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Trade: ROSE/USDT/120/MIDPOINT/HMA/3217

Strategy
ROSE/USDT/120/MIDPOINT/HMA/3217
Pair
ROSE_USDT
Interval
2h
Score
533013
Daily Profit
0.247297
Profit Factor
3.578361
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-26 21:53
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 539100.5369 437673.8362 101426.7006 1102569.541 515890.6425 586678.8986
Total P&L (%) 539.1005 437.6738 101.4267 1102.5695 515.8906 586.6789
Avg Daily Profit (%) 0.3046 0.2473 0.0573 0.1406 0.1028 0.1089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64427 -41245 -74328 -1136839 -480862 -655976
Profit Factor 2.2001 3.5784 1.3629 1.5103 1.5798 1.4616
Total Trades 81 40 41 81 40 41
Winning Trades 38 20 18 38 20 18
Losing Trades 43 20 23 43 20 23
Profitability (%) 46.9136 50 43.9024 46.9136 50 43.9024
Ratio Avg Win / Avg Loss 2.4895 3.5784 1.7415 1.709 1.5798 1.8676
Largest Winning Trade 175522 175522 77645 592213 355796 592213
Largest Losing Trade -47779 -21190 -47779 -494943 -187575 -494943
Avg Bars in Trades 254 216 291 254 216 291
Avg Bars in Winners 418 319 528 418 319 528
Avg Bars in Losers 109 114 105 109 114 105
Bars Traded 20632 8679 11953 20632 8679 11953
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 -4359 533013 -117150 -19890 -52431 -47312

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608249600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758912789250,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 143,
            "offset": 202
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 192,
            "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": [
        [
            539100.5368528615,
            437673.8362053382,
            101426.7006475231,
            1102569.5410117537,
            515890.6424594094,
            586678.8985523444
        ],
        [
            539.100537,
            437.673836,
            101.426701,
            1102.569541,
            515.890642,
            586.678899
        ],
        [
            0.304606,
            0.247297,
            0.057309,
            0.140623,
            0.102769,
            0.108923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64427,
            -41245,
            -74328,
            -1136839,
            -480862,
            -655976
        ],
        [
            2.200057,
            3.578361,
            1.362912,
            1.510268,
            1.579815,
            1.461583
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            46.91358,
            50,
            43.902439,
            46.91358,
            50,
            43.902439
        ],
        [
            2.489538,
            3.578361,
            1.741499,
            1.708988,
            1.579815,
            1.867578
        ],
        [
            175522,
            175522,
            77645,
            592213,
            355796,
            592213
        ],
        [
            -47779,
            -21190,
            -47779,
            -494943,
            -187575,
            -494943
        ],
        [
            254,
            216,
            291,
            254,
            216,
            291
        ],
        [
            418,
            319,
            528,
            418,
            319,
            528
        ],
        [
            109,
            114,
            105,
            109,
            114,
            105
        ],
        [
            20632,
            8679,
            11953,
            20632,
            8679,
            11953
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4359,
            533013,
            -117150,
            -19890,
            -52431,
            -47312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608249600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758912789250,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 143,
            "offset": 202
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 192,
            "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)