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Trade: ROSE/USDT/360/PWMA/MIDPRICE/8472

Strategy
ROSE/USDT/360/PWMA/MIDPRICE/8472
Pair
ROSE_USDT
Interval
6h
Score
317885
Daily Profit
0.209298
Profit Factor
1.586782
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
1777.250000
Evaluation Time
2025-10-01 15:50
Expiration Time
2025-11-23 15:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 371975.5205 353265.5325 18709.988 79180.1872 221295.0816 -142114.8944
Total P&L (%) 371.9755 353.2655 18.71 79.1802 221.2951 -142.1149
Avg Daily Profit (%) 0.2093 0.1988 0.0105 0.0328 0.0657 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97737 -66340 -86880 -322329 -178003 -263110
Profit Factor 1.5868 2.1865 1.0557 1.0571 1.3457 0.8095
Total Trades 94 47 47 94 47 47
Winning Trades 42 19 23 42 19 23
Losing Trades 52 28 24 52 28 24
Profitability (%) 44.6809 40.4255 48.9362 44.6809 40.4255 48.9362
Ratio Avg Win / Avg Loss 1.9646 3.2222 1.1016 1.3088 1.9831 0.8447
Largest Winning Trade 151417 151417 71085 243409 243409 95830
Largest Losing Trade -36819 -26162 -36819 -107531 -87915 -107531
Avg Bars in Trades 73 70 75 73 70 75
Avg Bars in Winners 109 107 111 109 107 111
Avg Bars in Losers 43 45 41 43 45 41
Bars Traded 6872 3317 3555 6872 3317 3555
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 317885 292622 -346159 -308549 -107381 -581110
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7109,
    "evaluation_days": 1777.25,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609264800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759323018340,
    "expiration_time": 1763905032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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": [
        [
            371975.5204674476,
            353265.5324815152,
            18709.9879859324,
            79180.1872076385,
            221295.0816493093,
            -142114.8944416709
        ],
        [
            371.97552,
            353.265532,
            18.709988,
            79.180187,
            221.295082,
            -142.114894
        ],
        [
            0.209298,
            0.198771,
            0.010527,
            0.032821,
            0.065695,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97737,
            -66340,
            -86880,
            -322329,
            -178003,
            -263110
        ],
        [
            1.586782,
            2.186499,
            1.055654,
            1.057128,
            1.345684,
            0.80946
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            44.680851,
            40.425532,
            48.93617,
            44.680851,
            40.425532,
            48.93617
        ],
        [
            1.964587,
            3.22221,
            1.101552,
            1.308825,
            1.983113,
            0.844654
        ],
        [
            151417,
            151417,
            71085,
            243409,
            243409,
            95830
        ],
        [
            -36819,
            -26162,
            -36819,
            -107531,
            -87915,
            -107531
        ],
        [
            73,
            70,
            75,
            73,
            70,
            75
        ],
        [
            109,
            107,
            111,
            109,
            107,
            111
        ],
        [
            43,
            45,
            41,
            43,
            45,
            41
        ],
        [
            6872,
            3317,
            3555,
            6872,
            3317,
            3555
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317885,
            292622,
            -346159,
            -308549,
            -107381,
            -581110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7109,
    "evaluation_days": 1777.25,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609264800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759323018340,
    "expiration_time": 1763905032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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)