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Trade: ROSE/USDT/120/WMA/EMA/1298

Strategy
ROSE/USDT/120/WMA/EMA/1298
Pair
ROSE_USDT
Interval
2h
Score
354025
Daily Profit
0.209947
Profit Factor
1.392056
Profitability
46.323529
Streak
95.830812
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-28 08:56
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 371570.588 326264.9123 45305.6756 72306.3626 175065.1479 -102758.7853
Total P&L (%) 371.5706 326.2649 45.3057 72.3064 175.0651 -102.7588
Avg Daily Profit (%) 0.2099 0.1843 0.0256 0.0307 0.0572 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121705 -105089 -105941 -375720 -351625 -336999
Profit Factor 1.3921 1.6764 1.0973 1.0277 1.1295 0.9182
Total Trades 136 68 68 136 68 68
Winning Trades 63 33 30 63 33 30
Losing Trades 73 35 38 73 35 38
Profitability (%) 46.3235 48.5294 44.1176 46.3235 48.5294 44.1176
Ratio Avg Win / Avg Loss 1.613 1.778 1.39 1.1908 1.1979 1.1631
Largest Winning Trade 94487 94487 52008 148175 138305 148175
Largest Losing Trade -45401 -38589 -45401 -167123 -167123 -130503
Avg Bars in Trades 153 173 133 153 173 133
Avg Bars in Winners 195 202 188 195 202 188
Avg Bars in Losers 117 146 90 117 146 90
Bars Traded 20880 11794 9086 20880 11794 9086
Profit Streak 95.8308 100.5808 95.8308 95.8308 100.5808 95.8308
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354025 -98010 -384658 -341477 -303329 -689898
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": 1607371200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759038982159,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 157,
            "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": [
        [
            371570.5879546909,
            326264.9123294121,
            45305.6756252787,
            72306.3626290777,
            175065.1478912317,
            -102758.785262154
        ],
        [
            371.570588,
            326.264912,
            45.305676,
            72.306363,
            175.065148,
            -102.758785
        ],
        [
            0.209947,
            0.184348,
            0.025599,
            0.030748,
            0.057188,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121705,
            -105089,
            -105941,
            -375720,
            -351625,
            -336999
        ],
        [
            1.392056,
            1.676423,
            1.097346,
            1.027717,
            1.129479,
            0.91823
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            46.323529,
            48.529412,
            44.117647,
            46.323529,
            48.529412,
            44.117647
        ],
        [
            1.613018,
            1.778024,
            1.389971,
            1.190846,
            1.197933,
            1.163092
        ],
        [
            94487,
            94487,
            52008,
            148175,
            138305,
            148175
        ],
        [
            -45401,
            -38589,
            -45401,
            -167123,
            -167123,
            -130503
        ],
        [
            153,
            173,
            133,
            153,
            173,
            133
        ],
        [
            195,
            202,
            188,
            195,
            202,
            188
        ],
        [
            117,
            146,
            90,
            117,
            146,
            90
        ],
        [
            20880,
            11794,
            9086,
            20880,
            11794,
            9086
        ],
        [
            95.830812,
            100.580812,
            95.830812,
            95.830812,
            100.580812,
            95.830812
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354025,
            -98010,
            -384658,
            -341477,
            -303329,
            -689898
        ]
    ]
}
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": 1607371200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759038982159,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 157,
            "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)