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Trade: ROSE/USDT/240/WMA/SWMA/5380

Strategy
ROSE/USDT/240/WMA/SWMA/5380
Pair
ROSE_USDT
Interval
4h
Score
315017
Daily Profit
0.265370
Profit Factor
2.877676
Profitability
37.209302
Streak
0.000000
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-26 18:18
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 530448.5441 469791.7897 60656.7544 322511.6076 332812.6739 -10301.0663
Total P&L (%) 530.4485 469.7918 60.6568 322.5116 332.8127 -10.3011
Avg Daily Profit (%) 0.2996 0.2654 0.0343 0.0814 0.0828 -0.0061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119754 -89201 -80114 -296596 -157001 -255660
Profit Factor 1.9231 2.8777 1.187 1.2265 1.5589 0.9876
Total Trades 86 43 43 86 43 43
Winning Trades 33 16 17 33 16 17
Losing Trades 53 27 26 53 27 26
Profitability (%) 38.3721 37.2093 39.5349 38.3721 37.2093 39.5349
Ratio Avg Win / Avg Loss 3.0887 4.8561 1.8154 1.9698 2.6306 1.5104
Largest Winning Trade 216454 216454 79557 239414 239414 223432
Largest Losing Trade -66926 -30385 -66926 -137520 -71831 -137520
Avg Bars in Trades 119 102 135 119 102 135
Avg Bars in Winners 225 197 252 225 197 252
Avg Bars in Losers 52 46 59 52 46 59
Bars Traded 10237 4396 5841 10237 4396 5841
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 296963 315017 -165511 -87775 -84559 -582019

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": 1609070400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899915597,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "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": [
        [
            530448.544051429,
            469791.7896708476,
            60656.7543805817,
            322511.6076373626,
            332812.6738957122,
            -10301.0662583496
        ],
        [
            530.448544,
            469.79179,
            60.656754,
            322.511608,
            332.812674,
            -10.301066
        ],
        [
            0.299633,
            0.26537,
            0.034263,
            0.081433,
            0.082795,
            -0.006141
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119754,
            -89201,
            -80114,
            -296596,
            -157001,
            -255660
        ],
        [
            1.923138,
            2.877676,
            1.186972,
            1.226458,
            1.558898,
            0.987569
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            38.372093,
            37.209302,
            39.534884,
            38.372093,
            37.209302,
            39.534884
        ],
        [
            3.088676,
            4.856078,
            1.815369,
            1.969765,
            2.63064,
            1.5104
        ],
        [
            216454,
            216454,
            79557,
            239414,
            239414,
            223432
        ],
        [
            -66926,
            -30385,
            -66926,
            -137520,
            -71831,
            -137520
        ],
        [
            119,
            102,
            135,
            119,
            102,
            135
        ],
        [
            225,
            197,
            252,
            225,
            197,
            252
        ],
        [
            52,
            46,
            59,
            52,
            46,
            59
        ],
        [
            10237,
            4396,
            5841,
            10237,
            4396,
            5841
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            296963,
            315017,
            -165511,
            -87775,
            -84559,
            -582019
        ]
    ]
}
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": 1609070400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899915597,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "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)