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Trade: ROSE/USDT/720/SSF/HWMA/3695

Strategy
ROSE/USDT/720/SSF/HWMA/3695
Pair
ROSE_USDT
Interval
12h
Score
400733
Daily Profit
0.256720
Profit Factor
1.576058
Profitability
46.212121
Streak
37.625735
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 06:01
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 454650.4774 364094.2357 90556.2417 466682.6082 371907.2694 94775.3388
Total P&L (%) 454.6505 364.0942 90.5562 466.6826 371.9073 94.7753
Avg Daily Profit (%) 0.2567 0.2056 0.0511 0.098 0.0877 0.0377
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92275 -88163 -100005 -407166 -245130 -261276
Profit Factor 1.5761 2.0982 1.1978 1.216 1.3751 1.0811
Total Trades 132 66 66 132 66 66
Winning Trades 61 28 33 61 28 33
Losing Trades 71 38 33 71 38 33
Profitability (%) 46.2121 42.4242 50 46.2121 42.4242 50
Ratio Avg Win / Avg Loss 1.8344 2.8476 1.1978 1.4154 1.8661 1.0811
Largest Winning Trade 97856 97856 65168 182475 182475 170441
Largest Losing Trade -50688 -29401 -50688 -212293 -92656 -212293
Avg Bars in Trades 26 27 25 26 27 25
Avg Bars in Winners 37 39 35 37 39 35
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 3522 1816 1706 3522 1816 1706
Profit Streak 37.6257 37.6257 49.6257 37.6257 37.6257 49.6257
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400733 -114922 -250868 -62433 -200866 -397255

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758855663525,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 39,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.12003,
            "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": [
        [
            454650.4774074525,
            364094.235672775,
            90556.2417346775,
            466682.6081953382,
            371907.2694072055,
            94775.3387881326
        ],
        [
            454.650477,
            364.094236,
            90.556242,
            466.682608,
            371.907269,
            94.775339
        ],
        [
            0.25672,
            0.205587,
            0.051133,
            0.097994,
            0.087651,
            0.037651
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92275,
            -88163,
            -100005,
            -407166,
            -245130,
            -261276
        ],
        [
            1.576058,
            2.098238,
            1.197842,
            1.216042,
            1.375057,
            1.081105
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            46.212121,
            42.424242,
            50,
            46.212121,
            42.424242,
            50
        ],
        [
            1.834428,
            2.847609,
            1.197842,
            1.415393,
            1.866148,
            1.081105
        ],
        [
            97856,
            97856,
            65168,
            182475,
            182475,
            170441
        ],
        [
            -50688,
            -29401,
            -50688,
            -212293,
            -92656,
            -212293
        ],
        [
            26,
            27,
            25,
            26,
            27,
            25
        ],
        [
            37,
            39,
            35,
            37,
            39,
            35
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            3522,
            1816,
            1706,
            3522,
            1816,
            1706
        ],
        [
            37.625735,
            37.625735,
            49.625735,
            37.625735,
            37.625735,
            49.625735
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400733,
            -114922,
            -250868,
            -62433,
            -200866,
            -397255
        ]
    ]
}
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": 1605744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758855663525,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 39,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.12003,
            "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)