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Trade: ROSE/USDT/720/FWMA/HWMA/9449

Strategy
ROSE/USDT/720/FWMA/HWMA/9449
Pair
ROSE_USDT
Interval
12h
Score
377358
Daily Profit
0.242392
Profit Factor
1.519648
Profitability
48.226950
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 02:31
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429276.6846 294807.3146 134469.3699 266442.6989 928080.0758 -661637.3769
Total P&L (%) 429.2767 294.8073 134.4694 266.4427 928.0801 -661.6374
Avg Daily Profit (%) 0.2424 0.1665 0.0759 0.0734 0.1317 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142869 -115108 -78499 -2346397 -1112453 -1424388
Profit Factor 1.5196 1.7236 1.3212 1.0446 1.3632 0.8065
Total Trades 141 71 70 141 71 70
Winning Trades 68 31 37 68 31 37
Losing Trades 73 40 33 73 40 33
Profitability (%) 48.227 43.662 52.8571 48.227 43.662 52.8571
Ratio Avg Win / Avg Loss 1.6314 2.224 1.1783 1.1214 1.759 0.7193
Largest Winning Trade 95511 95511 61352 692808 692808 291969
Largest Losing Trade -52756 -45743 -52756 -1307721 -595677 -1307721
Avg Bars in Trades 23 24 22 23 24 22
Avg Bars in Winners 30 31 29 30 31 29
Avg Bars in Losers 17 18 15 17 18 15
Bars Traded 3323 1728 1595 3323 1728 1595
Profit Streak 0 0 47.9803 0 0 47.9803
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377358 -78543 -184326 -266504 -104398 -673749

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1614902400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843097375,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.29511,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            429276.6845679692,
            294807.3146223573,
            134469.3699456122,
            266442.698916666,
            928080.0758100275,
            -661637.3768933627
        ],
        [
            429.276685,
            294.807315,
            134.46937,
            266.442699,
            928.080076,
            -661.637377
        ],
        [
            0.242392,
            0.166464,
            0.075928,
            0.073357,
            0.131666,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142869,
            -115108,
            -78499,
            -2346397,
            -1112453,
            -1424388
        ],
        [
            1.519648,
            1.723602,
            1.321178,
            1.044598,
            1.363213,
            0.806491
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            73,
            40,
            33,
            73,
            40,
            33
        ],
        [
            48.22695,
            43.661972,
            52.857143,
            48.22695,
            43.661972,
            52.857143
        ],
        [
            1.631386,
            2.224003,
            1.178348,
            1.121406,
            1.758984,
            0.719303
        ],
        [
            95511,
            95511,
            61352,
            692808,
            692808,
            291969
        ],
        [
            -52756,
            -45743,
            -52756,
            -1307721,
            -595677,
            -1307721
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            17,
            18,
            15,
            17,
            18,
            15
        ],
        [
            3323,
            1728,
            1595,
            3323,
            1728,
            1595
        ],
        [
            0,
            0,
            47.980294,
            0,
            0,
            47.980294
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377358,
            -78543,
            -184326,
            -266504,
            -104398,
            -673749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1614902400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843097375,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.29511,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)