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Trade: ROSE/USDT/360/ZLMA/SWMA/6964

Strategy
ROSE/USDT/360/ZLMA/SWMA/6964
Pair
ROSE_USDT
Interval
6h
Score
502541
Daily Profit
0.308236
Profit Factor
1.865556
Profitability
49.462366
Streak
49.105253
Best Strategy
Training Data Length
1780.000000
Evaluation Time
2025-10-04 05:31
Expiration Time
2025-11-26 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 548660.8927 473733.3959 74927.4968 332974.0906 1914462.5465 -1581488.4559
Total P&L (%) 548.6609 473.7334 74.9275 332.9741 1914.4625 -1581.4885
Avg Daily Profit (%) 0.3082 0.2661 0.0421 0.0824 0.1688 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144343 -75906 -93611 -2768606 -636301 -2368358
Profit Factor 1.8656 2.9687 1.1905 1.0594 2.1921 0.6044
Total Trades 93 46 47 93 46 47
Winning Trades 46 19 27 46 19 27
Losing Trades 47 27 20 47 27 20
Profitability (%) 49.4624 41.3043 57.4468 49.4624 41.3043 57.4468
Ratio Avg Win / Avg Loss 1.9061 4.2187 0.8819 1.0825 3.115 0.4477
Largest Winning Trade 254700 254700 78269 1048375 1048375 375223
Largest Losing Trade -60268 -33850 -60268 -1829339 -229302 -1829339
Avg Bars in Trades 74 74 73 74 74 73
Avg Bars in Winners 90 96 85 90 96 85
Avg Bars in Losers 58 58 57 58 58 57
Bars Traded 6883 3414 3469 6883 3414 3469
Profit Streak 49.1053 49.1053 74.6053 49.1053 49.1053 74.6053
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502541 399998 -147276 -236688 331104 -578766
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7120,
    "evaluation_days": 1780,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759545093880,
    "expiration_time": 1764149760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 133
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 147,
            "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": [
        [
            548660.8927160165,
            473733.395940221,
            74927.4967757954,
            332974.090627768,
            1914462.5465051886,
            -1581488.4558774212
        ],
        [
            548.660893,
            473.733396,
            74.927497,
            332.974091,
            1914.462547,
            -1581.488456
        ],
        [
            0.308236,
            0.266142,
            0.042094,
            0.082366,
            0.168847,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144343,
            -75906,
            -93611,
            -2768606,
            -636301,
            -2368358
        ],
        [
            1.865556,
            2.968717,
            1.190533,
            1.059425,
            2.192059,
            0.604353
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            49.462366,
            41.304348,
            57.446809,
            49.462366,
            41.304348,
            57.446809
        ],
        [
            1.906112,
            4.218703,
            0.881876,
            1.082456,
            3.115032,
            0.447669
        ],
        [
            254700,
            254700,
            78269,
            1048375,
            1048375,
            375223
        ],
        [
            -60268,
            -33850,
            -60268,
            -1829339,
            -229302,
            -1829339
        ],
        [
            74,
            74,
            73,
            74,
            74,
            73
        ],
        [
            90,
            96,
            85,
            90,
            96,
            85
        ],
        [
            58,
            58,
            57,
            58,
            58,
            57
        ],
        [
            6883,
            3414,
            3469,
            6883,
            3414,
            3469
        ],
        [
            49.105253,
            49.105253,
            74.605253,
            49.105253,
            49.105253,
            74.605253
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502541,
            399998,
            -147276,
            -236688,
            331104,
            -578766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7120,
    "evaluation_days": 1780,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759545093880,
    "expiration_time": 1764149760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 133
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 147,
            "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)