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Trade: ROSE/USDT/360/WMA/PSAR/3304

Strategy
ROSE/USDT/360/WMA/PSAR/3304
Pair
ROSE_USDT
Interval
6h
Score
303435
Daily Profit
0.165419
Profit Factor
1.712812
Profitability
45.263158
Streak
0.000000
Best Strategy
Training Data Length
1777.000000
Evaluation Time
2025-10-01 06:48
Expiration Time
2025-11-23 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284018.4278 293949.8862 -9931.4584 -30814.4503 363389.3926 -394203.8429
Total P&L (%) 284.0184 293.9499 -9.9315 -30.8145 363.3894 -394.2038
Avg Daily Profit (%) 0.1598 0.1654 -0.0056 -0.0207 0.0863 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161584 -91616 -125887 -741946 -203337 -572790
Profit Factor 1.314 1.7128 0.9798 0.9842 1.4712 0.6661
Total Trades 189 95 94 189 95 94
Winning Trades 85 43 42 85 43 42
Losing Trades 104 52 52 104 52 52
Profitability (%) 44.9735 45.2632 44.6809 44.9735 45.2632 44.6809
Ratio Avg Win / Avg Loss 1.6077 2.0713 1.2131 1.2042 1.7791 0.8247
Largest Winning Trade 174632 174632 76395 453388 453388 116517
Largest Losing Trade -45946 -32550 -45946 -189821 -70807 -189821
Avg Bars in Trades 36 31 40 36 31 40
Avg Bars in Winners 52 39 65 52 39 65
Avg Bars in Losers 23 25 20 23 25 20
Bars Traded 6848 3028 3820 6848 3028 3820
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 273358 303435 -581483 -580076 -77602 -583149
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7108,
    "evaluation_days": 1777,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610604000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759290535960,
    "expiration_time": 1763882784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            284018.4277802067,
            293949.8861695826,
            -9931.4583893763,
            -30814.4503015477,
            363389.3926052236,
            -394203.842906771
        ],
        [
            284.018428,
            293.949886,
            -9.931458,
            -30.81445,
            363.389393,
            -394.203843
        ],
        [
            0.15983,
            0.165419,
            -0.005589,
            -0.020728,
            0.086329,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161584,
            -91616,
            -125887,
            -741946,
            -203337,
            -572790
        ],
        [
            1.314015,
            1.712812,
            0.979818,
            0.984213,
            1.47115,
            0.666109
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            44.973545,
            45.263158,
            44.680851,
            44.973545,
            45.263158,
            44.680851
        ],
        [
            1.607736,
            2.071308,
            1.213108,
            1.204214,
            1.779065,
            0.824706
        ],
        [
            174632,
            174632,
            76395,
            453388,
            453388,
            116517
        ],
        [
            -45946,
            -32550,
            -45946,
            -189821,
            -70807,
            -189821
        ],
        [
            36,
            31,
            40,
            36,
            31,
            40
        ],
        [
            52,
            39,
            65,
            52,
            39,
            65
        ],
        [
            23,
            25,
            20,
            23,
            25,
            20
        ],
        [
            6848,
            3028,
            3820,
            6848,
            3028,
            3820
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            273358,
            303435,
            -581483,
            -580076,
            -77602,
            -583149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7108,
    "evaluation_days": 1777,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610604000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759290535960,
    "expiration_time": 1763882784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)