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Trade: ROSE/USDT/240/SWMA/WMA/1215

Strategy
ROSE/USDT/240/SWMA/WMA/1215
Pair
ROSE_USDT
Interval
4h
Score
317612
Daily Profit
0.191046
Profit Factor
1.377419
Profitability
45.600000
Streak
37.148517
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-26 22:33
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338214.373 306845.531 31368.842 -31454.6676 541528.7683 -572983.436
Total P&L (%) 338.2144 306.8455 31.3688 -31.4547 541.5288 -572.9834
Avg Daily Profit (%) 0.191 0.1733 0.0177 -0.0213 0.105 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163172 -112871 -91919 -1110970 -411744 -739350
Profit Factor 1.3774 1.7206 1.0667 0.9851 1.6998 0.5728
Total Trades 125 63 62 125 63 62
Winning Trades 57 26 31 57 26 31
Losing Trades 68 37 31 68 37 31
Profitability (%) 45.6 41.2698 50 45.6 41.2698 50
Ratio Avg Win / Avg Loss 1.6432 2.4486 1.0667 1.1752 2.4189 0.5728
Largest Winning Trade 88653 88653 59174 320581 320581 129726
Largest Losing Trade -76960 -46186 -76960 -723785 -202455 -723785
Avg Bars in Trades 82 87 77 82 87 77
Avg Bars in Winners 105 113 97 105 113 97
Avg Bars in Losers 63 69 57 63 69 57
Bars Traded 10320 5516 4804 10320 5516 4804
Profit Streak 37.1485 37.1485 48.9819 37.1485 37.1485 48.9819
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317612 -139154 -472948 -579501 -198916 -734395

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608465600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915231906,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "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": [
        [
            338214.3730009179,
            306845.5310375101,
            31368.8419634076,
            -31454.6676203611,
            541528.768330886,
            -572983.4359512471
        ],
        [
            338.214373,
            306.845531,
            31.368842,
            -31.454668,
            541.528768,
            -572.983436
        ],
        [
            0.191046,
            0.173327,
            0.017719,
            -0.021331,
            0.105046,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163172,
            -112871,
            -91919,
            -1110970,
            -411744,
            -739350
        ],
        [
            1.377419,
            1.720621,
            1.066697,
            0.985129,
            1.699771,
            0.572809
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            45.6,
            41.269841,
            50,
            45.6,
            41.269841,
            50
        ],
        [
            1.643237,
            2.448576,
            1.066697,
            1.175241,
            2.418905,
            0.572809
        ],
        [
            88653,
            88653,
            59174,
            320581,
            320581,
            129726
        ],
        [
            -76960,
            -46186,
            -76960,
            -723785,
            -202455,
            -723785
        ],
        [
            82,
            87,
            77,
            82,
            87,
            77
        ],
        [
            105,
            113,
            97,
            105,
            113,
            97
        ],
        [
            63,
            69,
            57,
            63,
            69,
            57
        ],
        [
            10320,
            5516,
            4804,
            10320,
            5516,
            4804
        ],
        [
            37.148517,
            37.148517,
            48.981851,
            37.148517,
            37.148517,
            48.981851
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317612,
            -139154,
            -472948,
            -579501,
            -198916,
            -734395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608465600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915231906,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "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)