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Trade: ROSE/USDT/120/RMA/WMA/8753

Strategy
ROSE/USDT/120/RMA/WMA/8753
Pair
ROSE_USDT
Interval
2h
Score
311133
Daily Profit
0.225037
Profit Factor
2.984955
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-27 08:05
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476679.02 398278.007 78401.013 505779.4827 319314.106 186465.3767
Total P&L (%) 476.679 398.278 78.401 505.7795 319.3141 186.4654
Avg Daily Profit (%) 0.2693 0.225 0.0443 0.1018 0.081 0.0595
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88347 -69300 -71714 -313780 -174673 -211351
Profit Factor 2.0201 2.985 1.294 1.3493 1.5042 1.2289
Total Trades 64 32 32 64 32 32
Winning Trades 25 12 13 25 12 13
Losing Trades 39 20 19 39 20 19
Profitability (%) 39.0625 37.5 40.625 39.0625 37.5 40.625
Ratio Avg Win / Avg Loss 3.1513 4.9749 1.8913 2.1049 2.507 1.7961
Largest Winning Trade 170711 170711 72905 332562 244383 332562
Largest Losing Trade -53119 -21833 -53119 -157096 -92147 -157096
Avg Bars in Trades 326 280 372 326 280 372
Avg Bars in Winners 615 517 706 615 517 706
Avg Bars in Losers 140 138 143 140 138 143
Bars Traded 20883 8974 11909 20883 8974 11909
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 -135978 311133 -136260 -203147 -87222 -116412
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606903200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758949541640,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "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": [
        [
            476679.0199917689,
            398278.0069804765,
            78401.0130112925,
            505779.4826757774,
            319314.1060209356,
            186465.3766548418
        ],
        [
            476.67902,
            398.278007,
            78.401013,
            505.779483,
            319.314106,
            186.465377
        ],
        [
            0.269336,
            0.225037,
            0.044299,
            0.101833,
            0.081026,
            0.059484
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88347,
            -69300,
            -71714,
            -313780,
            -174673,
            -211351
        ],
        [
            2.020068,
            2.984955,
            1.294019,
            1.34931,
            1.504221,
            1.228889
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            39.0625,
            37.5,
            40.625,
            39.0625,
            37.5,
            40.625
        ],
        [
            3.151305,
            4.974925,
            1.891258,
            2.104924,
            2.507035,
            1.796068
        ],
        [
            170711,
            170711,
            72905,
            332562,
            244383,
            332562
        ],
        [
            -53119,
            -21833,
            -53119,
            -157096,
            -92147,
            -157096
        ],
        [
            326,
            280,
            372,
            326,
            280,
            372
        ],
        [
            615,
            517,
            706,
            615,
            517,
            706
        ],
        [
            140,
            138,
            143,
            140,
            138,
            143
        ],
        [
            20883,
            8974,
            11909,
            20883,
            8974,
            11909
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135978,
            311133,
            -136260,
            -203147,
            -87222,
            -116412
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606903200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758949541640,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "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)