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Trade: ROSE/USDT/720/HWMA/HL2/9762

Strategy
ROSE/USDT/720/HWMA/HL2/9762
Pair
ROSE_USDT
Interval
12h
Score
304566
Daily Profit
0.155735
Profit Factor
1.285608
Profitability
50.549451
Streak
0.000000
Best Strategy
Training Data Length
1785.000000
Evaluation Time
2025-10-08 17:04
Expiration Time
2025-12-01 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 251806.7048 277986.6151 -26179.9102 -60594.94 141413.8743 -202008.8143
Total P&L (%) 251.8067 277.9866 -26.1799 -60.5949 141.4139 -202.0088
Avg Daily Profit (%) 0.1411 0.1557 -0.0147 -0.0522 0.0494 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180599 -120615 -195525 -158286 -85086 -235547
Profit Factor 1.1262 1.2856 0.9744 0.9537 1.2421 0.7213
Total Trades 546 273 273 546 273 273
Winning Trades 279 138 141 279 138 141
Losing Trades 267 135 132 267 135 132
Profitability (%) 51.0989 50.5495 51.6484 51.0989 50.5495 51.6484
Ratio Avg Win / Avg Loss 1.0778 1.2577 0.9122 0.9127 1.2151 0.6752
Largest Winning Trade 104779 104779 31714 49290 49290 23409
Largest Losing Trade -42595 -42595 -38476 -45583 -31155 -45583
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3564 1774 1790 3564 1774 1790
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 -83126 304566 -579414 -577504 -126005 -579414
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3570,
    "evaluation_days": 1785,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932248687,
    "expiration_time": 1764551520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6608,
            "nc": 0.14013
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            251806.7048415235,
            277986.6150892789,
            -26179.9102477554,
            -60594.9399957011,
            141413.8743344497,
            -202008.8143301507
        ],
        [
            251.806705,
            277.986615,
            -26.17991,
            -60.59494,
            141.413874,
            -202.008814
        ],
        [
            0.141068,
            0.155735,
            -0.014667,
            -0.052159,
            0.049387,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180599,
            -120615,
            -195525,
            -158286,
            -85086,
            -235547
        ],
        [
            1.126221,
            1.285608,
            0.974375,
            0.953704,
            1.242088,
            0.721261
        ],
        [
            546,
            273,
            273,
            546,
            273,
            273
        ],
        [
            279,
            138,
            141,
            279,
            138,
            141
        ],
        [
            267,
            135,
            132,
            267,
            135,
            132
        ],
        [
            51.098901,
            50.549451,
            51.648352,
            51.098901,
            50.549451,
            51.648352
        ],
        [
            1.077782,
            1.25766,
            0.912181,
            0.912685,
            1.215086,
            0.675223
        ],
        [
            104779,
            104779,
            31714,
            49290,
            49290,
            23409
        ],
        [
            -42595,
            -42595,
            -38476,
            -45583,
            -31155,
            -45583
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3564,
            1774,
            1790,
            3564,
            1774,
            1790
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83126,
            304566,
            -579414,
            -577504,
            -126005,
            -579414
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3570,
    "evaluation_days": 1785,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932248687,
    "expiration_time": 1764551520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6608,
            "nc": 0.14013
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)