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Trade: ROSE/USDT/360/PWMA/JMA/4851

Strategy
ROSE/USDT/360/PWMA/JMA/4851
Pair
ROSE_USDT
Interval
6h
Score
341080
Daily Profit
0.253560
Profit Factor
3.201984
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
1782.500000
Evaluation Time
2025-10-06 21:21
Expiration Time
2025-11-29 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 555770.8114 451969.9495 103800.8619 773601.9225 506061.9952 267539.9273
Total P&L (%) 555.7708 451.97 103.8009 773.6019 506.062 267.5399
Avg Daily Profit (%) 0.3118 0.2536 0.0582 0.1217 0.1011 0.0731
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99028 -56750 -91611 -1360708 -950047 -707786
Profit Factor 2.2179 3.202 1.4134 1.195 1.2841 1.1225
Total Trades 73 37 36 73 37 36
Winning Trades 32 14 18 32 14 18
Losing Trades 41 23 18 41 23 18
Profitability (%) 43.8356 37.8378 50 43.8356 37.8378 50
Ratio Avg Win / Avg Loss 2.8417 5.2604 1.4134 1.5311 2.1095 1.1225
Largest Winning Trade 207661 207661 77668 922625 922625 837186
Largest Losing Trade -46349 -17390 -46349 -443814 -270252 -443814
Avg Bars in Trades 94 84 104 94 84 104
Avg Bars in Winners 167 158 175 167 158 175
Avg Bars in Losers 36 39 33 36 39 33
Bars Traded 6887 3132 3755 6887 3132 3755
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 -65460 341080 -114387 -113714 -61169 -181239
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7130,
    "evaluation_days": 1782.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610020800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774885458,
    "expiration_time": 1764372240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 17,
            "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": [
        [
            555770.8114375607,
            451969.9495303574,
            103800.8619072032,
            773601.9225039894,
            506061.9951844576,
            267539.9273195326
        ],
        [
            555.770811,
            451.96995,
            103.800862,
            773.601923,
            506.061995,
            267.539927
        ],
        [
            0.311793,
            0.25356,
            0.058233,
            0.12167,
            0.101135,
            0.073051
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99028,
            -56750,
            -91611,
            -1360708,
            -950047,
            -707786
        ],
        [
            2.217896,
            3.201984,
            1.413415,
            1.195036,
            1.284054,
            1.12245
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            43.835616,
            37.837838,
            50,
            43.835616,
            37.837838,
            50
        ],
        [
            2.841679,
            5.260403,
            1.413415,
            1.53114,
            2.109518,
            1.12245
        ],
        [
            207661,
            207661,
            77668,
            922625,
            922625,
            837186
        ],
        [
            -46349,
            -17390,
            -46349,
            -443814,
            -270252,
            -443814
        ],
        [
            94,
            84,
            104,
            94,
            84,
            104
        ],
        [
            167,
            158,
            175,
            167,
            158,
            175
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            6887,
            3132,
            3755,
            6887,
            3132,
            3755
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65460,
            341080,
            -114387,
            -113714,
            -61169,
            -181239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7130,
    "evaluation_days": 1782.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610020800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774885458,
    "expiration_time": 1764372240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 17,
            "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)