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Trade: ROSE/USDT/120/WMA/SSF/3934

Strategy
ROSE/USDT/120/WMA/SSF/3934
Pair
ROSE_USDT
Interval
2h
Score
305617
Daily Profit
0.191094
Profit Factor
1.420530
Profitability
45.070423
Streak
0.000000
Best Strategy
Training Data Length
1778.670000
Evaluation Time
2025-10-03 13:54
Expiration Time
2025-12-06 12:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348542.807 339892.8464 8649.9606 27416.2473 265112.0054 -237695.7581
Total P&L (%) 348.5428 339.8928 8.65 27.4162 265.112 -237.6958
Avg Daily Profit (%) 0.196 0.1911 0.0049 0.0136 0.0728 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124657 -76290 -144056 -289691 -163945 -359542
Profit Factor 1.1877 1.4205 1.0082 1.0079 1.1782 0.8803
Total Trades 569 284 285 569 284 285
Winning Trades 254 128 126 254 128 126
Losing Trades 315 156 159 315 156 159
Profitability (%) 44.6397 45.0704 44.2105 44.6397 45.0704 44.2105
Ratio Avg Win / Avg Loss 1.4729 1.7313 1.2723 1.2499 1.436 1.1109
Largest Winning Trade 90298 90298 54862 169514 169514 102439
Largest Losing Trade -28548 -17545 -28548 -91996 -36479 -91996
Avg Bars in Trades 37 36 38 37 36 38
Avg Bars in Winners 48 47 50 48 47 50
Avg Bars in Losers 28 27 28 28 27 28
Bars Traded 21249 10269 10980 21249 10269 10980
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 -5597 305617 -564871 -388940 -121156 -580427
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21344,
    "evaluation_days": 1778.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606204800000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759488872058,
    "expiration_time": 1765017964800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            348542.8070467514,
            339892.8464248023,
            8649.9606219496,
            27416.2472765801,
            265112.0054039247,
            -237695.7581273447
        ],
        [
            348.542807,
            339.892846,
            8.649961,
            27.416247,
            265.112005,
            -237.695758
        ],
        [
            0.195957,
            0.191094,
            0.004863,
            0.013623,
            0.072836,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124657,
            -76290,
            -144056,
            -289691,
            -163945,
            -359542
        ],
        [
            1.187686,
            1.42053,
            1.008247,
            1.007892,
            1.178227,
            0.88034
        ],
        [
            569,
            284,
            285,
            569,
            284,
            285
        ],
        [
            254,
            128,
            126,
            254,
            128,
            126
        ],
        [
            315,
            156,
            159,
            315,
            156,
            159
        ],
        [
            44.639719,
            45.070423,
            44.210526,
            44.639719,
            45.070423,
            44.210526
        ],
        [
            1.472918,
            1.731271,
            1.272312,
            1.249945,
            1.435964,
            1.110906
        ],
        [
            90298,
            90298,
            54862,
            169514,
            169514,
            102439
        ],
        [
            -28548,
            -17545,
            -28548,
            -91996,
            -36479,
            -91996
        ],
        [
            37,
            36,
            38,
            37,
            36,
            38
        ],
        [
            48,
            47,
            50,
            48,
            47,
            50
        ],
        [
            28,
            27,
            28,
            28,
            27,
            28
        ],
        [
            21249,
            10269,
            10980,
            21249,
            10269,
            10980
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5597,
            305617,
            -564871,
            -388940,
            -121156,
            -580427
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21344,
    "evaluation_days": 1778.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606204800000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759488872058,
    "expiration_time": 1765017964800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 3
        }
    }
}

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)