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Trade: ROSE/USDT/720/PWMA/FWMA/7943

Strategy
ROSE/USDT/720/PWMA/FWMA/7943
Pair
ROSE_USDT
Interval
12h
Score
312199
Daily Profit
0.300532
Profit Factor
3.731879
Profitability
30.303030
Streak
14.149138
Best Strategy
Training Data Length
1786.500000
Evaluation Time
2025-10-10 06:34
Expiration Time
2025-12-02 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671032.6586 536899.8535 134132.8051 1653088.659 62558.6319 1590530.0271
Total P&L (%) 671.0327 536.8999 134.1328 1653.0887 62.5586 1590.53
Avg Daily Profit (%) 0.3756 0.3005 0.0751 0.1604 0.0272 0.1584
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139055 -85955 -65933 -6268110 -4140532 -2879110
Profit Factor 2.7038 3.7319 1.6798 1.1257 1.0094 1.2443
Total Trades 65 33 32 65 33 32
Winning Trades 21 10 11 21 10 11
Losing Trades 44 23 21 44 23 21
Profitability (%) 32.3077 30.303 34.375 32.3077 30.303 34.375
Ratio Avg Win / Avg Loss 5.6652 8.5833 3.2069 2.3585 2.3217 2.3756
Largest Winning Trade 240861 240861 78564 2882511 2589141 2882511
Largest Losing Trade -27102 -24054 -27102 -1632395 -1273307 -1632395
Avg Bars in Trades 53 48 58 53 48 58
Avg Bars in Winners 112 96 126 112 96 126
Avg Bars in Losers 24 26 22 24 26 22
Bars Traded 3446 1587 1859 3446 1587 1859
Profit Streak 13.6491 14.1491 0 13.6491 14.1491 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -127860 312199 -95624 -216044 -373186 87418
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3573,
    "evaluation_days": 1786.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610452800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067285487,
    "expiration_time": 1764685008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 79,
            "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": [
        [
            671032.6585760314,
            536899.8535126369,
            134132.8050633946,
            1653088.6590025967,
            62558.6318622872,
            1590530.027140308
        ],
        [
            671.032659,
            536.899854,
            134.132805,
            1653.088659,
            62.558632,
            1590.530027
        ],
        [
            0.375613,
            0.300532,
            0.075081,
            0.16044,
            0.0272,
            0.158403
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139055,
            -85955,
            -65933,
            -6268110,
            -4140532,
            -2879110
        ],
        [
            2.703839,
            3.731879,
            1.679827,
            1.125663,
            1.009414,
            1.244339
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            32.307692,
            30.30303,
            34.375,
            32.307692,
            30.30303,
            34.375
        ],
        [
            5.665187,
            8.583322,
            3.206942,
            2.358531,
            2.321652,
            2.375557
        ],
        [
            240861,
            240861,
            78564,
            2882511,
            2589141,
            2882511
        ],
        [
            -27102,
            -24054,
            -27102,
            -1632395,
            -1273307,
            -1632395
        ],
        [
            53,
            48,
            58,
            53,
            48,
            58
        ],
        [
            112,
            96,
            126,
            112,
            96,
            126
        ],
        [
            24,
            26,
            22,
            24,
            26,
            22
        ],
        [
            3446,
            1587,
            1859,
            3446,
            1587,
            1859
        ],
        [
            13.649137,
            14.149138,
            0,
            13.649138,
            14.149138,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -127860,
            312199,
            -95624,
            -216044,
            -373186,
            87418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3573,
    "evaluation_days": 1786.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610452800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067285487,
    "expiration_time": 1764685008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 79,
            "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)