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Trade: ROSE/USDT/480/WMA/MIDPRICE/3999

Strategy
ROSE/USDT/480/WMA/MIDPRICE/3999
Pair
ROSE_USDT
Interval
8h
Score
558144
Daily Profit
0.371657
Profit Factor
1.622410
Profitability
51.396648
Streak
70.624503
Best Strategy
Training Data Length
1772.000000
Evaluation Time
2025-09-26 09:59
Expiration Time
2025-11-18 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 658575.5334 516662.9112 141912.6222 841911.0673 737325.6251 104585.4422
Total P&L (%) 658.5755 516.6629 141.9126 841.9111 737.3256 104.5854
Avg Daily Profit (%) 0.3717 0.2916 0.0801 0.1266 0.12 0.0404
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172009 -166790 -81118 -2193111 -1677872 -1004888
Profit Factor 1.6224 1.8612 1.3097 1.0958 1.1411 1.0294
Total Trades 179 89 90 179 89 90
Winning Trades 92 44 48 92 44 48
Losing Trades 87 45 42 87 45 42
Profitability (%) 51.3966 49.4382 53.3333 51.3966 49.4382 53.3333
Ratio Avg Win / Avg Loss 1.5342 1.9035 1.146 1.0363 1.1671 0.9007
Largest Winning Trade 132500 132500 54295 1360229 1360229 474106
Largest Losing Trade -47133 -43832 -47133 -690825 -690825 -567979
Avg Bars in Trades 29 40 18 29 40 18
Avg Bars in Winners 34 46 23 34 46 23
Avg Bars in Losers 23 34 12 23 34 12
Bars Traded 5225 3578 1647 5225 3578 1647
Profit Streak 70.6245 74.6245 70.6245 70.6245 74.6245 70.6245
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 558144 474879 -84107 -135727 -96849 -327055

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608019200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869957057,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "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": [
        [
            658575.5333854123,
            516662.9112346894,
            141912.6221507233,
            841911.0672536863,
            737325.6250687852,
            104585.442184902
        ],
        [
            658.575533,
            516.662911,
            141.912622,
            841.911067,
            737.325625,
            104.585442
        ],
        [
            0.371657,
            0.29157,
            0.080086,
            0.126646,
            0.119995,
            0.040404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172009,
            -166790,
            -81118,
            -2193111,
            -1677872,
            -1004888
        ],
        [
            1.62241,
            1.861216,
            1.309729,
            1.095819,
            1.141123,
            1.029363
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            51.396648,
            49.438202,
            53.333333,
            51.396648,
            49.438202,
            53.333333
        ],
        [
            1.534236,
            1.903516,
            1.146013,
            1.036264,
            1.167058,
            0.900693
        ],
        [
            132500,
            132500,
            54295,
            1360229,
            1360229,
            474106
        ],
        [
            -47133,
            -43832,
            -47133,
            -690825,
            -690825,
            -567979
        ],
        [
            29,
            40,
            18,
            29,
            40,
            18
        ],
        [
            34,
            46,
            23,
            34,
            46,
            23
        ],
        [
            23,
            34,
            12,
            23,
            34,
            12
        ],
        [
            5225,
            3578,
            1647,
            5225,
            3578,
            1647
        ],
        [
            70.624503,
            74.624503,
            70.624503,
            70.624503,
            74.624503,
            70.624503
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            558144,
            474879,
            -84107,
            -135727,
            -96849,
            -327055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608019200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869957057,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "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)