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Trade: ROSE/USDT/480/PWMA/OHLC4/7492

Strategy
ROSE/USDT/480/PWMA/OHLC4/7492
Pair
ROSE_USDT
Interval
8h
Score
330610
Daily Profit
0.337184
Profit Factor
1.678477
Profitability
35.294118
Streak
37.323721
Best Strategy
Training Data Length
1775.330000
Evaluation Time
2025-09-29 18:46
Expiration Time
2025-11-21 16:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 598613.3543 426415.3564 172197.9979 2619367.6441 862972.9198 1756394.7243
Total P&L (%) 598.6134 426.4154 172.198 2619.3676 862.9729 1756.3947
Avg Daily Profit (%) 0.3372 0.2402 0.097 0.1862 0.1277 0.1647
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88343 -50405 -89686 -915876 -1011799 -723380
Profit Factor 1.6785 1.9467 1.3987 1.3511 1.218 1.5015
Total Trades 238 119 119 238 119 119
Winning Trades 84 39 45 84 39 45
Losing Trades 154 80 74 154 80 74
Profitability (%) 35.2941 32.7731 37.8151 35.2941 32.7731 37.8151
Ratio Avg Win / Avg Loss 3.0772 3.9932 2.3002 2.4769 2.4984 2.4691
Largest Winning Trade 126799 126799 65993 675573 490118 675573
Largest Losing Trade -25152 -15208 -25152 -247124 -247124 -218717
Avg Bars in Trades 21 20 23 21 20 23
Avg Bars in Winners 42 44 41 42 44 41
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 5224 2475 2749 5224 2475 2749
Profit Streak 37.3237 37.3237 37.9904 37.3237 37.3237 37.9904
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330610 199686 -65834 223939 -27604 216315
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5326,
    "evaluation_days": 1775.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607040000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759160769535,
    "expiration_time": 1763734464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            598613.3543217769,
            426415.3563936753,
            172197.997928101,
            2619367.644119184,
            862972.9197762453,
            1756394.7243429404
        ],
        [
            598.613354,
            426.415356,
            172.197998,
            2619.367644,
            862.97292,
            1756.394724
        ],
        [
            0.337184,
            0.240189,
            0.096995,
            0.186222,
            0.127655,
            0.164681
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88343,
            -50405,
            -89686,
            -915876,
            -1011799,
            -723380
        ],
        [
            1.678477,
            1.946666,
            1.398745,
            1.351052,
            1.217965,
            1.501503
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            154,
            80,
            74,
            154,
            80,
            74
        ],
        [
            35.294118,
            32.773109,
            37.815126,
            35.294118,
            32.773109,
            37.815126
        ],
        [
            3.077208,
            3.993161,
            2.300158,
            2.476929,
            2.498391,
            2.469138
        ],
        [
            126799,
            126799,
            65993,
            675573,
            490118,
            675573
        ],
        [
            -25152,
            -15208,
            -25152,
            -247124,
            -247124,
            -218717
        ],
        [
            21,
            20,
            23,
            21,
            20,
            23
        ],
        [
            42,
            44,
            41,
            42,
            44,
            41
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            5224,
            2475,
            2749,
            5224,
            2475,
            2749
        ],
        [
            37.323721,
            37.323721,
            37.990388,
            37.323721,
            37.323721,
            37.990388
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330610,
            199686,
            -65834,
            223939,
            -27604,
            216315
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5326,
    "evaluation_days": 1775.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607040000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759160769535,
    "expiration_time": 1763734464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)