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Trade: ROSE/USDT/240/SINWMA/WMA/3708

Strategy
ROSE/USDT/240/SINWMA/WMA/3708
Pair
ROSE_USDT
Interval
4h
Score
309407
Daily Profit
0.206729
Profit Factor
1.434983
Profitability
43.750000
Streak
44.109969
Best Strategy
Training Data Length
1778.670000
Evaluation Time
2025-10-03 01:38
Expiration Time
2025-11-25 06:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367701.9918 307905.8065 59796.1852 120668.8383 254017.5576 -133348.7193
Total P&L (%) 367.702 307.9058 59.7962 120.6688 254.0176 -133.3487
Avg Daily Profit (%) 0.2067 0.1731 0.0336 0.0445 0.0711 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104665 -99023 -79371 -588831 -362032 -290610
Profit Factor 1.435 1.7691 1.1344 1.0559 1.2636 0.8883
Total Trades 128 64 64 128 64 64
Winning Trades 56 24 32 56 24 32
Losing Trades 72 40 32 72 40 32
Profitability (%) 43.75 37.5 50 43.75 37.5 50
Ratio Avg Win / Avg Loss 1.845 2.9485 1.1344 1.3576 2.106 0.8883
Largest Winning Trade 91909 91909 63487 187484 187484 139968
Largest Losing Trade -47363 -37845 -47363 -245553 -164960 -245553
Avg Bars in Trades 81 83 79 81 83 79
Avg Bars in Winners 114 126 106 114 126 106
Avg Bars in Losers 55 57 52 55 57 52
Bars Traded 10438 5347 5091 10438 5347 5091
Profit Streak 44.11 44.11 55.61 44.11 44.11 55.61
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309407 -133019 -359988 -293581 -240799 -719396
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10672,
    "evaluation_days": 1778.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607918400000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759444701305,
    "expiration_time": 1764045504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "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": [
        [
            367701.9917886634,
            307905.8065459785,
            59796.1852426848,
            120668.8383066347,
            254017.5576450078,
            -133348.7193383733
        ],
        [
            367.701992,
            307.905807,
            59.796185,
            120.668838,
            254.017558,
            -133.348719
        ],
        [
            0.206729,
            0.17311,
            0.033618,
            0.044509,
            0.0711,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104665,
            -99023,
            -79371,
            -588831,
            -362032,
            -290610
        ],
        [
            1.434983,
            1.769081,
            1.134382,
            1.055919,
            1.263587,
            0.888337
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            56,
            24,
            32,
            56,
            24,
            32
        ],
        [
            72,
            40,
            32,
            72,
            40,
            32
        ],
        [
            43.75,
            37.5,
            50,
            43.75,
            37.5,
            50
        ],
        [
            1.844978,
            2.948469,
            1.134382,
            1.357611,
            2.105979,
            0.888337
        ],
        [
            91909,
            91909,
            63487,
            187484,
            187484,
            139968
        ],
        [
            -47363,
            -37845,
            -47363,
            -245553,
            -164960,
            -245553
        ],
        [
            81,
            83,
            79,
            81,
            83,
            79
        ],
        [
            114,
            126,
            106,
            114,
            126,
            106
        ],
        [
            55,
            57,
            52,
            55,
            57,
            52
        ],
        [
            10438,
            5347,
            5091,
            10438,
            5347,
            5091
        ],
        [
            44.109969,
            44.109969,
            55.609969,
            44.109969,
            44.109969,
            55.609969
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309407,
            -133019,
            -359988,
            -293581,
            -240799,
            -719396
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10672,
    "evaluation_days": 1778.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607918400000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759444701305,
    "expiration_time": 1764045504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "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)