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Trade: ROSE/USDT/720/SSF/SWMA/6377

Strategy
ROSE/USDT/720/SSF/SWMA/6377
Pair
ROSE_USDT
Interval
12h
Score
320934
Daily Profit
0.248817
Profit Factor
1.672059
Profitability
43.478261
Streak
0.000000
Best Strategy
Training Data Length
1783.500000
Evaluation Time
2025-10-07 11:39
Expiration Time
2025-11-29 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443764.3892 388747.8791 55016.5102 219460.1881 131033.9205 88426.2676
Total P&L (%) 443.7644 388.7479 55.0165 219.4602 131.0339 88.4263
Avg Daily Profit (%) 0.2488 0.218 0.0308 0.0651 0.047 0.0355
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72644 -94141 -132175 -65034 -67433 -117276
Profit Factor 1.6721 2.2251 1.1604 1.3776 1.4383 1.3133
Total Trades 92 46 46 92 46 46
Winning Trades 40 18 22 40 18 22
Losing Trades 52 28 24 52 28 24
Profitability (%) 43.4783 39.1304 47.8261 43.4783 39.1304 47.8261
Ratio Avg Win / Avg Loss 2.1737 3.4613 1.2659 1.7909 2.2373 1.4327
Largest Winning Trade 172926 172926 71496 76301 71948 76301
Largest Losing Trade -37939 -33077 -37939 -40947 -40947 -35302
Avg Bars in Trades 37 35 40 37 35 40
Avg Bars in Winners 59 56 61 59 56 61
Avg Bars in Losers 21 21 20 21 21 20
Bars Traded 3469 1623 1846 3469 1623 1846
Profit Streak 0 0 331.3604 0 0 331.3604
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320934 282811 -196127 -106569 -132302 -144636
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3567,
    "evaluation_days": 1783.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606392000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759826339808,
    "expiration_time": 1764418032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 98,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "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": [
        [
            443764.3892390031,
            388747.8790661146,
            55016.5101728884,
            219460.1881124194,
            131033.9205039275,
            88426.267608492
        ],
        [
            443.764389,
            388.747879,
            55.01651,
            219.460188,
            131.033921,
            88.426268
        ],
        [
            0.248817,
            0.217969,
            0.030847,
            0.065144,
            0.046963,
            0.035528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72644,
            -94141,
            -132175,
            -65034,
            -67433,
            -117276
        ],
        [
            1.672059,
            2.225123,
            1.160402,
            1.377582,
            1.438291,
            1.31328
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            43.478261,
            39.130435,
            47.826087,
            43.478261,
            39.130435,
            47.826087
        ],
        [
            2.173677,
            3.461303,
            1.265893,
            1.790857,
            2.237342,
            1.432669
        ],
        [
            172926,
            172926,
            71496,
            76301,
            71948,
            76301
        ],
        [
            -37939,
            -33077,
            -37939,
            -40947,
            -40947,
            -35302
        ],
        [
            37,
            35,
            40,
            37,
            35,
            40
        ],
        [
            59,
            56,
            61,
            59,
            56,
            61
        ],
        [
            21,
            21,
            20,
            21,
            21,
            20
        ],
        [
            3469,
            1623,
            1846,
            3469,
            1623,
            1846
        ],
        [
            0,
            0,
            331.360414,
            0,
            0,
            331.360414
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320934,
            282811,
            -196127,
            -106569,
            -132302,
            -144636
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3567,
    "evaluation_days": 1783.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606392000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759826339808,
    "expiration_time": 1764418032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 98,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "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)