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Trade: ROSE/USDT/240/PWMA/EMA/3863

Strategy
ROSE/USDT/240/PWMA/EMA/3863
Pair
ROSE_USDT
Interval
4h
Score
310698
Daily Profit
0.258137
Profit Factor
1.582710
Profitability
41.463415
Streak
15.336600
Best Strategy
Training Data Length
1784.500000
Evaluation Time
2025-10-08 23:04
Expiration Time
2025-12-01 06:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460644.6593 403552.1163 57092.543 116635.1448 414289.2957 -297654.1509
Total P&L (%) 460.6447 403.5521 57.0925 116.6351 414.2893 -297.6542
Avg Daily Profit (%) 0.2581 0.2261 0.032 0.0433 0.0918 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131426 -105313 -80028 -603689 -257565 -459105
Profit Factor 1.5827 2.1628 1.1287 1.0582 1.5494 0.7619
Total Trades 123 61 62 123 61 62
Winning Trades 51 23 28 51 23 28
Losing Trades 72 38 34 72 38 34
Profitability (%) 41.4634 37.7049 45.1613 41.4634 37.7049 45.1613
Ratio Avg Win / Avg Loss 2.2344 3.5733 1.3706 1.4939 2.5599 0.9252
Largest Winning Trade 263693 263693 69051 194363 194363 109619
Largest Losing Trade -57309 -40935 -57309 -397930 -121343 -397930
Avg Bars in Trades 85 80 89 85 80 89
Avg Bars in Winners 140 143 138 140 143 138
Avg Bars in Losers 45 42 49 45 42 49
Bars Traded 10479 4920 5559 10479 4920 5559
Profit Streak 15.3366 0 29.3366 15.3366 0 29.3366
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310698 -154780 -385439 -293960 -234412 -736299
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10707,
    "evaluation_days": 1784.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607846400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759953882241,
    "expiration_time": 1764564624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 19,
            "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": [
        [
            460644.6592829784,
            403552.116263976,
            57092.5430190022,
            116635.1447506337,
            414289.29565205,
            -297654.1509014161
        ],
        [
            460.644659,
            403.552116,
            57.092543,
            116.635145,
            414.289296,
            -297.654151
        ],
        [
            0.258137,
            0.226143,
            0.031994,
            0.043329,
            0.091811,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131426,
            -105313,
            -80028,
            -603689,
            -257565,
            -459105
        ],
        [
            1.58271,
            2.162779,
            1.128743,
            1.058192,
            1.549394,
            0.761923
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            41.463415,
            37.704918,
            45.16129,
            41.463415,
            37.704918,
            45.16129
        ],
        [
            2.234414,
            3.573287,
            1.370616,
            1.493918,
            2.559868,
            0.925193
        ],
        [
            263693,
            263693,
            69051,
            194363,
            194363,
            109619
        ],
        [
            -57309,
            -40935,
            -57309,
            -397930,
            -121343,
            -397930
        ],
        [
            85,
            80,
            89,
            85,
            80,
            89
        ],
        [
            140,
            143,
            138,
            140,
            143,
            138
        ],
        [
            45,
            42,
            49,
            45,
            42,
            49
        ],
        [
            10479,
            4920,
            5559,
            10479,
            4920,
            5559
        ],
        [
            15.3366,
            0,
            29.3366,
            15.3366,
            0,
            29.3366
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310698,
            -154780,
            -385439,
            -293960,
            -234412,
            -736299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10707,
    "evaluation_days": 1784.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607846400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759953882241,
    "expiration_time": 1764564624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 19,
            "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)