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Trade: ROSE/USDT/720/ZLMA/PSAR/7048

Strategy
ROSE/USDT/720/ZLMA/PSAR/7048
Pair
ROSE_USDT
Interval
12h
Score
381368
Daily Profit
0.221627
Profit Factor
1.621624
Profitability
47.787611
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 02:31
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 392500.7248 268946.8138 123553.911 302824.8791 682444.0644 -379619.1853
Total P&L (%) 392.5007 268.9468 123.5539 302.8249 682.4441 -379.6192
Avg Daily Profit (%) 0.2216 0.1519 0.0698 0.0787 0.1162 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111305 -65512 -86481 -813536 -440266 -840679
Profit Factor 1.6216 1.8524 1.3911 1.0731 1.3547 0.8289
Total Trades 113 56 57 113 56 57
Winning Trades 54 27 27 54 27 27
Losing Trades 59 29 30 59 29 30
Profitability (%) 47.7876 48.2143 47.3684 47.7876 48.2143 47.3684
Ratio Avg Win / Avg Loss 1.7718 1.9897 1.5457 1.1725 1.455 0.921
Largest Winning Trade 126081 126081 72703 410486 410486 336837
Largest Losing Trade -45004 -37741 -45004 -340215 -228388 -340215
Avg Bars in Trades 28 31 26 28 31 26
Avg Bars in Winners 35 36 34 35 36 34
Avg Bars in Losers 22 27 18 22 27 18
Bars Traded 3261 1777 1484 3261 1777 1484
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 381368 -170024 -278835 -228267 -217746 -761578

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1616500800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843103193,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            392500.7248097542,
            268946.8138469255,
            123553.9109628287,
            302824.8791173678,
            682444.0644307572,
            -379619.1853133893
        ],
        [
            392.500725,
            268.946814,
            123.553911,
            302.824879,
            682.444064,
            -379.619185
        ],
        [
            0.221627,
            0.151862,
            0.069765,
            0.078706,
            0.116231,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111305,
            -65512,
            -86481,
            -813536,
            -440266,
            -840679
        ],
        [
            1.621624,
            1.852447,
            1.391103,
            1.073097,
            1.354695,
            0.828906
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            47.787611,
            48.214286,
            47.368421,
            47.787611,
            48.214286,
            47.368421
        ],
        [
            1.771775,
            1.989665,
            1.54567,
            1.172457,
            1.455043,
            0.921006
        ],
        [
            126081,
            126081,
            72703,
            410486,
            410486,
            336837
        ],
        [
            -45004,
            -37741,
            -45004,
            -340215,
            -228388,
            -340215
        ],
        [
            28,
            31,
            26,
            28,
            31,
            26
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            22,
            27,
            18,
            22,
            27,
            18
        ],
        [
            3261,
            1777,
            1484,
            3261,
            1777,
            1484
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381368,
            -170024,
            -278835,
            -228267,
            -217746,
            -761578
        ]
    ]
}
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": 1616500800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843103193,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)