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Trade: ROSE/USDT/720/PWMA/EMA/4772

Strategy
ROSE/USDT/720/PWMA/EMA/4772
Pair
ROSE_USDT
Interval
12h
Score
457547
Daily Profit
0.205602
Profit Factor
2.540932
Profitability
46.808511
Streak
180.480354
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 486663.3139 364120.751 122542.563 924937.8036 475649.8347 449287.9689
Total P&L (%) 486.6633 364.1208 122.5426 924.9378 475.6498 449.288
Avg Daily Profit (%) 0.2748 0.2056 0.0692 0.1315 0.0989 0.0962
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77851 -45076 -102059 -241791 -220456 -265401
Profit Factor 1.8927 2.5409 1.3967 1.6169 1.627 1.6066
Total Trades 95 47 48 95 47 48
Winning Trades 45 22 23 45 22 23
Losing Trades 50 25 25 50 25 25
Profitability (%) 47.3684 46.8085 47.9167 47.3684 46.8085 47.9167
Ratio Avg Win / Avg Loss 2.103 2.8874 1.5182 1.7966 1.8489 1.7463
Largest Winning Trade 145311 145311 72425 200582 200582 178598
Largest Losing Trade -54755 -23751 -54755 -104722 -104722 -70861
Avg Bars in Trades 36 34 38 36 34 38
Avg Bars in Winners 53 53 54 53 53 54
Avg Bars in Losers 20 16 23 20 16 23
Bars Traded 3443 1598 1845 3443 1598 1845
Profit Streak 44.9804 180.4804 44.9804 44.9804 180.4804 44.9804
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434554 457547 -98927 -13787 -57686 -61621

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608206400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843102615,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 17,
            "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": [
        [
            486663.3139225106,
            364120.7509601763,
            122542.5629623343,
            924937.8036286302,
            475649.8347233608,
            449287.9689052694
        ],
        [
            486.663314,
            364.120751,
            122.542563,
            924.937804,
            475.649835,
            449.287969
        ],
        [
            0.274796,
            0.205602,
            0.069194,
            0.131493,
            0.098882,
            0.096232
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77851,
            -45076,
            -102059,
            -241791,
            -220456,
            -265401
        ],
        [
            1.892671,
            2.540932,
            1.396735,
            1.616932,
            1.627013,
            1.606607
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            47.368421,
            46.808511,
            47.916667,
            47.368421,
            46.808511,
            47.916667
        ],
        [
            2.102967,
            2.887423,
            1.51819,
            1.796591,
            1.848878,
            1.746312
        ],
        [
            145311,
            145311,
            72425,
            200582,
            200582,
            178598
        ],
        [
            -54755,
            -23751,
            -54755,
            -104722,
            -104722,
            -70861
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            53,
            53,
            54,
            53,
            53,
            54
        ],
        [
            20,
            16,
            23,
            20,
            16,
            23
        ],
        [
            3443,
            1598,
            1845,
            3443,
            1598,
            1845
        ],
        [
            44.980354,
            180.480354,
            44.980354,
            44.980354,
            180.480354,
            44.980354
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434554,
            457547,
            -98927,
            -13787,
            -57686,
            -61621
        ]
    ]
}
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": 1608206400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843102615,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 17,
            "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)