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Trade: ROSE/USDT/120/HMA/KCU/7653

Strategy
ROSE/USDT/120/HMA/KCU/7653
Pair
ROSE_USDT
Interval
2h
Score
338750
Daily Profit
0.194157
Profit Factor
1.441266
Profitability
54.198473
Streak
0.000000
Best Strategy
Training Data Length
1773.670000
Evaluation Time
2025-09-28 13:59
Expiration Time
2025-12-01 08:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344371.1986 339556.3441 4814.8545 -47766.0874 34292.498 -82058.5853
Total P&L (%) 344.3712 339.5563 4.8149 -47.7661 34.2925 -82.0586
Avg Daily Profit (%) 0.1942 0.1914 0.0027 -0.0366 0.0166 -0.0968
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129218 -125817 -52980 -1118114 -969334 -242486
Profit Factor 1.4413 1.5475 1.03 0.9812 1.0162 0.8058
Total Trades 131 65 66 131 65 66
Winning Trades 71 36 35 71 36 35
Losing Trades 60 29 31 60 29 31
Profitability (%) 54.1985 55.3846 53.0303 54.1985 55.3846 53.0303
Ratio Avg Win / Avg Loss 1.218 1.2466 0.9123 0.8291 0.8186 0.7137
Largest Winning Trade 107420 107420 13279 595838 595838 71801
Largest Losing Trade -77636 -77636 -14169 -522821 -522821 -127504
Avg Bars in Trades 155 284 29 155 284 29
Avg Bars in Winners 87 142 30 87 142 30
Avg Bars in Losers 236 460 27 236 460 27
Bars Traded 20395 18462 1933 20395 18462 1933
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 338750 -121837 -667617 -579886 -508685 -704287
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21284,
    "evaluation_days": 1773.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606600800000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759057175406,
    "expiration_time": 1764570412800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 57,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            344371.1986311592,
            339556.3441222179,
            4814.8545089412,
            -47766.0873877992,
            34292.4979615114,
            -82058.5853493106
        ],
        [
            344.371199,
            339.556344,
            4.814855,
            -47.766087,
            34.292498,
            -82.058585
        ],
        [
            0.194157,
            0.191443,
            0.002715,
            -0.036609,
            0.016625,
            -0.096818
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129218,
            -125817,
            -52980,
            -1118114,
            -969334,
            -242486
        ],
        [
            1.441266,
            1.547526,
            1.030046,
            0.981156,
            1.016236,
            0.805842
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            54.198473,
            55.384615,
            53.030303,
            54.198473,
            55.384615,
            53.030303
        ],
        [
            1.217971,
            1.246618,
            0.912326,
            0.829146,
            0.818634,
            0.713746
        ],
        [
            107420,
            107420,
            13279,
            595838,
            595838,
            71801
        ],
        [
            -77636,
            -77636,
            -14169,
            -522821,
            -522821,
            -127504
        ],
        [
            155,
            284,
            29,
            155,
            284,
            29
        ],
        [
            87,
            142,
            30,
            87,
            142,
            30
        ],
        [
            236,
            460,
            27,
            236,
            460,
            27
        ],
        [
            20395,
            18462,
            1933,
            20395,
            18462,
            1933
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338750,
            -121837,
            -667617,
            -579886,
            -508685,
            -704287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21284,
    "evaluation_days": 1773.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606600800000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759057175406,
    "expiration_time": 1764570412800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 57,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)