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Trade: ROSE/USDT/120/WMA/SUPERTREND/3318

Strategy
ROSE/USDT/120/WMA/SUPERTREND/3318
Pair
ROSE_USDT
Interval
2h
Score
321019
Daily Profit
0.243257
Profit Factor
1.314060
Profitability
43.846154
Streak
0.000000
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-27 17:56
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 430523.845 332766.4502 97757.3948 364497.7177 249756.6402 114741.0775
Total P&L (%) 430.5238 332.7665 97.7574 364.4977 249.7566 114.7411
Avg Daily Profit (%) 0.2433 0.188 0.0552 0.0868 0.0708 0.0432
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104074 -74040 -106582 -501131 -561697 -380106
Profit Factor 1.3141 1.4888 1.1417 1.0641 1.0839 1.0424
Total Trades 390 195 195 390 195 195
Winning Trades 171 83 88 171 83 88
Losing Trades 219 112 107 219 112 107
Profitability (%) 43.8462 42.5641 45.1282 43.8462 42.5641 45.1282
Ratio Avg Win / Avg Loss 1.6829 2.009 1.3882 1.3628 1.4626 1.2675
Largest Winning Trade 64949 64431 64949 184553 184553 174282
Largest Losing Trade -47869 -33010 -47869 -155281 -109353 -155281
Avg Bars in Trades 53 56 50 53 56 50
Avg Bars in Winners 80 80 80 80 80 80
Avg Bars in Losers 32 39 26 32 39 26
Bars Traded 20920 11023 9897 20920 11023 9897
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 321019 267879 -185282 -227384 -229129 -310522
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": 1607292000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758984987163,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 130,
            "offset": 0,
            "multiplier": 3.3756
        }
    }
}
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": [
        [
            430523.8449782812,
            332766.4501701641,
            97757.394808117,
            364497.7176508572,
            249756.6401700696,
            114741.0774807874
        ],
        [
            430.523845,
            332.76645,
            97.757395,
            364.497718,
            249.75664,
            114.741077
        ],
        [
            0.243257,
            0.188022,
            0.055235,
            0.086814,
            0.07077,
            0.043192
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104074,
            -74040,
            -106582,
            -501131,
            -561697,
            -380106
        ],
        [
            1.31406,
            1.4888,
            1.141667,
            1.064138,
            1.083882,
            1.04241
        ],
        [
            390,
            195,
            195,
            390,
            195,
            195
        ],
        [
            171,
            83,
            88,
            171,
            83,
            88
        ],
        [
            219,
            112,
            107,
            219,
            112,
            107
        ],
        [
            43.846154,
            42.564103,
            45.128205,
            43.846154,
            42.564103,
            45.128205
        ],
        [
            1.682919,
            2.008982,
            1.388163,
            1.362844,
            1.462588,
            1.267475
        ],
        [
            64949,
            64431,
            64949,
            184553,
            184553,
            174282
        ],
        [
            -47869,
            -33010,
            -47869,
            -155281,
            -109353,
            -155281
        ],
        [
            53,
            56,
            50,
            53,
            56,
            50
        ],
        [
            80,
            80,
            80,
            80,
            80,
            80
        ],
        [
            32,
            39,
            26,
            32,
            39,
            26
        ],
        [
            20920,
            11023,
            9897,
            20920,
            11023,
            9897
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321019,
            267879,
            -185282,
            -227384,
            -229129,
            -310522
        ]
    ]
}
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": 1607292000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758984987163,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 130,
            "offset": 0,
            "multiplier": 3.3756
        }
    }
}

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)