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Trade: ROSE/USDT/480/BBM/SWMA/2412

Strategy
ROSE/USDT/480/BBM/SWMA/2412
Pair
ROSE_USDT
Interval
8h
Score
497505
Daily Profit
0.191663
Profit Factor
2.287209
Profitability
57.575758
Streak
104.278834
Best Strategy
Training Data Length
1779.000000
Evaluation Time
2025-10-03 09:41
Expiration Time
2025-11-25 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458425.4831 340967.6092 117457.8739 349820.0509 1219157.5797 -869337.5288
Total P&L (%) 458.4255 340.9676 117.4579 349.8201 1219.1576 -869.3375
Avg Daily Profit (%) 0.2577 0.1917 0.066 0.0846 0.1451 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100994 -113039 -103866 -2677301 -1534899 -1767283
Profit Factor 1.7999 2.2872 1.3811 1.0485 1.4248 0.7998
Total Trades 67 33 34 67 33 34
Winning Trades 40 19 21 40 19 21
Losing Trades 27 14 13 27 14 13
Profitability (%) 59.7015 57.5758 61.7647 59.7015 57.5758 61.7647
Ratio Avg Win / Avg Loss 1.2149 1.6853 0.8549 0.7077 1.0499 0.4951
Largest Winning Trade 127384 127384 55522 707066 707066 506720
Largest Losing Trade -58888 -37501 -58888 -1258189 -643923 -1258189
Avg Bars in Trades 76 62 91 76 62 91
Avg Bars in Winners 73 52 93 73 52 93
Avg Bars in Losers 81 76 87 81 76 87
Bars Traded 5153 2057 3096 5153 2057 3096
Profit Streak 65.9455 104.2788 65.9455 65.9455 104.2788 65.9455
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107887 497505 -103381 -367197 138543 -578298
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5337,
    "evaluation_days": 1779,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609776000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473691280,
    "expiration_time": 1764060768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 140,
            "offset": 0,
            "std": 2.10337
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "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": [
        [
            458425.4831422955,
            340967.609234722,
            117457.8739075736,
            349820.0508565565,
            1219157.5796589386,
            -869337.528802382
        ],
        [
            458.425483,
            340.967609,
            117.457874,
            349.820051,
            1219.15758,
            -869.337529
        ],
        [
            0.257687,
            0.191663,
            0.066025,
            0.084559,
            0.145107,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100994,
            -113039,
            -103866,
            -2677301,
            -1534899,
            -1767283
        ],
        [
            1.799857,
            2.287209,
            1.381054,
            1.048511,
            1.424838,
            0.79976
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            59.701493,
            57.575758,
            61.764706,
            59.701493,
            57.575758,
            61.764706
        ],
        [
            1.214904,
            1.685312,
            0.854938,
            0.707745,
            1.049881,
            0.49509
        ],
        [
            127384,
            127384,
            55522,
            707066,
            707066,
            506720
        ],
        [
            -58888,
            -37501,
            -58888,
            -1258189,
            -643923,
            -1258189
        ],
        [
            76,
            62,
            91,
            76,
            62,
            91
        ],
        [
            73,
            52,
            93,
            73,
            52,
            93
        ],
        [
            81,
            76,
            87,
            81,
            76,
            87
        ],
        [
            5153,
            2057,
            3096,
            5153,
            2057,
            3096
        ],
        [
            65.945501,
            104.278834,
            65.945501,
            65.945501,
            104.278834,
            65.945501
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107887,
            497505,
            -103381,
            -367197,
            138543,
            -578298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5337,
    "evaluation_days": 1779,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609776000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473691280,
    "expiration_time": 1764060768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 140,
            "offset": 0,
            "std": 2.10337
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "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)