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Trade: ROSE/USDT/240/SINWMA/ZLMA/2983

Strategy
ROSE/USDT/240/SINWMA/ZLMA/2983
Pair
ROSE_USDT
Interval
4h
Score
351822
Daily Profit
0.199700
Profit Factor
2.292363
Profitability
44.186047
Streak
0.000000
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-25 20:26
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 367360.0636 353534.6041 13825.4595 48896.6534 146129.2194 -97232.5659
Total P&L (%) 367.3601 353.5346 13.8255 48.8967 146.1292 -97.2326
Avg Daily Profit (%) 0.2075 0.1997 0.0078 0.0225 0.0509 -0.2024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138734 -102964 -155618 -131394 -66341 -198597
Profit Factor 1.5598 2.2924 1.0361 1.0802 1.6264 0.7418
Total Trades 87 43 44 87 43 44
Winning Trades 37 19 18 37 19 18
Losing Trades 50 24 26 50 24 26
Profitability (%) 42.5287 44.186 40.9091 42.5287 44.186 40.9091
Ratio Avg Win / Avg Loss 2.1078 2.8956 1.4966 1.4597 2.0545 1.0716
Largest Winning Trade 158409 158409 80049 63276 63276 62211
Largest Losing Trade -52759 -35077 -52759 -53024 -30117 -53024
Avg Bars in Trades 118 107 129 118 107 129
Avg Bars in Winners 199 174 225 199 174 225
Avg Bars in Losers 58 54 62 58 54 62
Bars Traded 10317 4634 5683 10317 4634 5683
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 280601 351822 -413424 -299265 -124083 -582588

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": 1607788800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821200744,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 76,
            "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": [
        [
            367360.063639928,
            353534.6041421345,
            13825.4594977935,
            48896.6534417822,
            146129.219356393,
            -97232.565914611
        ],
        [
            367.360064,
            353.534604,
            13.825459,
            48.896653,
            146.129219,
            -97.232566
        ],
        [
            0.207509,
            0.1997,
            0.00781,
            0.022489,
            0.05089,
            -0.202427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138734,
            -102964,
            -155618,
            -131394,
            -66341,
            -198597
        ],
        [
            1.559761,
            2.292363,
            1.036124,
            1.08017,
            1.626442,
            0.741847
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            42.528736,
            44.186047,
            40.909091,
            42.528736,
            44.186047,
            40.909091
        ],
        [
            2.107785,
            2.895617,
            1.496623,
            1.459689,
            2.054453,
            1.071556
        ],
        [
            158409,
            158409,
            80049,
            63276,
            63276,
            62211
        ],
        [
            -52759,
            -35077,
            -52759,
            -53024,
            -30117,
            -53024
        ],
        [
            118,
            107,
            129,
            118,
            107,
            129
        ],
        [
            199,
            174,
            225,
            199,
            174,
            225
        ],
        [
            58,
            54,
            62,
            58,
            54,
            62
        ],
        [
            10317,
            4634,
            5683,
            10317,
            4634,
            5683
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            280601,
            351822,
            -413424,
            -299265,
            -124083,
            -582588
        ]
    ]
}
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": 1607788800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821200744,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 76,
            "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)