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Trade: ROSE/USDT/720/SMA/SUPERTREND/4956

Strategy
ROSE/USDT/720/SMA/SUPERTREND/4956
Pair
ROSE_USDT
Interval
12h
Score
460035
Daily Profit
0.242038
Profit Factor
1.649480
Profitability
50.000000
Streak
53.118533
Best Strategy
Training Data Length
1777.500000
Evaluation Time
2025-10-01 05:50
Expiration Time
2025-11-23 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430223.2084 322278.7149 107944.4935 433878.7375 311358.1517 122520.5858
Total P&L (%) 430.2232 322.2787 107.9445 433.8787 311.3582 122.5206
Avg Daily Profit (%) 0.242 0.1813 0.0607 0.0943 0.0796 0.045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114532 -100235 -57562 -1529888 -1317851 -853557
Profit Factor 1.6495 1.8404 1.387 1.0564 1.0696 1.038
Total Trades 100 50 50 100 50 50
Winning Trades 50 27 23 50 27 23
Losing Trades 50 23 27 50 23 27
Profitability (%) 50 54 46 50 54 46
Ratio Avg Win / Avg Loss 1.6495 1.5677 1.6282 1.0564 0.9112 1.2185
Largest Winning Trade 115226 115226 64564 959572 959572 579497
Largest Losing Trade -41768 -41768 -25533 -643804 -643804 -457655
Avg Bars in Trades 33 40 26 33 40 26
Avg Bars in Winners 45 47 44 45 47 44
Avg Bars in Losers 21 33 11 21 33 11
Bars Traded 3386 2047 1339 3386 2047 1339
Profit Streak 53.1185 53.1185 74.6185 53.1185 53.1185 74.6185
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460035 -168020 -290476 -223943 -411229 -491913
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3555,
    "evaluation_days": 1777.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1612224000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287041224,
    "expiration_time": 1763884080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 225,
            "offset": 0,
            "multiplier": 2.52574
        }
    }
}
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": [
        [
            430223.2083836774,
            322278.7148981458,
            107944.4934855314,
            433878.7374551545,
            311358.151677828,
            122520.5857773263
        ],
        [
            430.223208,
            322.278715,
            107.944493,
            433.878737,
            311.358152,
            122.520586
        ],
        [
            0.242038,
            0.18131,
            0.060728,
            0.094278,
            0.079598,
            0.045009
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114532,
            -100235,
            -57562,
            -1529888,
            -1317851,
            -853557
        ],
        [
            1.64948,
            1.840393,
            1.387001,
            1.056374,
            1.069649,
            1.037978
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            50,
            54,
            46,
            50,
            54,
            46
        ],
        [
            1.64948,
            1.567742,
            1.628218,
            1.056374,
            0.911182,
            1.218496
        ],
        [
            115226,
            115226,
            64564,
            959572,
            959572,
            579497
        ],
        [
            -41768,
            -41768,
            -25533,
            -643804,
            -643804,
            -457655
        ],
        [
            33,
            40,
            26,
            33,
            40,
            26
        ],
        [
            45,
            47,
            44,
            45,
            47,
            44
        ],
        [
            21,
            33,
            11,
            21,
            33,
            11
        ],
        [
            3386,
            2047,
            1339,
            3386,
            2047,
            1339
        ],
        [
            53.118533,
            53.118533,
            74.618533,
            53.118533,
            53.118533,
            74.618533
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460035,
            -168020,
            -290476,
            -223943,
            -411229,
            -491913
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3555,
    "evaluation_days": 1777.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1612224000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287041224,
    "expiration_time": 1763884080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 225,
            "offset": 0,
            "multiplier": 2.52574
        }
    }
}

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)