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Trade: ROSE/USDT/720/PSAR/ZLMA/4776

Strategy
ROSE/USDT/720/PSAR/ZLMA/4776
Pair
ROSE_USDT
Interval
12h
Score
313515
Daily Profit
0.191375
Profit Factor
1.537538
Profitability
46.031746
Streak
0.000000
Best Strategy
Training Data Length
1785.000000
Evaluation Time
2025-10-09 03:58
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 364955.7382 341603.7071 23352.0311 -15385.5418 80085.9105 -95471.4523
Total P&L (%) 364.9557 341.6037 23.352 -15.3855 80.0859 -95.4715
Avg Daily Profit (%) 0.2045 0.1914 0.0131 -0.0094 0.033 -0.1732
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128445 -121631 -137618 -262790 -225036 -224447
Profit Factor 1.2778 1.5375 1.0344 0.9908 1.0952 0.8848
Total Trades 252 126 126 252 126 126
Winning Trades 122 58 64 122 58 64
Losing Trades 130 68 62 130 68 62
Profitability (%) 48.4127 46.0317 50.7937 48.4127 46.0317 50.7937
Ratio Avg Win / Avg Loss 1.3616 1.8026 1.0021 1.0558 1.284 0.8571
Largest Winning Trade 167601 167601 38930 166346 166346 59842
Largest Losing Trade -51803 -51803 -50119 -104827 -99911 -104827
Avg Bars in Trades 13 11 15 13 11 15
Avg Bars in Winners 15 12 18 15 12 18
Avg Bars in Losers 11 10 13 11 10 13
Bars Traded 3462 1459 2003 3462 1459 2003
Profit Streak 0 0 47.5409 0 0 47.5409
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309118 313515 -361509 -578132 -266158 -579628
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3570,
    "evaluation_days": 1785,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609027200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759971534657,
    "expiration_time": 1764551520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "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": [
        [
            364955.7382027901,
            341603.7070564603,
            23352.0311463298,
            -15385.5418399487,
            80085.9104634424,
            -95471.4523033911
        ],
        [
            364.955738,
            341.603707,
            23.352031,
            -15.385542,
            80.08591,
            -95.471452
        ],
        [
            0.204457,
            0.191375,
            0.013082,
            -0.009359,
            0.032961,
            -0.173226
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128445,
            -121631,
            -137618,
            -262790,
            -225036,
            -224447
        ],
        [
            1.277848,
            1.537538,
            1.034442,
            0.990785,
            1.095193,
            0.884751
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            122,
            58,
            64,
            122,
            58,
            64
        ],
        [
            130,
            68,
            62,
            130,
            68,
            62
        ],
        [
            48.412698,
            46.031746,
            50.793651,
            48.412698,
            46.031746,
            50.793651
        ],
        [
            1.361642,
            1.802631,
            1.002116,
            1.055755,
            1.284019,
            0.857102
        ],
        [
            167601,
            167601,
            38930,
            166346,
            166346,
            59842
        ],
        [
            -51803,
            -51803,
            -50119,
            -104827,
            -99911,
            -104827
        ],
        [
            13,
            11,
            15,
            13,
            11,
            15
        ],
        [
            15,
            12,
            18,
            15,
            12,
            18
        ],
        [
            11,
            10,
            13,
            11,
            10,
            13
        ],
        [
            3462,
            1459,
            2003,
            3462,
            1459,
            2003
        ],
        [
            0,
            0,
            47.54091,
            0,
            0,
            47.54091
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309118,
            313515,
            -361509,
            -578132,
            -266158,
            -579628
        ]
    ]
}
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": 1609027200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759971534657,
    "expiration_time": 1764551520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "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)