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Trade: ROSE/USDT/480/KCB/HWMA/8675

Strategy
ROSE/USDT/480/KCB/HWMA/8675
Pair
ROSE_USDT
Interval
8h
Score
324073
Daily Profit
0.222228
Profit Factor
1.382187
Profitability
42.690058
Streak
64.551832
Best Strategy
Training Data Length
1772.330000
Evaluation Time
2025-09-26 16:14
Expiration Time
2025-11-18 14:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393861.3769 367251.8422 26609.5347 64304.1631 342080.1605 -277775.9974
Total P&L (%) 393.8614 367.2518 26.6095 64.3042 342.0802 -277.776
Avg Daily Profit (%) 0.2222 0.2072 0.015 0.028 0.0839 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110238 -85936 -97930 -504957 -315048 -416926
Profit Factor 1.3822 1.7527 1.049 1.0239 1.3072 0.8241
Total Trades 171 86 85 171 86 85
Winning Trades 73 35 38 73 35 38
Losing Trades 98 51 47 98 51 47
Profitability (%) 42.6901 40.6977 44.7059 42.6901 40.6977 44.7059
Ratio Avg Win / Avg Loss 1.8555 2.554 1.2975 1.3745 1.9048 1.0193
Largest Winning Trade 102318 102318 69833 247812 145423 247812
Largest Losing Trade -62640 -25852 -62640 -287116 -94968 -287116
Avg Bars in Trades 30 30 30 30 30 30
Avg Bars in Winners 43 45 41 43 45 41
Avg Bars in Losers 21 20 21 21 20 21
Bars Traded 5258 2665 2593 5258 2665 2593
Profit Streak 64.5518 64.5518 77.8852 64.5518 64.5518 77.8852
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324073 289313 -344208 -350592 -82672 -580533

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5317,
    "evaluation_days": 1772.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758892478306,
    "expiration_time": 1763467488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 12,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            393861.3768925572,
            367251.842216144,
            26609.5346764129,
            64304.1630624388,
            342080.1604911376,
            -277775.9974286985
        ],
        [
            393.861377,
            367.251842,
            26.609535,
            64.304163,
            342.08016,
            -277.775997
        ],
        [
            0.222228,
            0.207214,
            0.015014,
            0.028021,
            0.083898,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110238,
            -85936,
            -97930,
            -504957,
            -315048,
            -416926
        ],
        [
            1.382187,
            1.752718,
            1.049037,
            1.023878,
            1.307186,
            0.82413
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            98,
            51,
            47,
            98,
            51,
            47
        ],
        [
            42.690058,
            40.697674,
            44.705882,
            42.690058,
            40.697674,
            44.705882
        ],
        [
            1.855539,
            2.553961,
            1.297493,
            1.374521,
            1.904757,
            1.019319
        ],
        [
            102318,
            102318,
            69833,
            247812,
            145423,
            247812
        ],
        [
            -62640,
            -25852,
            -62640,
            -287116,
            -94968,
            -287116
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            43,
            45,
            41,
            43,
            45,
            41
        ],
        [
            21,
            20,
            21,
            21,
            20,
            21
        ],
        [
            5258,
            2665,
            2593,
            5258,
            2665,
            2593
        ],
        [
            64.551832,
            64.551832,
            77.885165,
            64.551832,
            64.551832,
            77.885166
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324073,
            289313,
            -344208,
            -350592,
            -82672,
            -580533
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5317,
    "evaluation_days": 1772.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758892478306,
    "expiration_time": 1763467488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 12,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)