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Trade: ROSE/USDT/720/HILO/HWMA/8121

Strategy
ROSE/USDT/720/HILO/HWMA/8121
Pair
ROSE_USDT
Interval
12h
Score
332438
Daily Profit
0.215508
Profit Factor
1.445098
Profitability
43.137255
Streak
38.547314
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-27 04:08
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381665.0961 315812.9355 65852.1606 225716.7033 202465.4107 23251.2925
Total P&L (%) 381.6651 315.8129 65.8522 225.7167 202.4654 23.2513
Avg Daily Profit (%) 0.2155 0.1783 0.0372 0.0667 0.0625 0.0118
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98863 -83605 -113297 -214281 -243959 -179712
Profit Factor 1.4451 1.8066 1.1413 1.1355 1.2508 1.0271
Total Trades 153 77 76 153 77 76
Winning Trades 66 30 36 66 30 36
Losing Trades 87 47 40 87 47 40
Profitability (%) 43.1373 38.961 47.3684 43.1373 38.961 47.3684
Ratio Avg Win / Avg Loss 1.9049 2.8303 1.2681 1.4968 1.9596 1.1412
Largest Winning Trade 116275 116275 66090 100996 83568 100996
Largest Losing Trade -44412 -22794 -44412 -121839 -74014 -121839
Avg Bars in Trades 22 23 22 22 23 22
Avg Bars in Winners 35 36 34 35 36 34
Avg Bars in Losers 13 15 11 13 15 11
Bars Traded 3505 1805 1700 3505 1805 1700
Profit Streak 38.5473 38.5473 140.5473 38.5473 38.5473 140.5473
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332438 -34564 -257389 -175969 -153985 -421353
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935287967,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "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": [
        [
            381665.0960767471,
            315812.9354593672,
            65852.1606173799,
            225716.7032505272,
            202465.4107066346,
            23251.2925438926
        ],
        [
            381.665096,
            315.812935,
            65.852161,
            225.716703,
            202.465411,
            23.251293
        ],
        [
            0.215508,
            0.178325,
            0.037184,
            0.0667,
            0.062515,
            0.011805
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98863,
            -83605,
            -113297,
            -214281,
            -243959,
            -179712
        ],
        [
            1.445098,
            1.806591,
            1.14133,
            1.135483,
            1.250809,
            1.027075
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            87,
            47,
            40,
            87,
            47,
            40
        ],
        [
            43.137255,
            38.961039,
            47.368421,
            43.137255,
            38.961039,
            47.368421
        ],
        [
            1.904901,
            2.830327,
            1.268144,
            1.496773,
            1.959601,
            1.141195
        ],
        [
            116275,
            116275,
            66090,
            100996,
            83568,
            100996
        ],
        [
            -44412,
            -22794,
            -44412,
            -121839,
            -74014,
            -121839
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            13,
            15,
            11,
            13,
            15,
            11
        ],
        [
            3505,
            1805,
            1700,
            3505,
            1805,
            1700
        ],
        [
            38.547314,
            38.547314,
            140.547314,
            38.547314,
            38.547314,
            140.547314
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332438,
            -34564,
            -257389,
            -175969,
            -153985,
            -421353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935287967,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "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)