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Trade: ROSE/USDT/240/SINWMA/ZLMA/1781

Strategy
ROSE/USDT/240/SINWMA/ZLMA/1781
Pair
ROSE_USDT
Interval
4h
Score
331688
Daily Profit
0.264464
Profit Factor
3.121640
Profitability
37.209302
Streak
0.000000
Best Strategy
Training Data Length
1774.830000
Evaluation Time
2025-09-29 05:10
Expiration Time
2025-11-21 07:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 549092.7697 469378.0503 79714.7195 619472.5023 342704.3015 276768.2007
Total P&L (%) 549.0928 469.3781 79.7147 619.4725 342.7043 276.7682
Avg Daily Profit (%) 0.3094 0.2645 0.0449 0.1112 0.0839 0.0748
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96459 -44188 -96251 -461981 -303239 -184628
Profit Factor 2.0054 3.1216 1.2453 1.3877 1.4318 1.3442
Total Trades 86 43 43 86 43 43
Winning Trades 32 16 16 32 16 16
Losing Trades 54 27 27 54 27 27
Profitability (%) 37.2093 37.2093 37.2093 37.2093 37.2093 37.2093
Ratio Avg Win / Avg Loss 3.384 5.2678 2.1015 2.3418 2.4162 2.2684
Largest Winning Trade 195000 195000 80021 299393 255833 299393
Largest Losing Trade -52759 -20196 -52759 -144200 -144200 -131018
Avg Bars in Trades 120 105 135 120 105 135
Avg Bars in Winners 236 196 275 236 196 275
Avg Bars in Losers 52 52 53 52 52 53
Bars Traded 10402 4556 5846 10402 4556 5846
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 289393 331688 -136983 -47073 -83917 -96577
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10649,
    "evaluation_days": 1774.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608494400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111831346,
    "expiration_time": 1763704368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "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": [
        [
            549092.7697402497,
            469378.0502553447,
            79714.7194849053,
            619472.5022742916,
            342704.3015447374,
            276768.2007295542
        ],
        [
            549.09277,
            469.37805,
            79.714719,
            619.472502,
            342.704302,
            276.768201
        ],
        [
            0.309378,
            0.264464,
            0.044914,
            0.111247,
            0.083859,
            0.074765
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96459,
            -44188,
            -96251,
            -461981,
            -303239,
            -184628
        ],
        [
            2.005352,
            3.12164,
            1.245324,
            1.387733,
            1.4318,
            1.344233
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            37.209302,
            37.209302,
            37.209302,
            37.209302,
            37.209302,
            37.209302
        ],
        [
            3.384032,
            5.267768,
            2.101485,
            2.341799,
            2.416162,
            2.268393
        ],
        [
            195000,
            195000,
            80021,
            299393,
            255833,
            299393
        ],
        [
            -52759,
            -20196,
            -52759,
            -144200,
            -144200,
            -131018
        ],
        [
            120,
            105,
            135,
            120,
            105,
            135
        ],
        [
            236,
            196,
            275,
            236,
            196,
            275
        ],
        [
            52,
            52,
            53,
            52,
            52,
            53
        ],
        [
            10402,
            4556,
            5846,
            10402,
            4556,
            5846
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            289393,
            331688,
            -136983,
            -47073,
            -83917,
            -96577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10649,
    "evaluation_days": 1774.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608494400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111831346,
    "expiration_time": 1763704368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "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)