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Trade: ROSE/USDT/120/SMA/WMA/1933

Strategy
ROSE/USDT/120/SMA/WMA/1933
Pair
ROSE_USDT
Interval
2h
Score
359154
Daily Profit
0.243509
Profit Factor
3.208785
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-27 17:56
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 539063.6519 430970.1859 108093.466 1190068.4742 616540.0947 573528.3795
Total P&L (%) 539.0637 430.9702 108.0935 1190.0685 616.5401 573.5284
Avg Daily Profit (%) 0.3046 0.2435 0.0611 0.1446 0.1113 0.1078
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55673 -57967 -80135 -1106041 -376137 -729904
Profit Factor 2.2375 3.2088 1.4495 1.4908 1.6074 1.4069
Total Trades 67 33 34 67 33 34
Winning Trades 27 13 14 27 13 14
Losing Trades 40 20 20 40 20 20
Profitability (%) 40.2985 39.3939 41.1765 40.2985 39.3939 41.1765
Ratio Avg Win / Avg Loss 3.3148 4.9366 2.0707 2.2086 2.473 2.0098
Largest Winning Trade 167735 167735 77793 701656 455528 701656
Largest Losing Trade -26770 -26770 -26048 -601144 -287843 -601144
Avg Bars in Trades 307 271 342 307 271 342
Avg Bars in Winners 555 473 632 555 473 632
Avg Bars in Losers 140 140 140 140 140 140
Bars Traded 20623 8965 11658 20623 8965 11658
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111860 359154 -112711 -122282 -45056 -50218
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608062400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758984984687,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "offset": 180
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 67,
            "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": [
        [
            539063.6519185844,
            430970.1858787732,
            108093.466039811,
            1190068.474233316,
            616540.0947230222,
            573528.3795102936
        ],
        [
            539.063652,
            430.970186,
            108.093466,
            1190.068474,
            616.540095,
            573.52838
        ],
        [
            0.304585,
            0.243509,
            0.061076,
            0.144597,
            0.11133,
            0.107829
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55673,
            -57967,
            -80135,
            -1106041,
            -376137,
            -729904
        ],
        [
            2.237477,
            3.208785,
            1.449456,
            1.490821,
            1.607429,
            1.40686
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            40.298507,
            39.393939,
            41.176471,
            40.298507,
            39.393939,
            41.176471
        ],
        [
            3.314781,
            4.936593,
            2.070651,
            2.208624,
            2.472967,
            2.0098
        ],
        [
            167735,
            167735,
            77793,
            701656,
            455528,
            701656
        ],
        [
            -26770,
            -26770,
            -26048,
            -601144,
            -287843,
            -601144
        ],
        [
            307,
            271,
            342,
            307,
            271,
            342
        ],
        [
            555,
            473,
            632,
            555,
            473,
            632
        ],
        [
            140,
            140,
            140,
            140,
            140,
            140
        ],
        [
            20623,
            8965,
            11658,
            20623,
            8965,
            11658
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111860,
            359154,
            -112711,
            -122282,
            -45056,
            -50218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608062400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758984984687,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "offset": 180
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 67,
            "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)