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Trade: ROSE/USDT/120/BBL/ZLMA/4737

Strategy
ROSE/USDT/120/BBL/ZLMA/4737
Pair
ROSE_USDT
Interval
2h
Score
400733
Daily Profit
0.240832
Profit Factor
1.987175
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-26 10:55
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437731.12 426231.162 11499.958 -24265.4785 -220923.1647 196657.6862
Total P&L (%) 437.7311 426.2312 11.5 -24.2655 -220.9232 196.6577
Avg Daily Profit (%) 0.2473 0.2408 0.0065 -0.0157 0 0.0615
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190086 -154596 -62021 -2036694 -1848671 -224106
Profit Factor 1.8139 1.9872 1.1085 0.9931 0.9282 1.4627
Total Trades 67 33 34 67 33 34
Winning Trades 37 16 21 37 16 21
Losing Trades 30 17 13 30 17 13
Profitability (%) 55.2239 48.4848 61.7647 55.2239 48.4848 61.7647
Ratio Avg Win / Avg Loss 1.4708 2.1114 0.6862 0.8052 0.9862 0.9055
Largest Winning Trade 296289 296289 13412 808991 808991 242972
Largest Losing Trade -75031 -75031 -24832 -1204429 -1204429 -171883
Avg Bars in Trades 311 606 25 311 606 25
Avg Bars in Winners 232 502 26 232 502 26
Avg Bars in Losers 408 703 23 408 703 23
Bars Traded 20861 20007 854 20861 20007 854
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 -109967 400733 -404361 -701100 -581392 -109662

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607752800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758873323322,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 4.51121
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "offset": 119
        }
    }
}
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": [
        [
            437731.1200312622,
            426231.1619819502,
            11499.9580493117,
            -24265.4784502573,
            -220923.1646563465,
            196657.6862060893
        ],
        [
            437.73112,
            426.231162,
            11.499958,
            -24.265478,
            -220.923165,
            196.657686
        ],
        [
            0.247329,
            0.240832,
            0.006498,
            -0.015703,
            0,
            0.06146
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190086,
            -154596,
            -62021,
            -2036694,
            -1848671,
            -224106
        ],
        [
            1.813925,
            1.987175,
            1.108456,
            0.993067,
            0.928154,
            1.462735
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            55.223881,
            48.484848,
            61.764706,
            55.223881,
            48.484848,
            61.764706
        ],
        [
            1.47075,
            2.111373,
            0.686187,
            0.805189,
            0.986164,
            0.905503
        ],
        [
            296289,
            296289,
            13412,
            808991,
            808991,
            242972
        ],
        [
            -75031,
            -75031,
            -24832,
            -1204429,
            -1204429,
            -171883
        ],
        [
            311,
            606,
            25,
            311,
            606,
            25
        ],
        [
            232,
            502,
            26,
            232,
            502,
            26
        ],
        [
            408,
            703,
            23,
            408,
            703,
            23
        ],
        [
            20861,
            20007,
            854,
            20861,
            20007,
            854
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109967,
            400733,
            -404361,
            -701100,
            -581392,
            -109662
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607752800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758873323322,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 4.51121
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "offset": 119
        }
    }
}

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)