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Trade: ROSE/USDT/360/MIDPOINT/WMA/9613

Strategy
ROSE/USDT/360/MIDPOINT/WMA/9613
Pair
ROSE_USDT
Interval
6h
Score
306595
Daily Profit
0.160336
Profit Factor
1.692252
Profitability
45.783133
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-26 15:25
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311432.2166 283875.3913 27556.8254 46281.4297 131058.8335 -84777.4037
Total P&L (%) 311.4322 283.8754 27.5568 46.2814 131.0588 -84.7774
Avg Daily Profit (%) 0.1759 0.1603 0.0156 0.0215 0.0473 -0.1063
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120926 -80609 -99961 -256251 -98069 -198880
Profit Factor 1.3411 1.6923 1.0548 1.0412 1.2631 0.8642
Total Trades 165 83 82 165 83 82
Winning Trades 73 38 35 73 38 35
Losing Trades 92 45 47 92 45 47
Profitability (%) 44.2424 45.7831 42.6829 44.2424 45.7831 42.6829
Ratio Avg Win / Avg Loss 1.6901 2.004 1.4164 1.3123 1.4958 1.1604
Largest Winning Trade 107529 107529 70303 93280 93280 66107
Largest Losing Trade -50401 -28040 -50401 -99468 -83530 -99468
Avg Bars in Trades 42 37 47 42 37 47
Avg Bars in Winners 64 54 76 64 54 76
Avg Bars in Losers 24 23 25 24 23 25
Bars Traded 7010 3129 3881 7010 3129 3881
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 269515 306595 -342946 -342357 -131834 -586414

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607148000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758889532978,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 16,
            "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": [
        [
            311432.2166250814,
            283875.3912658875,
            27556.8253591938,
            46281.4297443227,
            131058.8334549436,
            -84777.4037106208
        ],
        [
            311.432217,
            283.875391,
            27.556825,
            46.28143,
            131.058833,
            -84.777404
        ],
        [
            0.175901,
            0.160336,
            0.015564,
            0.021486,
            0.047314,
            -0.106263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120926,
            -80609,
            -99961,
            -256251,
            -98069,
            -198880
        ],
        [
            1.34109,
            1.692252,
            1.054788,
            1.041242,
            1.263114,
            0.864155
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            44.242424,
            45.783133,
            42.682927,
            44.242424,
            45.783133,
            42.682927
        ],
        [
            1.69014,
            2.003983,
            1.416429,
            1.312251,
            1.495793,
            1.160437
        ],
        [
            107529,
            107529,
            70303,
            93280,
            93280,
            66107
        ],
        [
            -50401,
            -28040,
            -50401,
            -99468,
            -83530,
            -99468
        ],
        [
            42,
            37,
            47,
            42,
            37,
            47
        ],
        [
            64,
            54,
            76,
            64,
            54,
            76
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            7010,
            3129,
            3881,
            7010,
            3129,
            3881
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            269515,
            306595,
            -342946,
            -342357,
            -131834,
            -586414
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607148000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758889532978,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 16,
            "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)