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Trade: ROSE/USDT/240/LINREG/HMA/4418

Strategy
ROSE/USDT/240/LINREG/HMA/4418
Pair
ROSE_USDT
Interval
4h
Score
303230
Daily Profit
0.216072
Profit Factor
1.346950
Profitability
44.021739
Streak
24.422079
Best Strategy
Training Data Length
1775.500000
Evaluation Time
2025-09-29 21:07
Expiration Time
2025-11-22 00:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383636.6938 334927.6309 48709.0629 61042.0392 -133011.5049 194053.544
Total P&L (%) 383.6367 334.9276 48.7091 61.042 -133.0115 194.0535
Avg Daily Profit (%) 0.2161 0.1886 0.0274 0.0268 0 0.0608
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -250805 -104474 -204907 -2367840 -1361206 -1843666
Profit Factor 1.347 1.682 1.0792 1.0099 0.9492 1.0551
Total Trades 184 92 92 184 92 92
Winning Trades 81 39 42 81 39 42
Losing Trades 103 53 50 103 53 50
Profitability (%) 44.0217 42.3913 45.6522 44.0217 42.3913 45.6522
Ratio Avg Win / Avg Loss 1.7128 2.2858 1.2848 1.2842 1.2899 1.256
Largest Winning Trade 96225 96225 52491 696363 343142 696363
Largest Losing Trade -50261 -34291 -50261 -758752 -393540 -758752
Avg Bars in Trades 56 57 56 56 57 56
Avg Bars in Winners 73 70 75 73 70 75
Avg Bars in Losers 43 47 39 43 47 39
Bars Traded 10432 5269 5163 10432 5269 5163
Profit Streak 24.4221 27.4221 0 24.4221 27.4221 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303230 287421 -293028 -368023 -581837 -273723
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10653,
    "evaluation_days": 1775.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607486400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759169267632,
    "expiration_time": 1763763696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 78,
            "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": [
        [
            383636.6938161493,
            334927.6309145252,
            48709.0629016243,
            61042.0391826964,
            -133011.5048569575,
            194053.5440396532
        ],
        [
            383.636694,
            334.927631,
            48.709063,
            61.042039,
            -133.011505,
            194.053544
        ],
        [
            0.216072,
            0.188638,
            0.027434,
            0.026841,
            0,
            0.060767
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -250805,
            -104474,
            -204907,
            -2367840,
            -1361206,
            -1843666
        ],
        [
            1.34695,
            1.68198,
            1.079249,
            1.009942,
            0.949173,
            1.055079
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            103,
            53,
            50,
            103,
            53,
            50
        ],
        [
            44.021739,
            42.391304,
            45.652174,
            44.021739,
            42.391304,
            45.652174
        ],
        [
            1.712788,
            2.285768,
            1.284821,
            1.284247,
            1.289902,
            1.256047
        ],
        [
            96225,
            96225,
            52491,
            696363,
            343142,
            696363
        ],
        [
            -50261,
            -34291,
            -50261,
            -758752,
            -393540,
            -758752
        ],
        [
            56,
            57,
            56,
            56,
            57,
            56
        ],
        [
            73,
            70,
            75,
            73,
            70,
            75
        ],
        [
            43,
            47,
            39,
            43,
            47,
            39
        ],
        [
            10432,
            5269,
            5163,
            10432,
            5269,
            5163
        ],
        [
            24.422079,
            27.422079,
            0,
            24.422079,
            27.422079,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303230,
            287421,
            -293028,
            -368023,
            -581837,
            -273723
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10653,
    "evaluation_days": 1775.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607486400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759169267632,
    "expiration_time": 1763763696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 78,
            "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)