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Trade: ROSE/USDT/120/PWMA/HWMA/6872

Strategy
ROSE/USDT/120/PWMA/HWMA/6872
Pair
ROSE_USDT
Interval
2h
Score
327606
Daily Profit
0.174522
Profit Factor
1.212287
Profitability
49.320388
Streak
0.000000
Best Strategy
Training Data Length
1776.670000
Evaluation Time
2025-10-01 13:41
Expiration Time
2025-12-04 11:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281599.5749 310067.6295 -28468.0546 -61217.4192 5772.0164 -66989.4356
Total P&L (%) 281.5996 310.0676 -28.4681 -61.2174 5.772 -66.9894
Avg Daily Profit (%) 0.1585 0.1745 -0.016 -0.0533 0.0032 -0.0624
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194024 -135899 -180086 -129442 -77963 -102128
Profit Factor 1.0962 1.2123 0.9806 0.9419 1.0107 0.8698
Total Trades 1029 515 514 1029 515 514
Winning Trades 517 254 263 517 254 263
Losing Trades 512 261 251 512 261 251
Profitability (%) 50.243 49.3204 51.1673 50.243 49.3204 51.1673
Ratio Avg Win / Avg Loss 1.0856 1.2457 0.9358 0.9328 1.0386 0.8301
Largest Winning Trade 83457 83457 22093 33479 33479 12844
Largest Losing Trade -41239 -41239 -34293 -32012 -32012 -26196
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 20 20 20 20 20 20
Avg Bars in Losers 20 20 20 20 20 20
Bars Traded 21234 10628 10606 21234 10628 10606
Profit Streak 0 0 12.279 0 0 12.279
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101351 327606 -576706 -574742 -560973 -576706
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21320,
    "evaluation_days": 1776.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606255200000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759315306710,
    "expiration_time": 1764838944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04713,
            "nb": 0.1,
            "nc": 0.98063
        }
    }
}
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": [
        [
            281599.5748585532,
            310067.6294652723,
            -28468.0546067183,
            -61217.419158939,
            5772.0164405916,
            -66989.4355995306
        ],
        [
            281.599575,
            310.067629,
            -28.468055,
            -61.217419,
            5.772016,
            -66.989436
        ],
        [
            0.158499,
            0.174522,
            -0.016023,
            -0.053299,
            0.003159,
            -0.062364
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194024,
            -135899,
            -180086,
            -129442,
            -77963,
            -102128
        ],
        [
            1.096249,
            1.212287,
            0.98057,
            0.94189,
            1.010706,
            0.869752
        ],
        [
            1029,
            515,
            514,
            1029,
            515,
            514
        ],
        [
            517,
            254,
            263,
            517,
            254,
            263
        ],
        [
            512,
            261,
            251,
            512,
            261,
            251
        ],
        [
            50.242954,
            49.320388,
            51.167315,
            50.242954,
            49.320388,
            51.167315
        ],
        [
            1.085647,
            1.245697,
            0.935829,
            0.932781,
            1.03856,
            0.830067
        ],
        [
            83457,
            83457,
            22093,
            33479,
            33479,
            12844
        ],
        [
            -41239,
            -41239,
            -34293,
            -32012,
            -32012,
            -26196
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            21234,
            10628,
            10606,
            21234,
            10628,
            10606
        ],
        [
            0,
            0,
            12.279013,
            0,
            0,
            12.279013
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101351,
            327606,
            -576706,
            -574742,
            -560973,
            -576706
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21320,
    "evaluation_days": 1776.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606255200000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759315306710,
    "expiration_time": 1764838944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04713,
            "nb": 0.1,
            "nc": 0.98063
        }
    }
}

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)