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Trade: ROSE/USDT/720/PSAR/HMA/5669

Strategy
ROSE/USDT/720/PSAR/HMA/5669
Pair
ROSE_USDT
Interval
12h
Score
418046
Daily Profit
0.304381
Profit Factor
1.423103
Profitability
51.526718
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 539058.7851 434259.8931 104798.8921 386907.3287 519817.3653 -132910.0367
Total P&L (%) 539.0588 434.2599 104.7989 386.9073 519.8174 -132.91
Avg Daily Profit (%) 0.3044 0.2452 0.0592 0.0894 0.1031 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108245 -119958 -100734 -793293 -626030 -568502
Profit Factor 1.4231 1.6768 1.1657 1.0664 1.1784 0.9544
Total Trades 262 131 131 262 131 131
Winning Trades 135 64 71 135 64 71
Losing Trades 127 67 60 127 67 60
Profitability (%) 51.5267 48.855 54.1985 51.5267 48.855 54.1985
Ratio Avg Win / Avg Loss 1.3388 1.7554 0.9851 1.0032 1.2337 0.8065
Largest Winning Trade 167601 167601 37090 526554 526554 148389
Largest Losing Trade -50119 -45499 -50119 -339615 -316260 -339615
Avg Bars in Trades 13 11 14 13 11 14
Avg Bars in Winners 15 12 17 15 12 17
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 3444 1520 1924 3444 1520 1924
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 418046 389152 -153210 -219202 -79615 -580162

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609588800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925185477,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 82,
            "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": [
        [
            539058.7851328126,
            434259.8930769733,
            104798.8920558389,
            386907.3286662382,
            519817.3653447782,
            -132910.0366785406
        ],
        [
            539.058785,
            434.259893,
            104.798892,
            386.907329,
            519.817365,
            -132.910037
        ],
        [
            0.304381,
            0.245206,
            0.059175,
            0.089419,
            0.10306,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108245,
            -119958,
            -100734,
            -793293,
            -626030,
            -568502
        ],
        [
            1.423103,
            1.676827,
            1.165704,
            1.066418,
            1.17842,
            0.954355
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            135,
            64,
            71,
            135,
            64,
            71
        ],
        [
            127,
            67,
            60,
            127,
            67,
            60
        ],
        [
            51.526718,
            48.854962,
            54.198473,
            51.526718,
            48.854962,
            54.198473
        ],
        [
            1.338771,
            1.755428,
            0.985102,
            1.003223,
            1.233658,
            0.806498
        ],
        [
            167601,
            167601,
            37090,
            526554,
            526554,
            148389
        ],
        [
            -50119,
            -45499,
            -50119,
            -339615,
            -316260,
            -339615
        ],
        [
            13,
            11,
            14,
            13,
            11,
            14
        ],
        [
            15,
            12,
            17,
            15,
            12,
            17
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            3444,
            1520,
            1924,
            3444,
            1520,
            1924
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418046,
            389152,
            -153210,
            -219202,
            -79615,
            -580162
        ]
    ]
}
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": 1609588800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925185477,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 82,
            "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)