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Trade: ROSE/USDT/120/WMA/DCU/3299

Strategy
ROSE/USDT/120/WMA/DCU/3299
Pair
ROSE_USDT
Interval
2h
Score
340154
Daily Profit
0.321822
Profit Factor
1.575513
Profitability
36.029412
Streak
31.215365
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-26 16:10
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 569569.7639 454029.1908 115540.5731 706286.3412 320562.9033 385723.4379
Total P&L (%) 569.5698 454.0292 115.5406 706.2863 320.5629 385.7234
Avg Daily Profit (%) 0.3218 0.2565 0.0653 0.118 0.0812 0.0893
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126212 -117569 -63840 -3479076 -2978960 -1302653
Profit Factor 1.5755 1.7454 1.3036 1.0498 1.0357 1.0744
Total Trades 272 136 136 272 136 136
Winning Trades 98 43 55 98 43 55
Losing Trades 174 93 81 174 93 81
Profitability (%) 36.0294 31.6176 40.4412 36.0294 31.6176 40.4412
Ratio Avg Win / Avg Loss 2.7973 3.775 1.9198 1.864 2.2399 1.5822
Largest Winning Trade 210489 210489 65568 1059449 1059449 625076
Largest Losing Trade -34692 -34692 -25592 -1231082 -1231082 -593109
Avg Bars in Trades 76 100 52 76 100 52
Avg Bars in Winners 141 204 91 141 204 91
Avg Bars in Losers 40 52 26 40 52 26
Bars Traded 20795 13649 7146 20795 13649 7146
Profit Streak 31.2154 31.2154 34.9654 31.2154 31.2154 34.9654
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340154 182541 -107464 -202171 -271080 -214219

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": 1607227200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758892207512,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 15,
            "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": [
        [
            569569.7638929143,
            454029.1908109556,
            115540.5730819587,
            706286.3412333749,
            320562.903345719,
            385723.4378876558
        ],
        [
            569.569764,
            454.029191,
            115.540573,
            706.286341,
            320.562903,
            385.723438
        ],
        [
            0.321822,
            0.256538,
            0.065283,
            0.118006,
            0.081195,
            0.089341
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126212,
            -117569,
            -63840,
            -3479076,
            -2978960,
            -1302653
        ],
        [
            1.575513,
            1.745446,
            1.303572,
            1.04982,
            1.035659,
            1.074364
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            98,
            43,
            55,
            98,
            43,
            55
        ],
        [
            174,
            93,
            81,
            174,
            93,
            81
        ],
        [
            36.029412,
            31.617647,
            40.441176,
            36.029412,
            31.617647,
            40.441176
        ],
        [
            2.797339,
            3.775035,
            1.919806,
            1.863966,
            2.239913,
            1.582245
        ],
        [
            210489,
            210489,
            65568,
            1059449,
            1059449,
            625076
        ],
        [
            -34692,
            -34692,
            -25592,
            -1231082,
            -1231082,
            -593109
        ],
        [
            76,
            100,
            52,
            76,
            100,
            52
        ],
        [
            141,
            204,
            91,
            141,
            204,
            91
        ],
        [
            40,
            52,
            26,
            40,
            52,
            26
        ],
        [
            20795,
            13649,
            7146,
            20795,
            13649,
            7146
        ],
        [
            31.215365,
            31.215365,
            34.965365,
            31.215365,
            31.215365,
            34.965365
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340154,
            182541,
            -107464,
            -202171,
            -271080,
            -214219
        ]
    ]
}
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": 1607227200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758892207512,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 15,
            "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)