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Trade: ROSE/USDT/240/MIDPOINT/PWMA/5471

Strategy
ROSE/USDT/240/MIDPOINT/PWMA/5471
Pair
ROSE_USDT
Interval
4h
Score
312575
Daily Profit
0.155136
Profit Factor
1.642397
Profitability
46.464646
Streak
0.000000
Best Strategy
Training Data Length
1779.000000
Evaluation Time
2025-10-03 09:04
Expiration Time
2025-11-25 14:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219102.4638 275986.2938 -56883.83 -78447.1296 128097.8439 -206544.9735
Total P&L (%) 219.1025 275.9863 -56.8838 -78.4471 128.0978 -206.545
Avg Daily Profit (%) 0.1232 0.1551 -0.032 -0.0862 0.0464 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218068 -90720 -177174 -203498 -28459 -188786
Profit Factor 1.216 1.6424 0.9027 0.8309 2.0113 0.3874
Total Trades 198 99 99 198 99 99
Winning Trades 99 46 53 99 46 53
Losing Trades 99 53 46 99 53 46
Profitability (%) 50 46.4646 53.5354 50 46.4646 53.5354
Ratio Avg Win / Avg Loss 1.216 1.8923 0.7835 0.8309 2.3174 0.3362
Largest Winning Trade 83606 83606 80278 60292 60292 33873
Largest Losing Trade -70790 -39430 -70790 -146834 -23889 -146834
Avg Bars in Trades 52 43 61 52 43 61
Avg Bars in Winners 65 52 76 65 52 76
Avg Bars in Losers 39 34 45 39 34 45
Bars Traded 10400 4269 6131 10400 4269 6131
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 -27985 312575 -580609 -579741 -128832 -580609
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10674,
    "evaluation_days": 1779,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607875200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471440842,
    "expiration_time": 1764075168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "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": [
        [
            219102.4638214253,
            275986.2938483512,
            -56883.830026926,
            -78447.1295881497,
            128097.8439454224,
            -206544.9735335721
        ],
        [
            219.102464,
            275.986294,
            -56.88383,
            -78.44713,
            128.097844,
            -206.544974
        ],
        [
            0.12316,
            0.155136,
            -0.031975,
            -0.086228,
            0.046363,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218068,
            -90720,
            -177174,
            -203498,
            -28459,
            -188786
        ],
        [
            1.216026,
            1.642397,
            0.9027,
            0.830872,
            2.011291,
            0.387408
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            99,
            46,
            53,
            99,
            46,
            53
        ],
        [
            99,
            53,
            46,
            99,
            53,
            46
        ],
        [
            50,
            46.464646,
            53.535354,
            50,
            46.464646,
            53.535354
        ],
        [
            1.216026,
            1.892327,
            0.783475,
            0.830872,
            2.317357,
            0.336241
        ],
        [
            83606,
            83606,
            80278,
            60292,
            60292,
            33873
        ],
        [
            -70790,
            -39430,
            -70790,
            -146834,
            -23889,
            -146834
        ],
        [
            52,
            43,
            61,
            52,
            43,
            61
        ],
        [
            65,
            52,
            76,
            65,
            52,
            76
        ],
        [
            39,
            34,
            45,
            39,
            34,
            45
        ],
        [
            10400,
            4269,
            6131,
            10400,
            4269,
            6131
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27985,
            312575,
            -580609,
            -579741,
            -128832,
            -580609
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10674,
    "evaluation_days": 1779,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607875200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471440842,
    "expiration_time": 1764075168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "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)