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Trade: ROSE/USDT/120/HWMA/MIDPOINT/1293

Strategy
ROSE/USDT/120/HWMA/MIDPOINT/1293
Pair
ROSE_USDT
Interval
2h
Score
356204
Daily Profit
0.141127
Profit Factor
5.377892
Profitability
71.965812
Streak
0.000000
Best Strategy
Training Data Length
1776.580000
Evaluation Time
2025-10-01 13:08
Expiration Time
2025-12-04 08:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -224713.9052 44076.0867 -268789.9919 -99999.9148 1124929.3734 -1224929.2882
Total P&L (%) -224.7139 44.0761 -268.79 -99.9999 1124.9294 -1224.9293
Avg Daily Profit (%) -0.1265 0.0248 -0.1513 -0.7836 0.1411 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -550930 -298915 -396438 -1520816 -207918 -1850999
Profit Factor 0.9079 1.0396 0.7972 0.9624 5.3779 0.4901
Total Trades 1171 585 586 1171 585 586
Winning Trades 829 421 408 829 421 408
Losing Trades 342 164 178 342 164 178
Profitability (%) 70.7942 71.9658 69.6246 70.7942 71.9658 69.6246
Ratio Avg Win / Avg Loss 0.3745 0.405 0.3478 0.397 2.095 0.2138
Largest Winning Trade 28407 28407 11423 131719 111034 131719
Largest Losing Trade -99976 -54730 -99976 -1232573 -207918 -1232573
Avg Bars in Trades 18 19 16 18 19 16
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 45 52 39 45 52 39
Bars Traded 21142 11435 9707 21142 11435 9707
Profit Streak 1.5895 0 12.0895 1.5895 0 12.0895
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574089 -334214 -573428 -574089 356204 -573428
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21319,
    "evaluation_days": 1776.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606341600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759313336838,
    "expiration_time": 1764831484800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.61876,
            "nb": 0.40027,
            "nc": 0.33963
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 80,
            "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": [
        [
            -224713.9051846313,
            44076.0866838447,
            -268789.9918684757,
            -99999.9147612433,
            1124929.3734251969,
            -1224929.2881864405
        ],
        [
            -224.713905,
            44.076087,
            -268.789992,
            -99.999915,
            1124.929373,
            -1224.929288
        ],
        [
            -0.126487,
            0.02481,
            -0.151296,
            -0.78355,
            0.141127,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -550930,
            -298915,
            -396438,
            -1520816,
            -207918,
            -1850999
        ],
        [
            0.907887,
            1.039566,
            0.797226,
            0.962393,
            5.377892,
            0.490067
        ],
        [
            1171,
            585,
            586,
            1171,
            585,
            586
        ],
        [
            829,
            421,
            408,
            829,
            421,
            408
        ],
        [
            342,
            164,
            178,
            342,
            164,
            178
        ],
        [
            70.794193,
            71.965812,
            69.624573,
            70.794193,
            71.965812,
            69.624573
        ],
        [
            0.374545,
            0.404961,
            0.347809,
            0.397031,
            2.094951,
            0.213804
        ],
        [
            28407,
            28407,
            11423,
            131719,
            111034,
            131719
        ],
        [
            -99976,
            -54730,
            -99976,
            -1232573,
            -207918,
            -1232573
        ],
        [
            18,
            19,
            16,
            18,
            19,
            16
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            45,
            52,
            39,
            45,
            52,
            39
        ],
        [
            21142,
            11435,
            9707,
            21142,
            11435,
            9707
        ],
        [
            1.589546,
            0,
            12.089546,
            1.589547,
            0,
            12.089547
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574089,
            -334214,
            -573428,
            -574089,
            356204,
            -573428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21319,
    "evaluation_days": 1776.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606341600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759313336838,
    "expiration_time": 1764831484800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.61876,
            "nb": 0.40027,
            "nc": 0.33963
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 80,
            "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)