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Trade: ROSE/USDT/480/ZLMA/HMA/3930

Strategy
ROSE/USDT/480/ZLMA/HMA/3930
Pair
ROSE_USDT
Interval
8h
Score
335106
Daily Profit
0.177803
Profit Factor
1.377201
Profitability
46.007605
Streak
9.669918
Best Strategy
Training Data Length
1778.000000
Evaluation Time
2025-10-02 11:04
Expiration Time
2025-11-24 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348554.4497 316134.5082 32419.9415 -44785.3899 611009.6525 -655795.0424
Total P&L (%) 348.5545 316.1345 32.4199 -44.7854 611.0097 -655.795
Avg Daily Profit (%) 0.196 0.1778 0.0182 -0.0334 0.1104 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -242387 -139478 -202809 -1462726 -640188 -1662461
Profit Factor 1.1876 1.3772 1.0318 0.9932 1.2309 0.8347
Total Trades 525 263 262 525 263 262
Winning Trades 259 121 138 259 121 138
Losing Trades 266 142 124 266 142 124
Profitability (%) 49.3333 46.0076 52.6718 49.3333 46.0076 52.6718
Ratio Avg Win / Avg Loss 1.2197 1.6162 0.9271 1.0201 1.4445 0.75
Largest Winning Trade 44917 44917 44211 324926 324926 257183
Largest Losing Trade -87411 -26176 -87411 -909007 -146606 -909007
Avg Bars in Trades 10 10 9 10 10 9
Avg Bars in Winners 11 12 10 11 12 10
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 5286 2746 2540 5286 2746 2540
Profit Streak 9.6699 9.6699 13.0033 9.6699 9.6699 13.0033
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -2696 335106 -356564 -575242 -45341 -578730
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5334,
    "evaluation_days": 1778,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606464000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759392280887,
    "expiration_time": 1763971776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 22,
            "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": [
        [
            348554.449696289,
            316134.5081909696,
            32419.9415053193,
            -44785.3899116371,
            611009.6525336958,
            -655795.0424453341
        ],
        [
            348.55445,
            316.134508,
            32.419942,
            -44.78539,
            611.009653,
            -655.795042
        ],
        [
            0.196037,
            0.177803,
            0.018234,
            -0.0334,
            0.110382,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -242387,
            -139478,
            -202809,
            -1462726,
            -640188,
            -1662461
        ],
        [
            1.187613,
            1.377201,
            1.031793,
            0.993228,
            1.230891,
            0.834673
        ],
        [
            525,
            263,
            262,
            525,
            263,
            262
        ],
        [
            259,
            121,
            138,
            259,
            121,
            138
        ],
        [
            266,
            142,
            124,
            266,
            142,
            124
        ],
        [
            49.333333,
            46.007605,
            52.671756,
            49.333333,
            46.007605,
            52.671756
        ],
        [
            1.219711,
            1.616219,
            0.927118,
            1.020072,
            1.444517,
            0.749996
        ],
        [
            44917,
            44917,
            44211,
            324926,
            324926,
            257183
        ],
        [
            -87411,
            -26176,
            -87411,
            -909007,
            -146606,
            -909007
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            5286,
            2746,
            2540,
            5286,
            2746,
            2540
        ],
        [
            9.669917,
            9.669918,
            13.003251,
            9.669918,
            9.669918,
            13.003251
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -2696,
            335106,
            -356564,
            -575242,
            -45341,
            -578730
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5334,
    "evaluation_days": 1778,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606464000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759392280887,
    "expiration_time": 1763971776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 22,
            "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)