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Trade: ROSE/USDT/720/HMA/FWMA/4845

Strategy
ROSE/USDT/720/HMA/FWMA/4845
Pair
ROSE_USDT
Interval
12h
Score
348910
Daily Profit
0.189255
Profit Factor
2.684620
Profitability
42.222222
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 20:10
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 502466.613 335170.5124 167296.1007 1113363.5792 319237.0361 794126.5431
Total P&L (%) 502.4666 335.1705 167.2961 1113.3636 319.237 794.1265
Avg Daily Profit (%) 0.2837 0.1893 0.0945 0.141 0.081 0.1238
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80888 -47125 -90380 -845442 -845442 -283944
Profit Factor 2.0986 2.6846 1.6474 1.4358 1.2119 1.7576
Total Trades 89 45 44 89 45 44
Winning Trades 35 19 16 35 19 16
Losing Trades 54 26 28 54 26 28
Profitability (%) 39.3258 42.2222 36.3636 39.3258 42.2222 36.3636
Ratio Avg Win / Avg Loss 3.2378 3.6737 2.8829 2.2152 1.6584 3.0759
Largest Winning Trade 157599 157599 68592 669362 363819 669362
Largest Losing Trade -47125 -47125 -36347 -845442 -845442 -148762
Avg Bars in Trades 37 39 35 37 39 35
Avg Bars in Winners 74 76 72 74 76 72
Avg Bars in Losers 13 12 13 13 12 13
Bars Traded 3326 1777 1549 3326 1777 1549
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 317888 348910 -68979 -6230 -87157 -29269

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1614859200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906619668,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 130,
            "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": [
        [
            502466.6130484539,
            335170.5123933062,
            167296.1006551476,
            1113363.5792332415,
            319237.0361237088,
            794126.5431095327
        ],
        [
            502.466613,
            335.170512,
            167.296101,
            1113.363579,
            319.237036,
            794.126543
        ],
        [
            0.283719,
            0.189255,
            0.094464,
            0.141036,
            0.080963,
            0.123774
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80888,
            -47125,
            -90380,
            -845442,
            -845442,
            -283944
        ],
        [
            2.09857,
            2.68462,
            1.647372,
            1.435774,
            1.211873,
            1.757628
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            39.325843,
            42.222222,
            36.363636,
            39.325843,
            42.222222,
            36.363636
        ],
        [
            3.237794,
            3.673691,
            2.882902,
            2.215194,
            1.658353,
            3.07585
        ],
        [
            157599,
            157599,
            68592,
            669362,
            363819,
            669362
        ],
        [
            -47125,
            -47125,
            -36347,
            -845442,
            -845442,
            -148762
        ],
        [
            37,
            39,
            35,
            37,
            39,
            35
        ],
        [
            74,
            76,
            72,
            74,
            76,
            72
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            3326,
            1777,
            1549,
            3326,
            1777,
            1549
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317888,
            348910,
            -68979,
            -6230,
            -87157,
            -29269
        ]
    ]
}
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": 1614859200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906619668,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 130,
            "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)