            -130505,
            -781796
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            26,
            23,
            28,
            26,
            23,
            28
        ],
        [
            38,
            33,
            45,
            38,
            33,
            45
        ],
        [
            3406,
            1525,
            1881,
            3406,
            1525,
            1881
        ],
        [
            58.751108,
            102.251109,
            58.751108,
            58.751109,
            102.251109,
            58.751109
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406434,
            -167113,
            -453189,
            -578134,
            -213712,
            -758592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609027200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866495783,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 48,
            "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)