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Trade: ROSE/USDT/720/BBM/FWMA/7424

Strategy
ROSE/USDT/720/BBM/FWMA/7424
Pair
ROSE_USDT
Interval
12h
Score
338792
Daily Profit
0.259451
Profit Factor
3.011073
Profitability
38.297872
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-27 01:19
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 564136.9646 459487.1701 104649.7944 1346941.6959 636579.1198 710362.5761
Total P&L (%) 564.137 459.4872 104.6498 1346.9417 636.5791 710.3626
Avg Daily Profit (%) 0.3185 0.2595 0.0591 0.151 0.1128 0.1182
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84643 -39191 -90659 -1354554 -570713 -787088
Profit Factor 2.0584 3.0111 1.3436 1.3822 1.3975 1.3694
Total Trades 95 47 48 95 47 48
Winning Trades 34 18 16 34 18 16
Losing Trades 61 29 32 61 29 32
Profitability (%) 35.7895 38.2979 33.3333 35.7895 38.2979 33.3333
Ratio Avg Win / Avg Loss 3.693 4.8512 2.6873 2.4798 2.2516 2.7388
Largest Winning Trade 166299 166299 78989 752842 547528 752842
Largest Losing Trade -38951 -17562 -38951 -276325 -215876 -276325
Avg Bars in Trades 36 31 40 36 31 40
Avg Bars in Winners 78 64 93 78 64 93
Avg Bars in Losers 12 11 13 12 11 13
Bars Traded 3434 1490 1945 3434 1490 1945
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 276867 338792 -118949 145543 -44647 -39546

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608120000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925181287,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.65406
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 16,
            "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": [
        [
            564136.9645748304,
            459487.1701263046,
            104649.7944485253,
            1346941.69590718,
            636579.1197621888,
            710362.5761449905
        ],
        [
            564.136965,
            459.48717,
            104.649794,
            1346.941696,
            636.57912,
            710.362576
        ],
        [
            0.318541,
            0.259451,
            0.059091,
            0.150991,
            0.112816,
            0.118213
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84643,
            -39191,
            -90659,
            -1354554,
            -570713,
            -787088
        ],
        [
            2.05839,
            3.011073,
            1.343637,
            1.382164,
            1.397522,
            1.369377
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            35.789474,
            38.297872,
            33.333333,
            35.789474,
            38.297872,
            33.333333
        ],
        [
            3.692994,
            4.851173,
            2.687275,
            2.479766,
            2.251563,
            2.738753
        ],
        [
            166299,
            166299,
            78989,
            752842,
            547528,
            752842
        ],
        [
            -38951,
            -17562,
            -38951,
            -276325,
            -215876,
            -276325
        ],
        [
            36,
            31,
            40,
            36,
            31,
            40
        ],
        [
            78,
            64,
            93,
            78,
            64,
            93
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            3434,
            1490,
            1945,
            3434,
            1490,
            1945
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            276867,
            338792,
            -118949,
            145543,
            -44647,
            -39546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608120000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925181287,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.65406
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 16,
            "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)