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Trade: ROSE/USDT/240/SWMA/HILO/5052

Strategy
ROSE/USDT/240/SWMA/HILO/5052
Pair
ROSE_USDT
Interval
4h
Score
425130
Daily Profit
0.320147
Profit Factor
2.050519
Profitability
46.296296
Streak
0.000000
Best Strategy
Training Data Length
1778.330000
Evaluation Time
2025-10-02 17:13
Expiration Time
2025-11-24 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569327.7378 470322.9376 99004.8001 964175.5021 556319.9912 407855.5109
Total P&L (%) 569.3277 470.3229 99.0048 964.1755 556.32 407.8555
Avg Daily Profit (%) 0.3201 0.2645 0.0557 0.1331 0.1059 0.0914
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95957 -57634 -84373 -764820 -490289 -378146
Profit Factor 2.0505 3.203 1.3014 1.3234 1.4373 1.2387
Total Trades 108 54 54 108 54 54
Winning Trades 50 25 25 50 25 25
Losing Trades 58 29 29 58 29 29
Profitability (%) 46.2963 46.2963 46.2963 46.2963 46.2963 46.2963
Ratio Avg Win / Avg Loss 2.3786 3.7155 1.5097 1.5352 1.6672 1.4369
Largest Winning Trade 196139 196139 77551 598398 385733 598398
Largest Losing Trade -47706 -21279 -47706 -296921 -245069 -296921
Avg Bars in Trades 96 81 111 96 81 111
Avg Bars in Winners 157 121 194 157 121 194
Avg Bars in Losers 43 47 39 43 47 39
Bars Traded 10398 4397 6001 10398 4397 6001
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 425130 -167201 -298867 -14783 -230710 -252698
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10670,
    "evaluation_days": 1778.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609041600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759414434119,
    "expiration_time": 1764015840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            569327.737759207,
            470322.9376274645,
            99004.8001317426,
            964175.5020982958,
            556319.9912432124,
            407855.5108550835
        ],
        [
            569.327738,
            470.322938,
            99.0048,
            964.175502,
            556.319991,
            407.855511
        ],
        [
            0.320147,
            0.264475,
            0.055673,
            0.133066,
            0.105856,
            0.091421
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95957,
            -57634,
            -84373,
            -764820,
            -490289,
            -378146
        ],
        [
            2.050519,
            3.20302,
            1.301422,
            1.323432,
            1.43726,
            1.23868
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            46.296296,
            46.296296,
            46.296296,
            46.296296,
            46.296296,
            46.296296
        ],
        [
            2.378603,
            3.715503,
            1.50965,
            1.535181,
            1.667222,
            1.436869
        ],
        [
            196139,
            196139,
            77551,
            598398,
            385733,
            598398
        ],
        [
            -47706,
            -21279,
            -47706,
            -296921,
            -245069,
            -296921
        ],
        [
            96,
            81,
            111,
            96,
            81,
            111
        ],
        [
            157,
            121,
            194,
            157,
            121,
            194
        ],
        [
            43,
            47,
            39,
            43,
            47,
            39
        ],
        [
            10398,
            4397,
            6001,
            10398,
            4397,
            6001
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425130,
            -167201,
            -298867,
            -14783,
            -230710,
            -252698
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10670,
    "evaluation_days": 1778.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609041600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759414434119,
    "expiration_time": 1764015840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)