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Trade: ROSE/USDT/480/SINWMA/PWMA/9883

Strategy
ROSE/USDT/480/SINWMA/PWMA/9883
Pair
ROSE_USDT
Interval
8h
Score
624681
Daily Profit
0.494786
Profit Factor
2.104735
Profitability
57.664234
Streak
66.662990
Best Strategy
Training Data Length
1779.670000
Evaluation Time
2025-10-04 02:54
Expiration Time
2025-11-26 03:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 880556.1634 648044.3904 232511.773 5648502.9264 4830605.4479 817897.4785
Total P&L (%) 880.5562 648.0444 232.5118 5648.5029 4830.6054 817.8975
Avg Daily Profit (%) 0.4948 0.3641 0.1306 0.2279 0.2193 0.1246
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115863 -44963 -93205 -8762705 -2405194 -6424198
Profit Factor 2.1047 3.1963 1.4632 1.2258 1.5699 1.0495
Total Trades 137 68 69 137 68 69
Winning Trades 79 39 40 79 39 40
Losing Trades 58 29 29 58 29 29
Profitability (%) 57.6642 57.3529 57.971 57.6642 57.3529 57.971
Ratio Avg Win / Avg Loss 1.5452 2.3767 1.0608 0.9 1.1673 0.7609
Largest Winning Trade 166074 166074 69351 2735596 1516161 2735596
Largest Losing Trade -69045 -36403 -69045 -5893881 -1836552 -5893881
Avg Bars in Trades 37 32 42 37 32 42
Avg Bars in Winners 36 30 41 36 30 41
Avg Bars in Losers 39 35 43 39 35 43
Bars Traded 5158 2226 2932 5158 2226 2932
Profit Streak 66.663 108.3297 66.663 66.663 108.3297 66.663
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 624681 -91323 -117203 325187 -96937 -293648
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5339,
    "evaluation_days": 1779.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609430400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535682357,
    "expiration_time": 1764120096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "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": [
        [
            880556.1633980792,
            648044.3903846148,
            232511.7730134643,
            5648502.9264246095,
            4830605.447941072,
            817897.4784835379
        ],
        [
            880.556163,
            648.04439,
            232.511773,
            5648.502926,
            4830.605448,
            817.897478
        ],
        [
            0.494786,
            0.364137,
            0.130649,
            0.227915,
            0.219272,
            0.124647
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115863,
            -44963,
            -93205,
            -8762705,
            -2405194,
            -6424198
        ],
        [
            2.104735,
            3.196299,
            1.463159,
            1.225847,
            1.569874,
            1.049469
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            57.664234,
            57.352941,
            57.971014,
            57.664234,
            57.352941,
            57.971014
        ],
        [
            1.545249,
            2.376735,
            1.060791,
            0.899989,
            1.167342,
            0.760865
        ],
        [
            166074,
            166074,
            69351,
            2735596,
            1516161,
            2735596
        ],
        [
            -69045,
            -36403,
            -69045,
            -5893881,
            -1836552,
            -5893881
        ],
        [
            37,
            32,
            42,
            37,
            32,
            42
        ],
        [
            36,
            30,
            41,
            36,
            30,
            41
        ],
        [
            39,
            35,
            43,
            39,
            35,
            43
        ],
        [
            5158,
            2226,
            2932,
            5158,
            2226,
            2932
        ],
        [
            66.66299,
            108.329657,
            66.66299,
            66.66299,
            108.329657,
            66.66299
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            624681,
            -91323,
            -117203,
            325187,
            -96937,
            -293648
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5339,
    "evaluation_days": 1779.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609430400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535682357,
    "expiration_time": 1764120096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "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)