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Trade: ROSE/USDT/720/BBL/HWMA/1066

Strategy
ROSE/USDT/720/BBL/HWMA/1066
Pair
ROSE_USDT
Interval
12h
Score
320733
Daily Profit
0.343788
Profit Factor
1.892852
Profitability
35.658915
Streak
28.990820
Best Strategy
Training Data Length
1782.500000
Evaluation Time
2025-10-06 14:46
Expiration Time
2025-11-28 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612801.862 573749.6061 39052.2559 77001.5427 -91548.3598 168549.9025
Total P&L (%) 612.8019 573.7496 39.0523 77.0015 -91.5484 168.5499
Avg Daily Profit (%) 0.3438 0.3219 0.0219 0.032 -0.1385 0.0554
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156063 -138912 -95519 -1203123 -1203338 -551504
Profit Factor 1.8929 2.3985 1.1415 1.0234 0.956 1.1394
Total Trades 129 64 65 129 64 65
Winning Trades 46 18 28 46 18 28
Losing Trades 83 46 37 83 46 37
Profitability (%) 35.6589 28.125 43.0769 35.6589 28.125 43.0769
Ratio Avg Win / Avg Loss 3.4154 6.1295 1.5083 1.8466 2.4432 1.5057
Largest Winning Trade 454527 454527 62824 999810 999810 524979
Largest Losing Trade -33197 -33197 -21509 -451695 -451695 -111453
Avg Bars in Trades 26 40 12 26 40 12
Avg Bars in Winners 50 97 20 50 97 20
Avg Bars in Losers 13 18 7 13 18 7
Bars Traded 3439 2595 844 3439 2595 844
Profit Streak 28.9908 35.4908 28.9908 28.9908 35.4908 28.9908
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320733 -141308 -363551 -347723 -732957 -318783
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3565,
    "evaluation_days": 1782.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609675200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759751206827,
    "expiration_time": 1764329040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 1.1264
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.61279,
            "nc": 0.1
        }
    }
}
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": [
        [
            612801.8620354985,
            573749.6061169407,
            39052.2559185583,
            77001.5426847935,
            -91548.3598257832,
            168549.9025105766
        ],
        [
            612.801862,
            573.749606,
            39.052256,
            77.001543,
            -91.54836,
            168.549903
        ],
        [
            0.343788,
            0.321879,
            0.021909,
            0.032038,
            -0.138519,
            0.055436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156063,
            -138912,
            -95519,
            -1203123,
            -1203338,
            -551504
        ],
        [
            1.892852,
            2.398496,
            1.141453,
            1.023393,
            0.956042,
            1.139415
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            46,
            18,
            28,
            46,
            18,
            28
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            35.658915,
            28.125,
            43.076923,
            35.658915,
            28.125,
            43.076923
        ],
        [
            3.415363,
            6.12949,
            1.508348,
            1.846557,
            2.443219,
            1.505656
        ],
        [
            454527,
            454527,
            62824,
            999810,
            999810,
            524979
        ],
        [
            -33197,
            -33197,
            -21509,
            -451695,
            -451695,
            -111453
        ],
        [
            26,
            40,
            12,
            26,
            40,
            12
        ],
        [
            50,
            97,
            20,
            50,
            97,
            20
        ],
        [
            13,
            18,
            7,
            13,
            18,
            7
        ],
        [
            3439,
            2595,
            844,
            3439,
            2595,
            844
        ],
        [
            28.99082,
            35.49082,
            28.99082,
            28.99082,
            35.49082,
            28.99082
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320733,
            -141308,
            -363551,
            -347723,
            -732957,
            -318783
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3565,
    "evaluation_days": 1782.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609675200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759751206827,
    "expiration_time": 1764329040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 1.1264
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.61279,
            "nc": 0.1
        }
    }
}

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)