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Trade: ROSE/USDT/720/ZLMA/HWMA/4837

Strategy
ROSE/USDT/720/ZLMA/HWMA/4837
Pair
ROSE_USDT
Interval
12h
Score
316621
Daily Profit
0.168938
Profit Factor
1.806534
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
1788.000000
Evaluation Time
2025-10-12 01:48
Expiration Time
2025-12-04 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 330540.3113 302061.6728 28478.6386 -14881.3605 134523.0764 -149404.4369
Total P&L (%) 330.5403 302.0617 28.4786 -14.8814 134.5231 -149.4044
Avg Daily Profit (%) 0.1849 0.1689 0.0159 -0.009 0.0477 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129532 -84442 -93760 -231864 -106987 -197668
Profit Factor 1.4563 1.8065 1.0814 0.9849 1.2881 0.7108
Total Trades 93 47 46 93 47 46
Winning Trades 39 21 18 39 21 18
Losing Trades 54 26 28 54 26 28
Profitability (%) 41.9355 44.6809 39.1304 41.9355 44.6809 39.1304
Ratio Avg Win / Avg Loss 2.0165 2.2367 1.6822 1.3637 1.5948 1.1057
Largest Winning Trade 227990 227990 73559 101695 101695 75060
Largest Losing Trade -53668 -38785 -53668 -152432 -51039 -152432
Avg Bars in Trades 36 38 34 36 38 34
Avg Bars in Winners 60 60 59 60 60 59
Avg Bars in Losers 19 21 18 19 21 18
Bars Traded 3420 1825 1594 3420 1825 1594
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 243143 316621 -308828 -581999 -130092 -583264
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3576,
    "evaluation_days": 1788,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1612180800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760222933720,
    "expiration_time": 1764818496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "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": [
        [
            330540.3113265508,
            302061.6727583933,
            28478.6385681576,
            -14881.3605085328,
            134523.0764136541,
            -149404.436922187
        ],
        [
            330.540311,
            302.061673,
            28.478639,
            -14.881361,
            134.523076,
            -149.404437
        ],
        [
            0.184866,
            0.168938,
            0.015928,
            -0.009011,
            0.047684,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129532,
            -84442,
            -93760,
            -231864,
            -106987,
            -197668
        ],
        [
            1.456348,
            1.806534,
            1.081415,
            0.98487,
            1.288105,
            0.710818
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            41.935484,
            44.680851,
            39.130435,
            41.935484,
            44.680851,
            39.130435
        ],
        [
            2.016482,
            2.236661,
            1.682201,
            1.363666,
            1.594797,
            1.105717
        ],
        [
            227990,
            227990,
            73559,
            101695,
            101695,
            75060
        ],
        [
            -53668,
            -38785,
            -53668,
            -152432,
            -51039,
            -152432
        ],
        [
            36,
            38,
            34,
            36,
            38,
            34
        ],
        [
            60,
            60,
            59,
            60,
            60,
            59
        ],
        [
            19,
            21,
            18,
            19,
            21,
            18
        ],
        [
            3420,
            1825,
            1594,
            3420,
            1825,
            1594
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            243143,
            316621,
            -308828,
            -581999,
            -130092,
            -583264
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3576,
    "evaluation_days": 1788,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1612180800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760222933720,
    "expiration_time": 1764818496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "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)