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Trade: ROSE/USDT/120/WMA/HILO/9871

Strategy
ROSE/USDT/120/WMA/HILO/9871
Pair
ROSE_USDT
Interval
2h
Score
326626
Daily Profit
0.176447
Profit Factor
1.245802
Profitability
44.356955
Streak
34.890908
Best Strategy
Training Data Length
1773.580000
Evaluation Time
2025-09-28 12:22
Expiration Time
2025-12-01 06:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312942.7238 301073.4306 11869.2932 25949.3202 144696.1174 -118746.7972
Total P&L (%) 312.9427 301.0734 11.8693 25.9493 144.6961 -118.7468
Avg Daily Profit (%) 0.1764 0.1698 0.0067 0.013 0.0505 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143202 -86647 -139398 -283116 -207004 -226492
Profit Factor 1.2458 1.5312 1.0168 1.0113 1.1396 0.9056
Total Trades 381 191 190 381 191 190
Winning Trades 169 75 94 169 75 94
Losing Trades 212 116 96 212 116 96
Profitability (%) 44.357 39.267 49.4737 44.357 39.267 49.4737
Ratio Avg Win / Avg Loss 1.5628 2.3683 1.0384 1.2686 1.7626 0.9249
Largest Winning Trade 122018 122018 69172 165950 165950 89066
Largest Losing Trade -35475 -14848 -35475 -77127 -40424 -77127
Avg Bars in Trades 55 49 61 55 49 61
Avg Bars in Winners 82 77 86 82 77 86
Avg Bars in Losers 33 30 36 33 30 36
Bars Traded 21018 9384 11634 21018 9384 11634
Profit Streak 34.8909 34.8909 41.8076 34.8909 34.8909 41.8076
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326626 244203 -492328 -386228 -194554 -579556
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21283,
    "evaluation_days": 1773.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607148000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759051374504,
    "expiration_time": 1764562953600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            312942.7238071183,
            301073.4305937253,
            11869.293213393,
            25949.3202475308,
            144696.1174078188,
            -118746.7971602885
        ],
        [
            312.942724,
            301.073431,
            11.869293,
            25.94932,
            144.696117,
            -118.746797
        ],
        [
            0.176447,
            0.169755,
            0.006692,
            0.013009,
            0.050467,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143202,
            -86647,
            -139398,
            -283116,
            -207004,
            -226492
        ],
        [
            1.245802,
            1.531232,
            1.016802,
            1.01131,
            1.139605,
            0.905601
        ],
        [
            381,
            191,
            190,
            381,
            191,
            190
        ],
        [
            169,
            75,
            94,
            169,
            75,
            94
        ],
        [
            212,
            116,
            96,
            212,
            116,
            96
        ],
        [
            44.356955,
            39.267016,
            49.473684,
            44.356955,
            39.267016,
            49.473684
        ],
        [
            1.562782,
            2.368306,
            1.038437,
            1.268625,
            1.762589,
            0.924869
        ],
        [
            122018,
            122018,
            69172,
            165950,
            165950,
            89066
        ],
        [
            -35475,
            -14848,
            -35475,
            -77127,
            -40424,
            -77127
        ],
        [
            55,
            49,
            61,
            55,
            49,
            61
        ],
        [
            82,
            77,
            86,
            82,
            77,
            86
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            21018,
            9384,
            11634,
            21018,
            9384,
            11634
        ],
        [
            34.890908,
            34.890908,
            41.807575,
            34.890909,
            34.890909,
            41.807575
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326626,
            244203,
            -492328,
            -386228,
            -194554,
            -579556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21283,
    "evaluation_days": 1773.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607148000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759051374504,
    "expiration_time": 1764562953600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)