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Trade: ROSE/USDT/480/MIDPRICE/SWMA/5173

Strategy
ROSE/USDT/480/MIDPRICE/SWMA/5173
Pair
ROSE_USDT
Interval
8h
Score
448382
Daily Profit
0.151982
Profit Factor
2.054039
Profitability
56.250000
Streak
55.042320
Best Strategy
Training Data Length
1772.000000
Evaluation Time
2025-09-26 12:00
Expiration Time
2025-11-18 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332451.3299 269311.4825 63139.8474 159468.8984 349505.7532 -190036.8548
Total P&L (%) 332.4513 269.3115 63.1398 159.4689 349.5058 -190.0369
Avg Daily Profit (%) 0.1876 0.152 0.0356 0.0538 0.0849 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83781 -83825 -73002 -716023 -620846 -504101
Profit Factor 1.7038 2.054 1.2912 1.0598 1.2325 0.8364
Total Trades 64 32 32 64 32 32
Winning Trades 31 18 13 31 18 13
Losing Trades 33 14 19 33 14 19
Profitability (%) 48.4375 56.25 40.625 48.4375 56.25 40.625
Ratio Avg Win / Avg Loss 1.8137 1.5976 1.8871 1.1282 0.9586 1.2225
Largest Winning Trade 164424 164424 66730 539240 539240 268007
Largest Losing Trade -41293 -41293 -37660 -292026 -292026 -224008
Avg Bars in Trades 79 55 104 79 55 104
Avg Bars in Winners 107 61 170 107 61 170
Avg Bars in Losers 53 46 58 53 46 58
Bars Traded 5100 1771 3329 5100 1771 3329
Profit Streak 0 55.0423 0 0 55.0423 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133363 448382 -148291 -419852 -80322 -582789

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610956800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877256423,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 24,
            "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": [
        [
            332451.3298978847,
            269311.4825198645,
            63139.8473780203,
            159468.8983592827,
            349505.7531966387,
            -190036.8548373559
        ],
        [
            332.45133,
            269.311483,
            63.139847,
            159.468898,
            349.505753,
            -190.036855
        ],
        [
            0.187614,
            0.151982,
            0.035632,
            0.053822,
            0.084854,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83781,
            -83825,
            -73002,
            -716023,
            -620846,
            -504101
        ],
        [
            1.703797,
            2.054039,
            1.29115,
            1.059842,
            1.232526,
            0.83642
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            48.4375,
            56.25,
            40.625,
            48.4375,
            56.25,
            40.625
        ],
        [
            1.813719,
            1.597586,
            1.887065,
            1.128219,
            0.958631,
            1.22246
        ],
        [
            164424,
            164424,
            66730,
            539240,
            539240,
            268007
        ],
        [
            -41293,
            -41293,
            -37660,
            -292026,
            -292026,
            -224008
        ],
        [
            79,
            55,
            104,
            79,
            55,
            104
        ],
        [
            107,
            61,
            170,
            107,
            61,
            170
        ],
        [
            53,
            46,
            58,
            53,
            46,
            58
        ],
        [
            5100,
            1771,
            3329,
            5100,
            1771,
            3329
        ],
        [
            0,
            55.04232,
            0,
            0,
            55.04232,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133363,
            448382,
            -148291,
            -419852,
            -80322,
            -582789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610956800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877256423,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 24,
            "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)