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Trade: ROSE/USDT/360/PWMA/SWMA/5167

Strategy
ROSE/USDT/360/PWMA/SWMA/5167
Pair
ROSE_USDT
Interval
6h
Score
357008
Daily Profit
0.318468
Profit Factor
3.910747
Profitability
34.146341
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-26 13:32
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 701680.8557 563847.2128 137833.6429 2337983.2952 707878.4597 1630104.8355
Total P&L (%) 701.6809 563.8472 137.8336 2337.9833 707.8785 1630.1048
Avg Daily Profit (%) 0.3963 0.3185 0.0779 0.1806 0.1181 0.1611
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113225 -53599 -62689 -6046191 -3245202 -3092382
Profit Factor 2.7467 3.9107 1.6626 1.1822 1.1113 1.2519
Total Trades 82 41 41 82 41 41
Winning Trades 27 14 13 27 14 13
Losing Trades 55 27 28 55 27 28
Profitability (%) 32.9268 34.1463 31.7073 32.9268 34.1463 31.7073
Ratio Avg Win / Avg Loss 5.5951 7.5422 3.5811 2.4081 2.1432 2.6963
Largest Winning Trade 232727 232727 78913 3265447 2203057 3265447
Largest Losing Trade -25640 -19576 -25640 -1448382 -1448382 -912659
Avg Bars in Trades 82 75 90 82 75 90
Avg Bars in Winners 182 145 223 182 145 223
Avg Bars in Losers 33 39 28 33 39 28
Bars Traded 6799 3085 3713 6799 3085 3713
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 -460 357008 -92935 -26575 -138109 55020

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": 1610452800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882763646,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 5,
            "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": [
        [
            701680.8557215924,
            563847.2128377594,
            137833.6428838324,
            2337983.2951986054,
            707878.459689874,
            1630104.8355087321
        ],
        [
            701.680856,
            563.847213,
            137.833643,
            2337.983295,
            707.87846,
            1630.104836
        ],
        [
            0.396318,
            0.318468,
            0.07785,
            0.18055,
            0.118073,
            0.161145
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113225,
            -53599,
            -62689,
            -6046191,
            -3245202,
            -3092382
        ],
        [
            2.746692,
            3.910747,
            1.662638,
            1.182169,
            1.111268,
            1.251862
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            32.926829,
            34.146341,
            31.707317,
            32.926829,
            34.146341,
            31.707317
        ],
        [
            5.595114,
            7.542155,
            3.581066,
            2.408123,
            2.14316,
            2.696319
        ],
        [
            232727,
            232727,
            78913,
            3265447,
            2203057,
            3265447
        ],
        [
            -25640,
            -19576,
            -25640,
            -1448382,
            -1448382,
            -912659
        ],
        [
            82,
            75,
            90,
            82,
            75,
            90
        ],
        [
            182,
            145,
            223,
            182,
            145,
            223
        ],
        [
            33,
            39,
            28,
            33,
            39,
            28
        ],
        [
            6799,
            3085,
            3713,
            6799,
            3085,
            3713
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -460,
            357008,
            -92935,
            -26575,
            -138109,
            55020
        ]
    ]
}
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": 1610452800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882763646,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 5,
            "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)