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Trade: ROSE/USDT/720/HILO/SINWMA/8121

Strategy
ROSE/USDT/720/HILO/SINWMA/8121
Pair
ROSE_USDT
Interval
12h
Score
446698
Daily Profit
0.310640
Profit Factor
1.514909
Profitability
46.718147
Streak
18.930375
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 550143.7419 420237.0454 129906.6965 976628.0692 -248731.8088 1225359.8781
Total P&L (%) 550.1437 420.237 129.9067 976.6281 -248.7318 1225.3599
Avg Daily Profit (%) 0.3106 0.2373 0.0734 0.1343 0 0.146
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101127 -117041 -55519 -1401426 -1536006 -597912
Profit Factor 1.5149 1.6657 1.2971 1.1173 0.9536 1.4128
Total Trades 259 130 129 259 130 129
Winning Trades 121 58 63 121 58 63
Losing Trades 138 72 66 138 72 66
Profitability (%) 46.7181 44.6154 48.8372 46.7181 44.6154 48.8372
Ratio Avg Win / Avg Loss 1.7277 2.0678 1.3589 1.2743 1.1837 1.4801
Largest Winning Trade 116275 116275 29388 479603 479603 294105
Largest Losing Trade -60838 -60838 -20995 -803739 -803739 -457516
Avg Bars in Trades 13 20 6 13 20 6
Avg Bars in Winners 16 26 7 16 26 7
Avg Bars in Losers 10 15 5 10 15 5
Bars Traded 3510 2665 845 3510 2665 845
Profit Streak 18.9304 19.9304 0 18.9304 19.9304 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446698 346507 -95323 -103938 -580581 97243

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925184433,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 23,
            "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": [
        [
            550143.7419149772,
            420237.0454117408,
            129906.696503236,
            976628.0692147214,
            -248731.8088354061,
            1225359.878050128
        ],
        [
            550.143742,
            420.237045,
            129.906697,
            976.628069,
            -248.731809,
            1225.359878
        ],
        [
            0.31064,
            0.237288,
            0.073352,
            0.134275,
            0,
            0.146028
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101127,
            -117041,
            -55519,
            -1401426,
            -1536006,
            -597912
        ],
        [
            1.514909,
            1.66573,
            1.297142,
            1.117299,
            0.953573,
            1.412791
        ],
        [
            259,
            130,
            129,
            259,
            130,
            129
        ],
        [
            121,
            58,
            63,
            121,
            58,
            63
        ],
        [
            138,
            72,
            66,
            138,
            72,
            66
        ],
        [
            46.718147,
            44.615385,
            48.837209,
            46.718147,
            44.615385,
            48.837209
        ],
        [
            1.727747,
            2.067803,
            1.35891,
            1.274275,
            1.183746,
            1.480066
        ],
        [
            116275,
            116275,
            29388,
            479603,
            479603,
            294105
        ],
        [
            -60838,
            -60838,
            -20995,
            -803739,
            -803739,
            -457516
        ],
        [
            13,
            20,
            6,
            13,
            20,
            6
        ],
        [
            16,
            26,
            7,
            16,
            26,
            7
        ],
        [
            10,
            15,
            5,
            10,
            15,
            5
        ],
        [
            3510,
            2665,
            845,
            3510,
            2665,
            845
        ],
        [
            18.930375,
            19.930375,
            0,
            18.930375,
            19.930375,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446698,
            346507,
            -95323,
            -103938,
            -580581,
            97243
        ]
    ]
}
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": 1606824000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925184433,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 23,
            "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)