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Trade: ROSE/USDT/240/LINREG/ZLMA/1062

Strategy
ROSE/USDT/240/LINREG/ZLMA/1062
Pair
ROSE_USDT
Interval
4h
Score
524073
Daily Profit
0.379464
Profit Factor
1.776140
Profitability
51.923077
Streak
21.308421
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-25 18:24
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671776.844 496093.0846 175683.7593 2736947.3861 1864490.9376 872456.4485
Total P&L (%) 671.7768 496.0931 175.6838 2736.9474 1864.4909 872.4564
Avg Daily Profit (%) 0.3795 0.2802 0.0992 0.1891 0.1683 0.1286
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94571 -74850 -69035 -4177570 -2550838 -2798419
Profit Factor 1.7761 2.2551 1.3736 1.1634 1.2302 1.1008
Total Trades 156 78 78 156 78 78
Winning Trades 81 39 42 81 39 42
Losing Trades 75 39 36 75 39 36
Profitability (%) 51.9231 50 53.8462 51.9231 50 53.8462
Ratio Avg Win / Avg Loss 1.6446 2.2551 1.1774 1.0772 1.2302 0.9436
Largest Winning Trade 110323 110323 59615 1255486 1049137 1255486
Largest Losing Trade -40715 -37889 -40715 -2561132 -912819 -2561132
Avg Bars in Trades 66 67 66 66 67 66
Avg Bars in Winners 78 78 79 78 78 79
Avg Bars in Losers 54 56 51 54 56 51
Bars Traded 10433 5250 5182 10433 5250 5182
Profit Streak 21.3084 22.4751 0 21.3084 22.4751 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 524073 -21310 -93914 -31232 -26485 -166182

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607846400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813847552,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 117,
            "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": [
        [
            671776.8439899386,
            496093.0846494681,
            175683.7593404702,
            2736947.3861120543,
            1864490.9376234375,
            872456.4484886155
        ],
        [
            671.776844,
            496.093085,
            175.683759,
            2736.947386,
            1864.490938,
            872.456448
        ],
        [
            0.379464,
            0.280226,
            0.099238,
            0.189144,
            0.168349,
            0.12857
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94571,
            -74850,
            -69035,
            -4177570,
            -2550838,
            -2798419
        ],
        [
            1.77614,
            2.255087,
            1.373581,
            1.163393,
            1.230196,
            1.100849
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            51.923077,
            50,
            53.846154,
            51.923077,
            50,
            53.846154
        ],
        [
            1.644574,
            2.255087,
            1.177355,
            1.077216,
            1.230196,
            0.943585
        ],
        [
            110323,
            110323,
            59615,
            1255486,
            1049137,
            1255486
        ],
        [
            -40715,
            -37889,
            -40715,
            -2561132,
            -912819,
            -2561132
        ],
        [
            66,
            67,
            66,
            66,
            67,
            66
        ],
        [
            78,
            78,
            79,
            78,
            78,
            79
        ],
        [
            54,
            56,
            51,
            54,
            56,
            51
        ],
        [
            10433,
            5250,
            5182,
            10433,
            5250,
            5182
        ],
        [
            21.308421,
            22.475087,
            0,
            21.308421,
            22.475087,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524073,
            -21310,
            -93914,
            -31232,
            -26485,
            -166182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607846400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813847552,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 117,
            "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)