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Trade: ROSE/USDT/360/PWMA/MIDPRICE/4163

Strategy
ROSE/USDT/360/PWMA/MIDPRICE/4163
Pair
ROSE_USDT
Interval
6h
Score
307953
Daily Profit
0.275477
Profit Factor
1.425716
Profitability
43.000000
Streak
0.000000
Best Strategy
Training Data Length
1787.250000
Evaluation Time
2025-10-11 14:25
Expiration Time
2025-12-03 22:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 492347.0228 403779.9663 88567.0565 178795.1393 224563.5948 -45768.4554
Total P&L (%) 492.347 403.78 88.5671 178.7951 224.5636 -45.7685
Avg Daily Profit (%) 0.2755 0.2259 0.0496 0.0574 0.0659 -0.0342
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158017 -127056 -87201 -1303828 -1090688 -423985
Profit Factor 1.4257 1.6309 1.1715 1.0332 1.0744 0.9806
Total Trades 200 100 100 200 100 100
Winning Trades 86 43 43 86 43 43
Losing Trades 114 57 57 114 57 57
Profitability (%) 43 43 43 43 43 43
Ratio Avg Win / Avg Loss 1.8899 2.1619 1.5529 1.3696 1.4242 1.2999
Largest Winning Trade 134485 134485 58327 329498 329498 323315
Largest Losing Trade -55660 -39324 -55660 -373637 -281705 -373637
Avg Bars in Trades 35 41 28 35 41 28
Avg Bars in Winners 46 53 39 46 53 39
Avg Bars in Losers 26 32 20 26 32 20
Bars Traded 7030 4192 2838 7030 4192 2838
Profit Streak 0 0 37.9759 0 0 37.9759
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307953 285150 -159732 -301933 -246660 -581298
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7149,
    "evaluation_days": 1787.25,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607860800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760181915122,
    "expiration_time": 1764794952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "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": [
        [
            492347.0228241542,
            403779.9662813232,
            88567.0565428312,
            178795.1393301848,
            224563.5947563736,
            -45768.4554261896
        ],
        [
            492.347023,
            403.779966,
            88.567057,
            178.795139,
            224.563595,
            -45.768455
        ],
        [
            0.275477,
            0.225922,
            0.049555,
            0.057384,
            0.065894,
            -0.034232
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158017,
            -127056,
            -87201,
            -1303828,
            -1090688,
            -423985
        ],
        [
            1.425716,
            1.630944,
            1.171458,
            1.033239,
            1.074386,
            0.980609
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            1.889903,
            2.161949,
            1.552863,
            1.369642,
            1.424187,
            1.299876
        ],
        [
            134485,
            134485,
            58327,
            329498,
            329498,
            323315
        ],
        [
            -55660,
            -39324,
            -55660,
            -373637,
            -281705,
            -373637
        ],
        [
            35,
            41,
            28,
            35,
            41,
            28
        ],
        [
            46,
            53,
            39,
            46,
            53,
            39
        ],
        [
            26,
            32,
            20,
            26,
            32,
            20
        ],
        [
            7030,
            4192,
            2838,
            7030,
            4192,
            2838
        ],
        [
            0,
            0,
            37.975869,
            0,
            0,
            37.975869
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307953,
            285150,
            -159732,
            -301933,
            -246660,
            -581298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7149,
    "evaluation_days": 1787.25,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607860800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760181915122,
    "expiration_time": 1764794952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "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)