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Trade: ROSE/USDT/480/SSF/HWMA/7776

Strategy
ROSE/USDT/480/SSF/HWMA/7776
Pair
ROSE_USDT
Interval
8h
Score
337787
Daily Profit
0.169688
Profit Factor
1.290227
Profitability
50.699301
Streak
6.662980
Best Strategy
Training Data Length
1779.670000
Evaluation Time
2025-10-04 02:54
Expiration Time
2025-11-26 03:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297077.8763 301988.3236 -4910.4473 -59186.8742 186729.2169 -245916.0911
Total P&L (%) 297.0779 301.9883 -4.9104 -59.1869 186.7292 -245.9161
Avg Daily Profit (%) 0.1669 0.1697 -0.0028 -0.0503 0.0592 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126391 -119805 -136754 -208270 -103274 -273457
Profit Factor 1.1435 1.2902 0.9952 0.9603 1.289 0.7085
Total Trades 571 286 285 571 286 285
Winning Trades 299 145 154 299 145 154
Losing Trades 272 141 131 272 141 131
Profitability (%) 52.3643 50.6993 54.0351 52.3643 50.6993 54.0351
Ratio Avg Win / Avg Loss 1.0403 1.2546 0.8466 0.8736 1.2534 0.6027
Largest Winning Trade 91772 91772 28058 83159 83159 40362
Largest Losing Trade -67912 -46126 -67912 -95165 -29961 -95165
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 5179 2601 2578 5179 2601 2578
Profit Streak 6.663 6.663 15.663 6.663 6.663 15.663
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50565 337787 -577971 -576047 -111851 -577971
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5339,
    "evaluation_days": 1779.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610294400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535681525,
    "expiration_time": 1764120096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 157,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.32767,
            "nc": 0.59568
        }
    }
}
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": [
        [
            297077.8763411324,
            301988.3236020586,
            -4910.4472609258,
            -59186.8742091435,
            186729.216894548,
            -245916.0911036919
        ],
        [
            297.077876,
            301.988324,
            -4.910447,
            -59.186874,
            186.729217,
            -245.916091
        ],
        [
            0.166929,
            0.169688,
            -0.002759,
            -0.050343,
            0.059206,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126391,
            -119805,
            -136754,
            -208270,
            -103274,
            -273457
        ],
        [
            1.143539,
            1.290227,
            0.995229,
            0.960274,
            1.288952,
            0.708504
        ],
        [
            571,
            286,
            285,
            571,
            286,
            285
        ],
        [
            299,
            145,
            154,
            299,
            145,
            154
        ],
        [
            272,
            141,
            131,
            272,
            141,
            131
        ],
        [
            52.364273,
            50.699301,
            54.035088,
            52.364273,
            50.699301,
            54.035088
        ],
        [
            1.040276,
            1.254634,
            0.846591,
            0.87356,
            1.253395,
            0.602689
        ],
        [
            91772,
            91772,
            28058,
            83159,
            83159,
            40362
        ],
        [
            -67912,
            -46126,
            -67912,
            -95165,
            -29961,
            -95165
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            5179,
            2601,
            2578,
            5179,
            2601,
            2578
        ],
        [
            6.66298,
            6.66298,
            15.66298,
            6.662981,
            6.662981,
            15.662981
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50565,
            337787,
            -577971,
            -576047,
            -111851,
            -577971
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5339,
    "evaluation_days": 1779.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610294400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535681525,
    "expiration_time": 1764120096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 157,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.32767,
            "nc": 0.59568
        }
    }
}

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)