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Trade: ROSE/USDT/720/SWMA/SWMA/7146

Strategy
ROSE/USDT/720/SWMA/SWMA/7146
Pair
ROSE_USDT
Interval
12h
Score
319121
Daily Profit
0.179699
Profit Factor
2.552020
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1780.000000
Evaluation Time
2025-10-04 02:46
Expiration Time
2025-11-25 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350239.4845 319864.1435 30375.341 76744.6343 190598.5088 -113853.8744
Total P&L (%) 350.2395 319.8641 30.3753 76.7446 190.5985 -113.8539
Avg Daily Profit (%) 0.1968 0.1797 0.0171 0.032 0.0599 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123281 -44081 -110210 -150838 -57697 -202241
Profit Factor 1.6618 2.552 1.094 1.1123 1.8475 0.7517
Total Trades 68 34 34 68 34 34
Winning Trades 32 14 18 32 14 18
Losing Trades 36 20 16 36 20 16
Profitability (%) 47.0588 41.1765 52.9412 47.0588 41.1765 52.9412
Ratio Avg Win / Avg Loss 1.8696 3.6457 0.9725 1.2513 2.6393 0.6681
Largest Winning Trade 117954 117954 76555 98754 98754 83044
Largest Losing Trade -65092 -24671 -65092 -118778 -47069 -118778
Avg Bars in Trades 51 45 56 51 45 56
Avg Bars in Winners 74 69 77 74 69 77
Avg Bars in Losers 30 29 32 30 29 32
Bars Traded 3470 1557 1913 3470 1557 1913
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 -104180 319121 -291546 -362048 -112816 -580413
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3560,
    "evaluation_days": 1780,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608336000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759535209419,
    "expiration_time": 1764106560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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": [
        [
            350239.4844583205,
            319864.1435029552,
            30375.3409553655,
            76744.634312119,
            190598.5087527887,
            -113853.8744406697
        ],
        [
            350.239484,
            319.864144,
            30.375341,
            76.744634,
            190.598509,
            -113.853874
        ],
        [
            0.196764,
            0.179699,
            0.017065,
            0.032002,
            0.059949,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123281,
            -44081,
            -110210,
            -150838,
            -57697,
            -202241
        ],
        [
            1.661838,
            2.55202,
            1.094013,
            1.112306,
            1.847494,
            0.751658
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            47.058824,
            41.176471,
            52.941176,
            47.058824,
            41.176471,
            52.941176
        ],
        [
            1.869568,
            3.645743,
            0.972456,
            1.251344,
            2.639277,
            0.668141
        ],
        [
            117954,
            117954,
            76555,
            98754,
            98754,
            83044
        ],
        [
            -65092,
            -24671,
            -65092,
            -118778,
            -47069,
            -118778
        ],
        [
            51,
            45,
            56,
            51,
            45,
            56
        ],
        [
            74,
            69,
            77,
            74,
            69,
            77
        ],
        [
            30,
            29,
            32,
            30,
            29,
            32
        ],
        [
            3470,
            1557,
            1913,
            3470,
            1557,
            1913
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104180,
            319121,
            -291546,
            -362048,
            -112816,
            -580413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3560,
    "evaluation_days": 1780,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608336000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759535209419,
    "expiration_time": 1764106560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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)