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Trade: ROSE/USDT/360/PWMA/JMA/8082

Strategy
ROSE/USDT/360/PWMA/JMA/8082
Pair
ROSE_USDT
Interval
6h
Score
337553
Daily Profit
0.223060
Profit Factor
1.441592
Profitability
44.078947
Streak
29.666540
Best Strategy
Training Data Length
1775.750000
Evaluation Time
2025-09-30 00:59
Expiration Time
2025-11-22 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396099.3349 382821.5426 13277.7923 25435.6977 128913.5962 -103477.8985
Total P&L (%) 396.0993 382.8215 13.2778 25.4357 128.9136 -103.4779
Avg Daily Profit (%) 0.2231 0.2156 0.0075 0.0128 0.0466 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135892 -69076 -128951 -207308 -117503 -182419
Profit Factor 1.4416 2 1.0258 1.025 1.3079 0.8276
Total Trades 152 76 76 152 76 76
Winning Trades 67 32 35 67 32 35
Losing Trades 85 44 41 85 44 41
Profitability (%) 44.0789 42.1053 46.0526 44.0789 42.1053 46.0526
Ratio Avg Win / Avg Loss 1.8289 2.75 1.2017 1.3003 1.7984 0.9694
Largest Winning Trade 165516 165516 77109 95722 80572 95722
Largest Losing Trade -52496 -37520 -52496 -72235 -32333 -72235
Avg Bars in Trades 45 40 50 45 40 50
Avg Bars in Winners 68 57 78 68 57 78
Avg Bars in Losers 27 27 27 27 27 27
Bars Traded 6931 3081 3850 6931 3081 3850
Profit Streak 29.6665 29.6665 38.1665 29.6665 29.6665 38.1665
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337553 -40433 -489206 -372871 -181352 -631225
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7103,
    "evaluation_days": 1775.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607925600000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759183189031,
    "expiration_time": 1763771544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "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": [
        [
            396099.3348893077,
            382821.5425812564,
            13277.7923080516,
            25435.6976565873,
            128913.5961964088,
            -103477.8985398216
        ],
        [
            396.099335,
            382.821543,
            13.277792,
            25.435698,
            128.913596,
            -103.477899
        ],
        [
            0.22306,
            0.215583,
            0.007477,
            0.012763,
            0.046649,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135892,
            -69076,
            -128951,
            -207308,
            -117503,
            -182419
        ],
        [
            1.441592,
            1.999981,
            1.025825,
            1.024967,
            1.307904,
            0.827567
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            44.078947,
            42.105263,
            46.052632,
            44.078947,
            42.105263,
            46.052632
        ],
        [
            1.828885,
            2.749974,
            1.20168,
            1.300331,
            1.798368,
            0.969435
        ],
        [
            165516,
            165516,
            77109,
            95722,
            80572,
            95722
        ],
        [
            -52496,
            -37520,
            -52496,
            -72235,
            -32333,
            -72235
        ],
        [
            45,
            40,
            50,
            45,
            40,
            50
        ],
        [
            68,
            57,
            78,
            68,
            57,
            78
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            6931,
            3081,
            3850,
            6931,
            3081,
            3850
        ],
        [
            29.66654,
            29.66654,
            38.16654,
            29.66654,
            29.66654,
            38.16654
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337553,
            -40433,
            -489206,
            -372871,
            -181352,
            -631225
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7103,
    "evaluation_days": 1775.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607925600000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759183189031,
    "expiration_time": 1763771544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "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)