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Trade: ROSE/USDT/240/SWMA/HILO/6268

Strategy
ROSE/USDT/240/SWMA/HILO/6268
Pair
ROSE_USDT
Interval
4h
Score
327786
Daily Profit
0.233679
Profit Factor
1.560763
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-27 11:24
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413688.9011 353274.6501 60414.251 248437.3171 241862.9839 6574.3331
Total P&L (%) 413.6889 353.2747 60.4143 248.4373 241.863 6.5743
Avg Daily Profit (%) 0.2337 0.1996 0.0341 0.0705 0.0695 0.0036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112307 -76585 -125575 -219209 -177356 -244480
Profit Factor 1.5608 2.1162 1.1434 1.1536 1.354 1.007
Total Trades 160 80 80 160 80 80
Winning Trades 70 34 36 70 34 36
Losing Trades 90 46 44 90 46 44
Profitability (%) 43.75 42.5 45 43.75 42.5 45
Ratio Avg Win / Avg Loss 2.0067 2.863 1.3975 1.4833 1.8319 1.2308
Largest Winning Trade 141507 141507 74940 197962 130557 197962
Largest Losing Trade -46285 -31056 -46285 -152561 -76283 -152561
Avg Bars in Trades 65 55 74 65 55 74
Avg Bars in Winners 105 95 115 105 95 115
Avg Bars in Losers 33 26 40 33 26 40
Bars Traded 10402 4448 5954 10402 4448 5954
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 327786 -10733 -232101 -151873 -121042 -587973
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961496105,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "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": [
        [
            413688.9011124219,
            353274.6501335511,
            60414.2509788708,
            248437.3170533048,
            241862.9839477275,
            6574.3331055773
        ],
        [
            413.688901,
            353.27465,
            60.414251,
            248.437317,
            241.862984,
            6.574333
        ],
        [
            0.233679,
            0.199553,
            0.034126,
            0.070536,
            0.06946,
            0.003597
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112307,
            -76585,
            -125575,
            -219209,
            -177356,
            -244480
        ],
        [
            1.560763,
            2.116152,
            1.143429,
            1.15364,
            1.354021,
            1.00704
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            43.75,
            42.5,
            45,
            43.75,
            42.5,
            45
        ],
        [
            2.006696,
            2.863029,
            1.397525,
            1.483252,
            1.83191,
            1.230827
        ],
        [
            141507,
            141507,
            74940,
            197962,
            130557,
            197962
        ],
        [
            -46285,
            -31056,
            -46285,
            -152561,
            -76283,
            -152561
        ],
        [
            65,
            55,
            74,
            65,
            55,
            74
        ],
        [
            105,
            95,
            115,
            105,
            95,
            115
        ],
        [
            33,
            26,
            40,
            33,
            26,
            40
        ],
        [
            10402,
            4448,
            5954,
            10402,
            4448,
            5954
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327786,
            -10733,
            -232101,
            -151873,
            -121042,
            -587973
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961496105,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "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)