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Trade: ROSE/USDT/720/BBM/HWMA/8236

Strategy
ROSE/USDT/720/BBM/HWMA/8236
Pair
ROSE_USDT
Interval
12h
Score
393904
Daily Profit
0.186904
Profit Factor
1.550592
Profitability
50.781250
Streak
26.251135
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 09:01
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 377001.8012 331006.289 45995.5123 13095.8877 236165.9233 -223070.0356
Total P&L (%) 377.0018 331.0063 45.9955 13.0959 236.1659 -223.07
Avg Daily Profit (%) 0.2129 0.1869 0.026 0.0069 0.0685 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154327 -116594 -144222 -409997 -189770 -347142
Profit Factor 1.2847 1.5506 1.0636 1.0074 1.3028 0.7757
Total Trades 256 128 128 256 128 128
Winning Trades 133 65 68 133 65 68
Losing Trades 123 63 60 123 63 60
Profitability (%) 51.9531 50.7813 53.125 51.9531 50.7813 53.125
Ratio Avg Win / Avg Loss 1.1881 1.5029 0.9385 0.9316 1.2627 0.6845
Largest Winning Trade 127034 127034 61552 206524 206524 56030
Largest Losing Trade -63549 -42101 -63549 -104786 -104786 -104709
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3414 1708 1706 3414 1708 1706
Profit Streak 0 26.2511 0 0 26.2511 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 345300 393904 -311624 -465208 -100687 -580309

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610625600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866498091,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 2.01237
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.84462
        }
    }
}
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": [
        [
            377001.8012230059,
            331006.2889558722,
            45995.5122671337,
            13095.88774706,
            236165.923322417,
            -223070.0355753568
        ],
        [
            377.001801,
            331.006289,
            45.995512,
            13.095888,
            236.165923,
            -223.070036
        ],
        [
            0.212875,
            0.186904,
            0.025971,
            0.006949,
            0.068484,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154327,
            -116594,
            -144222,
            -409997,
            -189770,
            -347142
        ],
        [
            1.284682,
            1.550592,
            1.063608,
            1.007379,
            1.302751,
            0.775721
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            133,
            65,
            68,
            133,
            65,
            68
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            51.953125,
            50.78125,
            53.125,
            51.953125,
            50.78125,
            53.125
        ],
        [
            1.188089,
            1.502882,
            0.938477,
            0.931636,
            1.262666,
            0.68446
        ],
        [
            127034,
            127034,
            61552,
            206524,
            206524,
            56030
        ],
        [
            -63549,
            -42101,
            -63549,
            -104786,
            -104786,
            -104709
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3414,
            1708,
            1706,
            3414,
            1708,
            1706
        ],
        [
            0,
            26.251135,
            0,
            0,
            26.251135,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345300,
            393904,
            -311624,
            -465208,
            -100687,
            -580309
        ]
    ]
}
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": 1610625600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758866498091,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 2.01237
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.84462
        }
    }
}

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)