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Trade: ROSE/USDT/120/WMA/BBM/8968

Strategy
ROSE/USDT/120/WMA/BBM/8968
Pair
ROSE_USDT
Interval
2h
Score
300747
Daily Profit
0.197658
Profit Factor
1.358163
Profitability
41.807910
Streak
79.930455
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-28 05:19
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349820.8958 319561.2462 30259.6496 46726.0636 183094.8066 -136368.743
Total P&L (%) 349.8209 319.5612 30.2597 46.7261 183.0948 -136.3687
Avg Daily Profit (%) 0.1977 0.1806 0.0171 0.0217 0.0588 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109391 -71216 -131181 -285313 -118218 -257969
Profit Factor 1.3582 1.7013 1.0581 1.0327 1.2984 0.8324
Total Trades 177 89 88 177 89 88
Winning Trades 74 35 39 74 35 39
Losing Trades 103 54 49 103 54 49
Profitability (%) 41.8079 39.3258 44.3182 41.8079 39.3258 44.3182
Ratio Avg Win / Avg Loss 1.8904 2.6248 1.3294 1.4375 2.0033 1.0458
Largest Winning Trade 116413 116413 62822 140025 140025 85437
Largest Losing Trade -55647 -27735 -55647 -128583 -40134 -128583
Avg Bars in Trades 118 114 123 118 114 123
Avg Bars in Winners 187 186 187 187 186 187
Avg Bars in Losers 69 67 72 69 67 72
Bars Traded 21033 10204 10829 21033 10204 10829
Profit Streak 79.9305 105.5971 79.9305 79.9305 105.5971 79.9305
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300747 273750 -331304 -350851 -116275 -580676
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606737600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759025991367,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "offset": 53
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 1.24532
        }
    }
}
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": [
        [
            349820.8957771861,
            319561.2461527029,
            30259.6496244833,
            46726.0635991897,
            183094.8065936801,
            -136368.7429944902
        ],
        [
            349.820896,
            319.561246,
            30.25965,
            46.726064,
            183.094807,
            -136.368743
        ],
        [
            0.197658,
            0.18056,
            0.017097,
            0.021665,
            0.058815,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109391,
            -71216,
            -131181,
            -285313,
            -118218,
            -257969
        ],
        [
            1.358163,
            1.701258,
            1.058079,
            1.032743,
            1.298446,
            0.832379
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            103,
            54,
            49,
            103,
            54,
            49
        ],
        [
            41.80791,
            39.325843,
            44.318182,
            41.80791,
            39.325843,
            44.318182
        ],
        [
            1.890416,
            2.624798,
            1.329381,
            1.437467,
            2.003316,
            1.045809
        ],
        [
            116413,
            116413,
            62822,
            140025,
            140025,
            85437
        ],
        [
            -55647,
            -27735,
            -55647,
            -128583,
            -40134,
            -128583
        ],
        [
            118,
            114,
            123,
            118,
            114,
            123
        ],
        [
            187,
            186,
            187,
            187,
            186,
            187
        ],
        [
            69,
            67,
            72,
            69,
            67,
            72
        ],
        [
            21033,
            10204,
            10829,
            21033,
            10204,
            10829
        ],
        [
            79.930455,
            105.597122,
            79.930455,
            79.930456,
            105.597122,
            79.930456
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300747,
            273750,
            -331304,
            -350851,
            -116275,
            -580676
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606737600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759025991367,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "offset": 53
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 1.24532
        }
    }
}

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)