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Trade: ROSE/USDT/240/FWMA/SINWMA/7119

Strategy
ROSE/USDT/240/FWMA/SINWMA/7119
Pair
ROSE_USDT
Interval
4h
Score
331595
Daily Profit
0.193764
Profit Factor
1.319748
Profitability
45.535714
Streak
0.000000
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-26 03:11
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360072.3314 343025.7927 17046.5387 17134.8637 527397.2815 -510262.4179
Total P&L (%) 360.0723 343.0258 17.0465 17.1349 527.3973 -510.2624
Avg Daily Profit (%) 0.2034 0.1938 0.0096 0.0089 0.1038 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183699 -128874 -197698 -847512 -390200 -649358
Profit Factor 1.1578 1.3197 1.0141 1.0036 1.2419 0.8068
Total Trades 896 448 448 896 448 448
Winning Trades 416 204 212 416 204 212
Losing Trades 480 244 236 480 244 236
Profitability (%) 46.4286 45.5357 47.3214 46.4286 45.5357 47.3214
Ratio Avg Win / Avg Loss 1.3359 1.5785 1.1289 1.1579 1.4854 0.8981
Largest Winning Trade 107456 107456 56250 424571 424571 158219
Largest Losing Trade -31686 -21989 -31686 -199459 -82033 -199459
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 10409 5074 5335 10409 5074 5335
Profit Streak 0 0 8.1749 0 0 8.1749
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35330 331595 -392150 -402325 -53952 -579082

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608537600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845515009,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 182,
            "offset": 11
        }
    },
    "second_band": {
        "type": "sinwma",
        "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": [
        [
            360072.3314272219,
            343025.7927425678,
            17046.5386846541,
            17134.8636980867,
            527397.2815489231,
            -510262.4178508364
        ],
        [
            360.072331,
            343.025793,
            17.046539,
            17.134864,
            527.397282,
            -510.262418
        ],
        [
            0.203393,
            0.193764,
            0.009629,
            0.008934,
            0.103786,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183699,
            -128874,
            -197698,
            -847512,
            -390200,
            -649358
        ],
        [
            1.157783,
            1.319748,
            1.014097,
            1.003554,
            1.241873,
            0.806752
        ],
        [
            896,
            448,
            448,
            896,
            448,
            448
        ],
        [
            416,
            204,
            212,
            416,
            204,
            212
        ],
        [
            480,
            244,
            236,
            480,
            244,
            236
        ],
        [
            46.428571,
            45.535714,
            47.321429,
            46.428571,
            45.535714,
            47.321429
        ],
        [
            1.335904,
            1.578522,
            1.1289,
            1.157947,
            1.485377,
            0.898083
        ],
        [
            107456,
            107456,
            56250,
            424571,
            424571,
            158219
        ],
        [
            -31686,
            -21989,
            -31686,
            -199459,
            -82033,
            -199459
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            10409,
            5074,
            5335,
            10409,
            5074,
            5335
        ],
        [
            0,
            0,
            8.174942,
            0,
            0,
            8.174942
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35330,
            331595,
            -392150,
            -402325,
            -53952,
            -579082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608537600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845515009,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 182,
            "offset": 11
        }
    },
    "second_band": {
        "type": "sinwma",
        "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)