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Trade: ROSE/USDT/480/PWMA/MIDPRICE/3310

Strategy
ROSE/USDT/480/PWMA/MIDPRICE/3310
Pair
ROSE_USDT
Interval
8h
Score
382104
Daily Profit
0.192234
Profit Factor
2.016022
Profitability
47.826087
Streak
0.000000
Best Strategy
Training Data Length
1772.330000
Evaluation Time
2025-09-26 16:14
Expiration Time
2025-11-18 14:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309351.4369 340702.8624 -31351.4255 -60999.8908 380274.2586 -441274.1495
Total P&L (%) 309.3514 340.7029 -31.3514 -60.9999 380.2743 -441.2741
Avg Daily Profit (%) 0.1745 0.1922 -0.0177 -0.0531 0.0886 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -244512 -149580 -110846 -813045 -326803 -545551
Profit Factor 1.4418 2.016 0.9141 0.9601 1.6 0.5061
Total Trades 92 46 46 92 46 46
Winning Trades 41 22 19 41 22 19
Losing Trades 51 24 27 51 24 27
Profitability (%) 44.5652 47.8261 41.3043 44.5652 47.8261 41.3043
Ratio Avg Win / Avg Loss 1.7935 2.1993 1.2989 1.1942 1.7455 0.7192
Largest Winning Trade 231820 231820 66203 526790 526790 109631
Largest Losing Trade -47256 -35624 -47256 -350752 -118607 -350752
Avg Bars in Trades 55 59 51 55 59 51
Avg Bars in Winners 77 85 67 77 85 67
Avg Bars in Losers 38 36 39 38 36 39
Bars Traded 5116 2755 2361 5116 2755 2361
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 273495 382104 -582419 -580979 -72447 -584086

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5317,
    "evaluation_days": 1772.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610812800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758892482688,
    "expiration_time": 1763467488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            309351.4368692217,
            340702.8623729213,
            -31351.4255036997,
            -60999.8908064583,
            380274.258644117,
            -441274.1494505754
        ],
        [
            309.351437,
            340.702862,
            -31.351426,
            -60.999891,
            380.274259,
            -441.274149
        ],
        [
            0.174545,
            0.192234,
            -0.017689,
            -0.053114,
            0.088577,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -244512,
            -149580,
            -110846,
            -813045,
            -326803,
            -545551
        ],
        [
            1.441832,
            2.016022,
            0.914065,
            0.960059,
            1.600004,
            0.506107
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            44.565217,
            47.826087,
            41.304348,
            44.565217,
            47.826087,
            41.304348
        ],
        [
            1.793498,
            2.199297,
            1.298934,
            1.19422,
            1.745458,
            0.719204
        ],
        [
            231820,
            231820,
            66203,
            526790,
            526790,
            109631
        ],
        [
            -47256,
            -35624,
            -47256,
            -350752,
            -118607,
            -350752
        ],
        [
            55,
            59,
            51,
            55,
            59,
            51
        ],
        [
            77,
            85,
            67,
            77,
            85,
            67
        ],
        [
            38,
            36,
            39,
            38,
            36,
            39
        ],
        [
            5116,
            2755,
            2361,
            5116,
            2755,
            2361
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            273495,
            382104,
            -582419,
            -580979,
            -72447,
            -584086
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5317,
    "evaluation_days": 1772.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610812800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758892482688,
    "expiration_time": 1763467488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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)