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Trade: ROSE/USDT/720/HWMA/ZLMA/8573

Strategy
ROSE/USDT/720/HWMA/ZLMA/8573
Pair
ROSE_USDT
Interval
12h
Score
301324
Daily Profit
0.180364
Profit Factor
1.290770
Profitability
51.677852
Streak
0.000000
Best Strategy
Training Data Length
1786.500000
Evaluation Time
2025-10-10 06:34
Expiration Time
2025-12-02 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322219.5238 308984.045 13235.4788 -318468.8969 4988.5933 -323457.4902
Total P&L (%) 322.2195 308.984 13.2355 -318.4689 4.9886 -323.4575
Avg Daily Profit (%) 0.1804 0.173 0.0074 0 0.0027 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -293339 -72254 -261161 -473133 -169410 -343995
Profit Factor 1.2908 1.6139 1.0219 0.7107 1.0096 0.4411
Total Trades 149 75 74 149 75 74
Winning Trades 77 37 40 66 38 28
Losing Trades 72 38 34 83 37 46
Profitability (%) 51.6779 49.3333 54.0541 44.2953 50.6667 37.8378
Ratio Avg Win / Avg Loss 1.207 1.6575 0.8686 0.8937 0.983 0.7247
Largest Winning Trade 108898 108898 53110 78308 64836 78308
Largest Losing Trade -155008 -34415 -155008 -65217 -65217 -57770
Avg Bars in Trades 22 22 22 22 22 22
Avg Bars in Winners 22 22 22 23 23 23
Avg Bars in Losers 23 23 23 22 22 22
Bars Traded 3424 1723 1701 3424 1723 1701
Profit Streak 0 0 0 44.1491 55.6491 44.1491
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301324 -46494 -509545 -580903 -622242 -649133
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3573,
    "evaluation_days": 1786.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610539200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067285882,
    "expiration_time": 1764685008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 22,
            "na": 0.0594,
            "nb": 0.1,
            "nc": 0.52885
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "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": [
        [
            322219.5238099277,
            308984.0450096233,
            13235.4788003044,
            -318468.8968902342,
            4988.5933475764,
            -323457.4902378107
        ],
        [
            322.219524,
            308.984045,
            13.235479,
            -318.468897,
            4.988593,
            -323.45749
        ],
        [
            0.180364,
            0.172955,
            0.007409,
            0,
            0.002725,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -293339,
            -72254,
            -261161,
            -473133,
            -169410,
            -343995
        ],
        [
            1.29077,
            1.613863,
            1.021883,
            0.710654,
            1.009558,
            0.441102
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            77,
            37,
            40,
            66,
            38,
            28
        ],
        [
            72,
            38,
            34,
            83,
            37,
            46
        ],
        [
            51.677852,
            49.333333,
            54.054054,
            44.295302,
            50.666667,
            37.837838
        ],
        [
            1.206954,
            1.657481,
            0.868601,
            0.893702,
            0.982991,
            0.724667
        ],
        [
            108898,
            108898,
            53110,
            78308,
            64836,
            78308
        ],
        [
            -155008,
            -34415,
            -155008,
            -65217,
            -65217,
            -57770
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            22,
            22,
            22,
            23,
            23,
            23
        ],
        [
            23,
            23,
            23,
            22,
            22,
            22
        ],
        [
            3424,
            1723,
            1701,
            3424,
            1723,
            1701
        ],
        [
            0,
            0,
            0,
            44.149142,
            55.649142,
            44.149142
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301324,
            -46494,
            -509545,
            -580903,
            -622242,
            -649133
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3573,
    "evaluation_days": 1786.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610539200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067285882,
    "expiration_time": 1764685008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 22,
            "na": 0.0594,
            "nb": 0.1,
            "nc": 0.52885
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "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)