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Trade: ROSE/USDT/360/PWMA/SUPERTREND/2374

Strategy
ROSE/USDT/360/PWMA/SUPERTREND/2374
Pair
ROSE_USDT
Interval
6h
Score
501271
Daily Profit
0.392765
Profit Factor
1.496453
Profitability
50.833333
Streak
6.784959
Best Strategy
Training Data Length
1777.250000
Evaluation Time
2025-10-01 15:50
Expiration Time
2025-11-23 15:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 698040.7581 487323.3487 210717.4094 3939404.9542 4985201.803 -1045796.8488
Total P&L (%) 698.0408 487.3233 210.7174 3939.405 4985.2018 -1045.7968
Avg Daily Profit (%) 0.3928 0.2742 0.1186 0.2083 0.2213 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174481 -136955 -95912 -51139770 -31018470 -37832431
Profit Factor 1.4965 1.6615 1.3148 1.0142 1.0347 0.9922
Total Trades 360 180 180 360 180 180
Winning Trades 183 85 98 183 85 98
Losing Trades 177 95 82 177 95 82
Profitability (%) 50.8333 47.2222 54.4444 50.8333 47.2222 54.4444
Ratio Avg Win / Avg Loss 1.4474 1.857 1.1001 0.9809 1.1564 0.8302
Largest Winning Trade 78564 78564 51972 9721391 9721391 9364015
Largest Losing Trade -50688 -31682 -50688 -23212815 -8427082 -23212815
Avg Bars in Trades 19 21 17 19 21 17
Avg Bars in Winners 23 26 20 23 26 20
Avg Bars in Losers 15 16 13 15 16 13
Bars Traded 7030 3863 3166 7030 3863 3166
Profit Streak 6.785 0 12.785 6.785 0 12.785
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501271 395530 -32223 -195544 -174604 -578455
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7109,
    "evaluation_days": 1777.25,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1606953600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759323020512,
    "expiration_time": 1763905032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 40,
            "offset": 0,
            "multiplier": 2.81863
        }
    }
}
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": [
        [
            698040.7581164325,
            487323.3486837206,
            210717.409432712,
            3939404.954238478,
            4985201.803042827,
            -1045796.8488043556
        ],
        [
            698.040758,
            487.323349,
            210.717409,
            3939.404954,
            4985.201803,
            -1045.796849
        ],
        [
            0.392765,
            0.274201,
            0.118564,
            0.208329,
            0.221312,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174481,
            -136955,
            -95912,
            -51139770,
            -31018470,
            -37832431
        ],
        [
            1.496453,
            1.661517,
            1.314795,
            1.014169,
            1.034653,
            0.992205
        ],
        [
            360,
            180,
            180,
            360,
            180,
            180
        ],
        [
            183,
            85,
            98,
            183,
            85,
            98
        ],
        [
            177,
            95,
            82,
            177,
            95,
            82
        ],
        [
            50.833333,
            47.222222,
            54.444444,
            50.833333,
            47.222222,
            54.444444
        ],
        [
            1.447389,
            1.856989,
            1.100135,
            0.980918,
            1.156377,
            0.830212
        ],
        [
            78564,
            78564,
            51972,
            9721391,
            9721391,
            9364015
        ],
        [
            -50688,
            -31682,
            -50688,
            -23212815,
            -8427082,
            -23212815
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            23,
            26,
            20,
            23,
            26,
            20
        ],
        [
            15,
            16,
            13,
            15,
            16,
            13
        ],
        [
            7030,
            3863,
            3166,
            7030,
            3863,
            3166
        ],
        [
            6.784959,
            0,
            12.784959,
            6.78496,
            0,
            12.78496
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501271,
            395530,
            -32223,
            -195544,
            -174604,
            -578455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7109,
    "evaluation_days": 1777.25,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1606953600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759323020512,
    "expiration_time": 1763905032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 40,
            "offset": 0,
            "multiplier": 2.81863
        }
    }
}

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)