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Trade: ROSE/USDT/720/SUPERTREND/HWMA/2842

Strategy
ROSE/USDT/720/SUPERTREND/HWMA/2842
Pair
ROSE_USDT
Interval
12h
Score
346041
Daily Profit
0.380646
Profit Factor
2.034641
Profitability
39.423077
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-27 01:18
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 674124.175 589086.9235 85037.2515 885268.3406 598054.6593 287213.6813
Total P&L (%) 674.1242 589.0869 85.0373 885.2683 598.0547 287.2137
Avg Daily Profit (%) 0.3806 0.3326 0.048 0.1293 0.1098 0.0765
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141770 -40939 -139322 -804624 -381044 -561937
Profit Factor 2.0346 3.3383 1.2128 1.3956 1.6893 1.2096
Total Trades 104 52 52 104 52 52
Winning Trades 41 20 21 41 20 21
Losing Trades 63 32 31 63 32 31
Profitability (%) 39.4231 38.4615 40.3846 39.4231 38.4615 40.3846
Ratio Avg Win / Avg Loss 3.1264 5.3413 1.7903 2.1444 2.7029 1.7856
Largest Winning Trade 231890 231890 76891 588546 283418 588546
Largest Losing Trade -57960 -30172 -57960 -226958 -225078 -226958
Avg Bars in Trades 33 25 40 33 25 40
Avg Bars in Winners 62 44 80 62 44 80
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3453 1338 2115 3453 1338 2115
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 346041 -168710 -311916 -22097 -227081 -273995

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925101979,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 24,
            "offset": 0,
            "multiplier": 3.42055
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.94585,
            "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": [
        [
            674124.1750250151,
            589086.9234942455,
            85037.2515307693,
            885268.3405553733,
            598054.6592671631,
            287213.6812882103
        ],
        [
            674.124175,
            589.086923,
            85.037252,
            885.268341,
            598.054659,
            287.213681
        ],
        [
            0.380646,
            0.33263,
            0.048017,
            0.129262,
            0.109779,
            0.076472
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141770,
            -40939,
            -139322,
            -804624,
            -381044,
            -561937
        ],
        [
            2.034641,
            3.338306,
            1.212793,
            1.395573,
            1.689333,
            1.20959
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            39.423077,
            38.461538,
            40.384615,
            39.423077,
            38.461538,
            40.384615
        ],
        [
            3.1264,
            5.34129,
            1.790313,
            2.144416,
            2.702932,
            1.785586
        ],
        [
            231890,
            231890,
            76891,
            588546,
            283418,
            588546
        ],
        [
            -57960,
            -30172,
            -57960,
            -226958,
            -225078,
            -226958
        ],
        [
            33,
            25,
            40,
            33,
            25,
            40
        ],
        [
            62,
            44,
            80,
            62,
            44,
            80
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3453,
            1338,
            2115,
            3453,
            1338,
            2115
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346041,
            -168710,
            -311916,
            -22097,
            -227081,
            -273995
        ]
    ]
}
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": 1606780800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925101979,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 24,
            "offset": 0,
            "multiplier": 3.42055
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.94585,
            "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)