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Trade: ROSE/USDT/360/WMA/JMA/5562

Strategy
ROSE/USDT/360/WMA/JMA/5562
Pair
ROSE_USDT
Interval
6h
Score
549555
Daily Profit
0.212664
Profit Factor
3.877375
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1782.250000
Evaluation Time
2025-10-06 11:18
Expiration Time
2025-11-28 19:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497495.6516 379021.1394 118474.5122 1246674.1575 649007.0699 597667.0876
Total P&L (%) 497.4957 379.0211 118.4745 1246.6742 649.0071 597.6671
Avg Daily Profit (%) 0.2791 0.2127 0.0665 0.146 0.113 0.1091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49835 -43130 -72859 -381464 -300005 -271787
Profit Factor 2.2491 3.8774 1.4445 1.6463 1.8523 1.5119
Total Trades 66 33 33 66 33 33
Winning Trades 37 18 19 37 18 19
Losing Trades 29 15 14 29 15 14
Profitability (%) 56.0606 54.5455 57.5758 56.0606 54.5455 57.5758
Ratio Avg Win / Avg Loss 1.7628 3.2311 1.0644 1.2903 1.5436 1.114
Largest Winning Trade 155833 155833 75092 567114 303754 567114
Largest Losing Trade -39938 -18218 -39938 -300005 -300005 -271787
Avg Bars in Trades 104 88 121 104 88 121
Avg Bars in Winners 144 109 178 144 109 178
Avg Bars in Losers 53 62 44 53 62 44
Bars Traded 6919 2912 4007 6919 2912 4007
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 -115135 549555 -102248 -123427 -37585 -44646
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7129,
    "evaluation_days": 1782.25,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607990400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759738721816,
    "expiration_time": 1764349992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "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": [
        [
            497495.6516365699,
            379021.1394223277,
            118474.5122142419,
            1246674.157478449,
            649007.0698996683,
            597667.087578781
        ],
        [
            497.495652,
            379.021139,
            118.474512,
            1246.674157,
            649.00707,
            597.667088
        ],
        [
            0.279139,
            0.212664,
            0.066475,
            0.146002,
            0.113043,
            0.109055
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49835,
            -43130,
            -72859,
            -381464,
            -300005,
            -271787
        ],
        [
            2.24913,
            3.877375,
            1.444475,
            1.6463,
            1.852337,
            1.511922
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            56.060606,
            54.545455,
            57.575758,
            56.060606,
            54.545455,
            57.575758
        ],
        [
            1.762832,
            3.231146,
            1.06435,
            1.290343,
            1.543614,
            1.114048
        ],
        [
            155833,
            155833,
            75092,
            567114,
            303754,
            567114
        ],
        [
            -39938,
            -18218,
            -39938,
            -300005,
            -300005,
            -271787
        ],
        [
            104,
            88,
            121,
            104,
            88,
            121
        ],
        [
            144,
            109,
            178,
            144,
            109,
            178
        ],
        [
            53,
            62,
            44,
            53,
            62,
            44
        ],
        [
            6919,
            2912,
            4007,
            6919,
            2912,
            4007
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115135,
            549555,
            -102248,
            -123427,
            -37585,
            -44646
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7129,
    "evaluation_days": 1782.25,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607990400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759738721816,
    "expiration_time": 1764349992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "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)