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Trade: ROSE/USDT/120/SWMA/HILO/5869

Strategy
ROSE/USDT/120/SWMA/HILO/5869
Pair
ROSE_USDT
Interval
2h
Score
334018
Daily Profit
0.220862
Profit Factor
1.391661
Profitability
43.122677
Streak
35.681633
Best Strategy
Training Data Length
1774.170000
Evaluation Time
2025-09-29 01:21
Expiration Time
2025-12-01 20:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391846.5547 323129.7986 68716.7561 255365.4005 170794.6583 84570.7423
Total P&L (%) 391.8466 323.1298 68.7168 255.3654 170.7947 84.5707
Avg Daily Profit (%) 0.2209 0.1821 0.0387 0.0715 0.0562 0.0346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87498 -57420 -119341 -232652 -240718 -210043
Profit Factor 1.3917 1.6874 1.1296 1.1068 1.1477 1.0685
Total Trades 269 135 134 269 135 134
Winning Trades 116 55 61 116 55 61
Losing Trades 153 80 73 153 80 73
Profitability (%) 43.1227 40.7407 45.5224 43.1227 40.7407 45.5224
Ratio Avg Win / Avg Loss 1.8356 2.4544 1.3518 1.4598 1.6694 1.2786
Largest Winning Trade 113265 113265 65982 138179 138179 111404
Largest Losing Trade -41385 -21419 -41385 -106441 -69265 -106441
Avg Bars in Trades 78 71 84 78 71 84
Avg Bars in Winners 119 114 124 119 114 124
Avg Bars in Losers 46 42 51 46 42 51
Bars Traded 21019 9666 11353 21019 9666 11353
Profit Streak 35.6816 35.6816 42.3483 35.6816 35.6816 42.3483
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334018 266799 -220214 -200836 -178103 -292921
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21290,
    "evaluation_days": 1774.17,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606982400000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759098093121,
    "expiration_time": 1764615168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            391846.5547471705,
            323129.7986137276,
            68716.7561334432,
            255365.4005498313,
            170794.6582701775,
            84570.7422796539
        ],
        [
            391.846555,
            323.129799,
            68.716756,
            255.365401,
            170.794658,
            84.570742
        ],
        [
            0.220862,
            0.18213,
            0.038732,
            0.071494,
            0.056165,
            0.03455
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87498,
            -57420,
            -119341,
            -232652,
            -240718,
            -210043
        ],
        [
            1.391661,
            1.687387,
            1.129559,
            1.106771,
            1.147715,
            1.068453
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            116,
            55,
            61,
            116,
            55,
            61
        ],
        [
            153,
            80,
            73,
            153,
            80,
            73
        ],
        [
            43.122677,
            40.740741,
            45.522388,
            43.122677,
            40.740741,
            45.522388
        ],
        [
            1.835553,
            2.454381,
            1.351767,
            1.459793,
            1.669404,
            1.27864
        ],
        [
            113265,
            113265,
            65982,
            138179,
            138179,
            111404
        ],
        [
            -41385,
            -21419,
            -41385,
            -106441,
            -69265,
            -106441
        ],
        [
            78,
            71,
            84,
            78,
            71,
            84
        ],
        [
            119,
            114,
            124,
            119,
            114,
            124
        ],
        [
            46,
            42,
            51,
            46,
            42,
            51
        ],
        [
            21019,
            9666,
            11353,
            21019,
            9666,
            11353
        ],
        [
            35.681633,
            35.681633,
            42.3483,
            35.681633,
            35.681633,
            42.3483
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334018,
            266799,
            -220214,
            -200836,
            -178103,
            -292921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21290,
    "evaluation_days": 1774.17,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606982400000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759098093121,
    "expiration_time": 1764615168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)