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Trade: ROSE/USDT/240/ZLMA/SINWMA/2771

Strategy
ROSE/USDT/240/ZLMA/SINWMA/2771
Pair
ROSE_USDT
Interval
4h
Score
352682
Daily Profit
0.277963
Profit Factor
1.475519
Profitability
42.533937
Streak
38.396352
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-26 00:30
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 492086.434 383028.5505 109057.8835 711620.1993 464183.4232 247436.7761
Total P&L (%) 492.0864 383.0286 109.0579 711.6202 464.1834 247.4368
Avg Daily Profit (%) 0.278 0.2164 0.0616 0.1183 0.0978 0.0704
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79593 -83368 -84807 -340140 -334507 -289620
Profit Factor 1.4755 1.7729 1.2022 1.2263 1.2955 1.1573
Total Trades 221 111 110 221 111 110
Winning Trades 94 48 46 94 48 46
Losing Trades 127 63 64 127 63 64
Profitability (%) 42.5339 43.2432 41.8182 42.5339 43.2432 41.8182
Ratio Avg Win / Avg Loss 1.9935 2.3269 1.6727 1.6569 1.7003 1.6102
Largest Winning Trade 91206 91206 60999 156310 156310 139549
Largest Losing Trade -40547 -28226 -40547 -126569 -103964 -126569
Avg Bars in Trades 46 52 41 46 52 41
Avg Bars in Winners 71 72 71 71 72 71
Avg Bars in Losers 28 36 19 28 36 19
Bars Traded 10318 5797 4521 10318 5797 4521
Profit Streak 38.3964 38.3964 39.563 38.3964 38.3964 39.563
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352682 316156 -112967 -34609 -63605 -148245

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": 1608076800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758835844840,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 9,
            "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": [
        [
            492086.4339941695,
            383028.5504637415,
            109057.8835304281,
            711620.1993084147,
            464183.4232453983,
            247436.7760630162
        ],
        [
            492.086434,
            383.02855,
            109.057884,
            711.620199,
            464.183423,
            247.436776
        ],
        [
            0.277963,
            0.21636,
            0.061603,
            0.118345,
            0.097781,
            0.070374
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79593,
            -83368,
            -84807,
            -340140,
            -334507,
            -289620
        ],
        [
            1.475519,
            1.772901,
            1.202233,
            1.226341,
            1.295452,
            1.15731
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            42.533937,
            43.243243,
            41.818182,
            42.533937,
            43.243243,
            41.818182
        ],
        [
            1.99352,
            2.326933,
            1.672672,
            1.656864,
            1.70028,
            1.61017
        ],
        [
            91206,
            91206,
            60999,
            156310,
            156310,
            139549
        ],
        [
            -40547,
            -28226,
            -40547,
            -126569,
            -103964,
            -126569
        ],
        [
            46,
            52,
            41,
            46,
            52,
            41
        ],
        [
            71,
            72,
            71,
            71,
            72,
            71
        ],
        [
            28,
            36,
            19,
            28,
            36,
            19
        ],
        [
            10318,
            5797,
            4521,
            10318,
            5797,
            4521
        ],
        [
            38.396352,
            38.396352,
            39.563019,
            38.396352,
            38.396352,
            39.563019
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352682,
            316156,
            -112967,
            -34609,
            -63605,
            -148245
        ]
    ]
}
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": 1608076800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758835844840,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 9,
            "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)