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Trade: ROSE/USDT/480/PWMA/MIDPOINT/5106

Strategy
ROSE/USDT/480/PWMA/MIDPOINT/5106
Pair
ROSE_USDT
Interval
8h
Score
316817
Daily Profit
0.219546
Profit Factor
2.595136
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1785.330000
Evaluation Time
2025-10-09 14:25
Expiration Time
2025-12-01 23:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429998.0641 391962.5046 38035.5595 79127.9865 478273.912 -399145.9254
Total P&L (%) 429.9981 391.9625 38.0356 79.128 478.2739 -399.1459
Avg Daily Profit (%) 0.2409 0.2195 0.0213 0.0327 0.0983 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120799 -83848 -89473 -878575 -432080 -562832
Profit Factor 1.8506 2.5951 1.1464 1.0271 1.3595 0.7484
Total Trades 59 30 29 59 30 29
Winning Trades 24 12 12 24 12 12
Losing Trades 35 18 17 35 18 17
Profitability (%) 40.678 40 41.3793 40.678 40 41.3793
Ratio Avg Win / Avg Loss 2.6987 3.8927 1.6241 1.4979 2.0392 1.0602
Largest Winning Trade 222503 222503 78400 586306 586306 347849
Largest Losing Trade -49820 -28115 -49820 -299313 -239909 -299313
Avg Bars in Trades 87 84 91 87 84 91
Avg Bars in Winners 138 125 150 138 125 150
Avg Bars in Losers 52 56 49 52 56 49
Bars Traded 5171 2523 2648 5171 2523 2648
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 -171920 316817 -228591 -523352 -64060 -582518
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5356,
    "evaluation_days": 1785.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610380800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760009140335,
    "expiration_time": 1764624384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 55,
            "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": [
        [
            429998.0640500437,
            391962.5045519549,
            38035.5594980887,
            79127.9865192667,
            478273.9119687765,
            -399145.9254495101
        ],
        [
            429.998064,
            391.962505,
            38.035559,
            79.127987,
            478.273912,
            -399.145925
        ],
        [
            0.240851,
            0.219546,
            0.021304,
            0.032656,
            0.098343,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120799,
            -83848,
            -89473,
            -878575,
            -432080,
            -562832
        ],
        [
            1.850564,
            2.595136,
            1.146391,
            1.02713,
            1.359477,
            0.748353
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            40.677966,
            40,
            41.37931,
            40.677966,
            40,
            41.37931
        ],
        [
            2.69874,
            3.892704,
            1.624055,
            1.497898,
            2.039215,
            1.060167
        ],
        [
            222503,
            222503,
            78400,
            586306,
            586306,
            347849
        ],
        [
            -49820,
            -28115,
            -49820,
            -299313,
            -239909,
            -299313
        ],
        [
            87,
            84,
            91,
            87,
            84,
            91
        ],
        [
            138,
            125,
            150,
            138,
            125,
            150
        ],
        [
            52,
            56,
            49,
            52,
            56,
            49
        ],
        [
            5171,
            2523,
            2648,
            5171,
            2523,
            2648
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171920,
            316817,
            -228591,
            -523352,
            -64060,
            -582518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5356,
    "evaluation_days": 1785.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610380800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760009140335,
    "expiration_time": 1764624384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 55,
            "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)