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Trade: ROSE/USDT/360/BBM/ZLMA/7647

Strategy
ROSE/USDT/360/BBM/ZLMA/7647
Pair
ROSE_USDT
Interval
6h
Score
311798
Daily Profit
0.181082
Profit Factor
2.112079
Profitability
42.553191
Streak
0.000000
Best Strategy
Training Data Length
1777.500000
Evaluation Time
2025-10-01 19:49
Expiration Time
2025-11-23 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263994.8337 321874.0699 -57879.2363 -54689.5562 663925.6034 -718615.1596
Total P&L (%) 263.9948 321.8741 -57.8792 -54.6896 663.9256 -718.6152
Avg Daily Profit (%) 0.1485 0.1811 -0.0326 -0.0445 0.1145 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185868 -90005 -164775 -1143290 -411002 -967287
Profit Factor 1.3658 2.1121 0.8661 0.9772 1.8205 0.5467
Total Trades 95 47 48 95 47 48
Winning Trades 41 20 21 41 20 21
Losing Trades 54 27 27 54 27 27
Profitability (%) 43.1579 42.5532 43.75 43.1579 42.5532 43.75
Ratio Avg Win / Avg Loss 1.7988 2.8513 1.1136 1.287 2.4576 0.7029
Largest Winning Trade 205146 205146 69765 673243 673243 239955
Largest Losing Trade -44595 -41664 -44595 -496872 -173997 -496872
Avg Bars in Trades 72 63 80 72 63 80
Avg Bars in Winners 91 81 100 91 81 100
Avg Bars in Losers 57 49 65 57 49 65
Bars Traded 6851 2964 3887 6851 2964 3887
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 158748 311798 -581453 -581518 -39142 -583119
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7110,
    "evaluation_days": 1777.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608336000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759337392610,
    "expiration_time": 1763927280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 4.32182
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "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": [
        [
            263994.8336836177,
            321874.0699338294,
            -57879.2362502117,
            -54689.5562318914,
            663925.6034040595,
            -718615.1596359507
        ],
        [
            263.994834,
            321.87407,
            -57.879236,
            -54.689556,
            663.925603,
            -718.61516
        ],
        [
            0.14852,
            0.181082,
            -0.032562,
            -0.044526,
            0.114456,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185868,
            -90005,
            -164775,
            -1143290,
            -411002,
            -967287
        ],
        [
            1.365764,
            2.112079,
            0.866122,
            0.977161,
            1.820467,
            0.546725
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            43.157895,
            42.553191,
            43.75,
            43.157895,
            42.553191,
            43.75
        ],
        [
            1.798811,
            2.851307,
            1.113585,
            1.286993,
            2.45763,
            0.702933
        ],
        [
            205146,
            205146,
            69765,
            673243,
            673243,
            239955
        ],
        [
            -44595,
            -41664,
            -44595,
            -496872,
            -173997,
            -496872
        ],
        [
            72,
            63,
            80,
            72,
            63,
            80
        ],
        [
            91,
            81,
            100,
            91,
            81,
            100
        ],
        [
            57,
            49,
            65,
            57,
            49,
            65
        ],
        [
            6851,
            2964,
            3887,
            6851,
            2964,
            3887
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            158748,
            311798,
            -581453,
            -581518,
            -39142,
            -583119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7110,
    "evaluation_days": 1777.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608336000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759337392610,
    "expiration_time": 1763927280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 4.32182
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "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)