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Trade: ROSE/USDT/120/WMA/TEMA/1134

Strategy
ROSE/USDT/120/WMA/TEMA/1134
Pair
ROSE_USDT
Interval
2h
Score
302509
Daily Profit
0.264480
Profit Factor
3.325494
Profitability
34.210526
Streak
0.000000
Best Strategy
Training Data Length
1786.670000
Evaluation Time
2025-10-11 15:15
Expiration Time
2025-12-14 19:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 600527.8011 472538.3968 127989.4044 1543728.22 466097.8553 1077630.3648
Total P&L (%) 600.5278 472.5384 127.9894 1543.7282 466.0979 1077.6304
Avg Daily Profit (%) 0.3361 0.2645 0.0716 0.1568 0.0971 0.1381
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60992 -39423 -86028 -882494 -415489 -467005
Profit Factor 2.3166 3.3255 1.506 1.6981 1.4039 2.0191
Total Trades 75 38 37 75 38 37
Winning Trades 28 13 15 28 13 15
Losing Trades 47 25 22 47 25 22
Profitability (%) 37.3333 34.2105 40.5405 37.3333 34.2105 40.5405
Ratio Avg Win / Avg Loss 3.8886 6.3952 2.2089 2.8504 2.6999 2.9614
Largest Winning Trade 208248 208248 75846 797430 454928 797430
Largest Losing Trade -29809 -22090 -29809 -422831 -275160 -422831
Avg Bars in Trades 279 255 304 279 255 304
Avg Bars in Winners 554 497 603 554 497 603
Avg Bars in Losers 116 129 100 116 129 100
Bars Traded 20989 9712 11277 20989 9712 11277
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 -52591 302509 -98510 -55317 -67667 -8063
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21440,
    "evaluation_days": 1786.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607500800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760184940873,
    "expiration_time": 1765734048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 241,
            "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": [
        [
            600527.801146064,
            472538.3967733376,
            127989.4043727264,
            1543728.220045183,
            466097.8552819709,
            1077630.3647632117
        ],
        [
            600.527801,
            472.538397,
            127.989404,
            1543.72822,
            466.097855,
            1077.630365
        ],
        [
            0.336116,
            0.26448,
            0.071636,
            0.156814,
            0.097077,
            0.138122
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60992,
            -39423,
            -86028,
            -882494,
            -415489,
            -467005
        ],
        [
            2.316585,
            3.325494,
            1.506034,
            1.698121,
            1.403942,
            2.019143
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            37.333333,
            34.210526,
            40.540541,
            37.333333,
            34.210526,
            40.540541
        ],
        [
            3.888553,
            6.395181,
            2.20885,
            2.850417,
            2.699888,
            2.96141
        ],
        [
            208248,
            208248,
            75846,
            797430,
            454928,
            797430
        ],
        [
            -29809,
            -22090,
            -29809,
            -422831,
            -275160,
            -422831
        ],
        [
            279,
            255,
            304,
            279,
            255,
            304
        ],
        [
            554,
            497,
            603,
            554,
            497,
            603
        ],
        [
            116,
            129,
            100,
            116,
            129,
            100
        ],
        [
            20989,
            9712,
            11277,
            20989,
            9712,
            11277
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52591,
            302509,
            -98510,
            -55317,
            -67667,
            -8063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21440,
    "evaluation_days": 1786.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607500800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760184940873,
    "expiration_time": 1765734048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 241,
            "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)