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Trade: ROSE/USDT/720/PWMA/JMA/8668

Strategy
ROSE/USDT/720/PWMA/JMA/8668
Pair
ROSE_USDT
Interval
12h
Score
310716
Daily Profit
0.220639
Profit Factor
1.573243
Profitability
44.186047
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-27 22:13
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390751.5546 363451.246 27300.3086 49150.5053 339503.8605 -290353.3552
Total P&L (%) 390.7516 363.4512 27.3003 49.1505 339.5039 -290.3534
Avg Daily Profit (%) 0.2206 0.2052 0.0154 0.0226 0.0836 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121553 -108028 -60356 -586640 -448306 -377824
Profit Factor 1.5732 2.1407 1.0752 1.0176 1.2733 0.8125
Total Trades 86 43 43 86 43 43
Winning Trades 38 17 21 38 17 21
Losing Trades 48 26 22 48 26 22
Profitability (%) 44.186 39.5349 48.8372 44.186 39.5349 48.8372
Ratio Avg Win / Avg Loss 1.9873 3.2739 1.1264 1.2854 1.9475 0.8512
Largest Winning Trade 168692 168692 58096 381717 381717 238462
Largest Losing Trade -44093 -29013 -44093 -271787 -121702 -271787
Avg Bars in Trades 39 31 47 39 31 47
Avg Bars in Winners 58 46 68 58 46 68
Avg Bars in Losers 24 21 28 24 21 28
Bars Traded 3404 1354 2050 3404 1354 2050
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 310716 277866 -313808 -367294 -84286 -581179
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609416000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000407201,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 86,
            "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": [
        [
            390751.5545906851,
            363451.2459901707,
            27300.3086005138,
            49150.5053340462,
            339503.8605215033,
            -290353.3551874568
        ],
        [
            390.751555,
            363.451246,
            27.300309,
            49.150505,
            339.503861,
            -290.353355
        ],
        [
            0.220639,
            0.205224,
            0.015415,
            0.022577,
            0.08363,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121553,
            -108028,
            -60356,
            -586640,
            -448306,
            -377824
        ],
        [
            1.573243,
            2.140659,
            1.075204,
            1.017615,
            1.273347,
            0.812471
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            44.186047,
            39.534884,
            48.837209,
            44.186047,
            39.534884,
            48.837209
        ],
        [
            1.987254,
            3.273949,
            1.126404,
            1.285408,
            1.947473,
            0.85116
        ],
        [
            168692,
            168692,
            58096,
            381717,
            381717,
            238462
        ],
        [
            -44093,
            -29013,
            -44093,
            -271787,
            -121702,
            -271787
        ],
        [
            39,
            31,
            47,
            39,
            31,
            47
        ],
        [
            58,
            46,
            68,
            58,
            46,
            68
        ],
        [
            24,
            21,
            28,
            24,
            21,
            28
        ],
        [
            3404,
            1354,
            2050,
            3404,
            1354,
            2050
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310716,
            277866,
            -313808,
            -367294,
            -84286,
            -581179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609416000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000407201,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 86,
            "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)