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Trade: ROSE/USDT/480/T3/WMA/2038

Strategy
ROSE/USDT/480/T3/WMA/2038
Pair
ROSE_USDT
Interval
8h
Score
381123
Daily Profit
0.228270
Profit Factor
1.491957
Profitability
51.282051
Streak
36.377215
Best Strategy
Training Data Length
1771.670000
Evaluation Time
2025-09-26 04:03
Expiration Time
2025-11-17 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404419.9677 328117.2297 76302.738 215820.3253 290900.7894 -75080.4642
Total P&L (%) 404.42 328.1172 76.3027 215.8203 290.9008 -75.0805
Avg Daily Profit (%) 0.2283 0.1852 0.0431 0.0649 0.077 -0.0784
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104638 -102164 -59644 -914479 -778356 -407513
Profit Factor 1.492 1.7755 1.1913 1.0532 1.137 0.9611
Total Trades 117 59 58 117 59 58
Winning Trades 60 29 31 60 29 31
Losing Trades 57 30 27 57 30 27
Profitability (%) 51.2821 49.1525 53.4483 51.2821 49.1525 53.4483
Ratio Avg Win / Avg Loss 1.4174 1.8367 1.0375 1.0006 1.1762 0.8371
Largest Winning Trade 87700 87700 59404 296576 296576 286931
Largest Losing Trade -47737 -31540 -47737 -407513 -234240 -407513
Avg Bars in Trades 44 50 39 44 50 39
Avg Bars in Winners 55 60 51 55 60 51
Avg Bars in Losers 33 40 26 33 40 26
Bars Traded 5257 2959 2298 5257 2959 2298
Profit Streak 36.3772 36.3772 48.0439 36.3772 36.3772 48.0439
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381123 -165604 -324573 -266758 -336496 -759825

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5315,
    "evaluation_days": 1771.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758848591409,
    "expiration_time": 1763408160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 32,
            "offset": 0,
            "a": 0.72382
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 36,
            "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": [
        [
            404419.9677132884,
            328117.2296771102,
            76302.7380361784,
            215820.3252731311,
            290900.7894422224,
            -75080.4641690914
        ],
        [
            404.419968,
            328.11723,
            76.302738,
            215.820325,
            290.900789,
            -75.080464
        ],
        [
            0.22827,
            0.185202,
            0.043068,
            0.064932,
            0.076979,
            -0.078399
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104638,
            -102164,
            -59644,
            -914479,
            -778356,
            -407513
        ],
        [
            1.491957,
            1.775484,
            1.191258,
            1.053211,
            1.136968,
            0.961139
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            51.282051,
            49.152542,
            53.448276,
            51.282051,
            49.152542,
            53.448276
        ],
        [
            1.417359,
            1.836708,
            1.037548,
            1.000551,
            1.176174,
            0.837121
        ],
        [
            87700,
            87700,
            59404,
            296576,
            296576,
            286931
        ],
        [
            -47737,
            -31540,
            -47737,
            -407513,
            -234240,
            -407513
        ],
        [
            44,
            50,
            39,
            44,
            50,
            39
        ],
        [
            55,
            60,
            51,
            55,
            60,
            51
        ],
        [
            33,
            40,
            26,
            33,
            40,
            26
        ],
        [
            5257,
            2959,
            2298,
            5257,
            2959,
            2298
        ],
        [
            36.377215,
            36.377215,
            48.043882,
            36.377215,
            36.377215,
            48.043882
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381123,
            -165604,
            -324573,
            -266758,
            -336496,
            -759825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5315,
    "evaluation_days": 1771.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758848591409,
    "expiration_time": 1763408160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 32,
            "offset": 0,
            "a": 0.72382
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 36,
            "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)