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Trade: ROSE/USDT/120/SWMA/MIDPOINT/4822

Strategy
ROSE/USDT/120/SWMA/MIDPOINT/4822
Pair
ROSE_USDT
Interval
2h
Score
430083
Daily Profit
0.395401
Profit Factor
1.558217
Profitability
41.486068
Streak
11.779024
Best Strategy
Training Data Length
1776.670000
Evaluation Time
2025-10-01 13:41
Expiration Time
2025-12-04 11:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 702497.6839 520239.2586 182258.4253 2311836.188 264160.0193 2047676.1687
Total P&L (%) 702.4977 520.2393 182.2584 2311.8362 264.16 2047.6762
Avg Daily Profit (%) 0.3954 0.2928 0.1026 0.1793 0.0728 0.1728
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158342 -143302 -100542 -11221858 -9315712 -4596018
Profit Factor 1.5582 1.7253 1.3368 1.0463 1.0092 1.0967
Total Trades 323 161 162 323 161 162
Winning Trades 134 60 74 134 60 74
Losing Trades 189 101 88 189 101 88
Profitability (%) 41.4861 37.2671 45.679 41.4861 37.2671 45.679
Ratio Avg Win / Avg Loss 2.1978 2.9043 1.5897 1.4757 1.6988 1.3042
Largest Winning Trade 138963 138963 53500 4627729 4627729 1859089
Largest Losing Trade -33344 -33344 -23645 -2482474 -2482474 -1895078
Avg Bars in Trades 64 78 51 64 78 51
Avg Bars in Winners 93 117 73 93 117 73
Avg Bars in Losers 45 54 33 45 54 33
Bars Traded 20984 12576 8408 20984 12576 8408
Profit Streak 11.779 11.8624 11.779 11.779 11.8624 11.779
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430083 290272 -55368 -162301 -309139 -107094
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21320,
    "evaluation_days": 1776.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607097600000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759315307716,
    "expiration_time": 1764838944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 179,
            "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": [
        [
            702497.683947096,
            520239.2586033812,
            182258.4253437156,
            2311836.188003272,
            264160.0193310152,
            2047676.1686722613
        ],
        [
            702.497684,
            520.239259,
            182.258425,
            2311.836188,
            264.160019,
            2047.676169
        ],
        [
            0.395401,
            0.292817,
            0.102584,
            0.179314,
            0.072771,
            0.172774
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158342,
            -143302,
            -100542,
            -11221858,
            -9315712,
            -4596018
        ],
        [
            1.558217,
            1.725306,
            1.336769,
            1.046272,
            1.009175,
            1.096716
        ],
        [
            323,
            161,
            162,
            323,
            161,
            162
        ],
        [
            134,
            60,
            74,
            134,
            60,
            74
        ],
        [
            189,
            101,
            88,
            189,
            101,
            88
        ],
        [
            41.486068,
            37.267081,
            45.679012,
            41.486068,
            37.267081,
            45.679012
        ],
        [
            2.197784,
            2.904265,
            1.589671,
            1.475712,
            1.698779,
            1.304202
        ],
        [
            138963,
            138963,
            53500,
            4627729,
            4627729,
            1859089
        ],
        [
            -33344,
            -33344,
            -23645,
            -2482474,
            -2482474,
            -1895078
        ],
        [
            64,
            78,
            51,
            64,
            78,
            51
        ],
        [
            93,
            117,
            73,
            93,
            117,
            73
        ],
        [
            45,
            54,
            33,
            45,
            54,
            33
        ],
        [
            20984,
            12576,
            8408,
            20984,
            12576,
            8408
        ],
        [
            11.779024,
            11.862358,
            11.779024,
            11.779024,
            11.862358,
            11.779024
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430083,
            290272,
            -55368,
            -162301,
            -309139,
            -107094
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21320,
    "evaluation_days": 1776.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607097600000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759315307716,
    "expiration_time": 1764838944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 179,
            "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)