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Trade: ROSE/USDT/480/WMA/HMA/4037

Strategy
ROSE/USDT/480/WMA/HMA/4037
Pair
ROSE_USDT
Interval
8h
Score
534021
Daily Profit
0.303007
Profit Factor
3.913440
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1774.000000
Evaluation Time
2025-09-28 06:38
Expiration Time
2025-11-20 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 691788.1963 537534.412 154253.7843 3318779.5284 1686682.51 1632097.0184
Total P&L (%) 691.7882 537.5344 154.2538 3318.7795 1686.6825 1632.097
Avg Daily Profit (%) 0.39 0.303 0.087 0.1993 0.1626 0.1609
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83173 -44345 -75351 -1123815 -427860 -802696
Profit Factor 2.6917 3.9134 1.6873 1.8369 1.951 1.7445
Total Trades 72 36 36 72 36 36
Winning Trades 33 17 16 33 17 16
Losing Trades 39 19 20 39 19 20
Profitability (%) 45.8333 47.2222 44.4444 45.8333 47.2222 44.4444
Ratio Avg Win / Avg Loss 3.1811 4.3738 2.1091 2.1708 2.1805 2.1807
Largest Winning Trade 195042 195042 80080 1233861 805123 1233861
Largest Losing Trade -38663 -21776 -38663 -599301 -321118 -599301
Avg Bars in Trades 72 63 80 72 63 80
Avg Bars in Winners 114 93 136 114 93 136
Avg Bars in Losers 36 37 35 36 37 35
Bars Traded 5201 2298 2903 5201 2298 2903
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 -70601 534021 -75834 -73880 372301 318529
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5322,
    "evaluation_days": 1774,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608969600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759030709695,
    "expiration_time": 1763615808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 66,
            "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": [
        [
            691788.1963055304,
            537534.411967819,
            154253.7843377113,
            3318779.5283805174,
            1686682.510016673,
            1632097.0183638444
        ],
        [
            691.788196,
            537.534412,
            154.253784,
            3318.779528,
            1686.68251,
            1632.097018
        ],
        [
            0.38996,
            0.303007,
            0.086953,
            0.199289,
            0.162643,
            0.160891
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83173,
            -44345,
            -75351,
            -1123815,
            -427860,
            -802696
        ],
        [
            2.69169,
            3.91344,
            1.687309,
            1.836856,
            1.950979,
            1.744521
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            45.833333,
            47.222222,
            44.444444,
            45.833333,
            47.222222,
            44.444444
        ],
        [
            3.181088,
            4.373845,
            2.109136,
            2.170829,
            2.180506,
            2.180651
        ],
        [
            195042,
            195042,
            80080,
            1233861,
            805123,
            1233861
        ],
        [
            -38663,
            -21776,
            -38663,
            -599301,
            -321118,
            -599301
        ],
        [
            72,
            63,
            80,
            72,
            63,
            80
        ],
        [
            114,
            93,
            136,
            114,
            93,
            136
        ],
        [
            36,
            37,
            35,
            36,
            37,
            35
        ],
        [
            5201,
            2298,
            2903,
            5201,
            2298,
            2903
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70601,
            534021,
            -75834,
            -73880,
            372301,
            318529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5322,
    "evaluation_days": 1774,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608969600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759030709695,
    "expiration_time": 1763615808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 66,
            "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)