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Trade: ROSE/USDT/480/PWMA/MIDPRICE/6821

Strategy
ROSE/USDT/480/PWMA/MIDPRICE/6821
Pair
ROSE_USDT
Interval
8h
Score
377116
Daily Profit
0.224173
Profit Factor
1.691169
Profitability
48.192771
Streak
41.890425
Best Strategy
Training Data Length
1772.670000
Evaluation Time
2025-09-27 00:22
Expiration Time
2025-11-18 22:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397384.825 291105.3468 106279.4782 129672.3289 110155.228 19517.1009
Total P&L (%) 397.3848 291.1053 106.2795 129.6723 110.1552 19.5171
Avg Daily Profit (%) 0.2242 0.1642 0.06 0.0469 0.0419 0.0101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153542 -119256 -95574 -415388 -273705 -175795
Profit Factor 1.6912 1.9539 1.394 1.1362 1.2163 1.044
Total Trades 83 41 42 83 41 42
Winning Trades 40 18 22 40 18 22
Losing Trades 43 23 20 43 23 20
Profitability (%) 48.1928 43.9024 52.381 48.1928 43.9024 52.381
Ratio Avg Win / Avg Loss 1.818 2.4966 1.2672 1.2214 1.5542 0.9491
Largest Winning Trade 241295 241295 72620 186723 186723 105415
Largest Losing Trade -35486 -35486 -32398 -117325 -75840 -117325
Avg Bars in Trades 58 61 55 58 61 55
Avg Bars in Winners 74 87 63 74 87 63
Avg Bars in Losers 44 41 46 44 41 46
Bars Traded 4863 2536 2327 4863 2536 2327
Profit Streak 41.8904 41.8904 70.8904 41.8904 41.8904 70.8904
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377116 332693 -110889 -201559 -138034 -359027

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5318,
    "evaluation_days": 1772.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1611360000000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758921732752,
    "expiration_time": 1763497152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 114,
            "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": [
        [
            397384.8249780778,
            291105.346784621,
            106279.4781934567,
            129672.3289293263,
            110155.2280368066,
            19517.1008925197
        ],
        [
            397.384825,
            291.105347,
            106.279478,
            129.672329,
            110.155228,
            19.517101
        ],
        [
            0.224173,
            0.164219,
            0.059954,
            0.046917,
            0.041905,
            0.010058
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153542,
            -119256,
            -95574,
            -415388,
            -273705,
            -175795
        ],
        [
            1.691169,
            1.953894,
            1.393963,
            1.136159,
            1.216299,
            1.044048
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            48.192771,
            43.902439,
            52.380952,
            48.192771,
            43.902439,
            52.380952
        ],
        [
            1.818007,
            2.496643,
            1.267239,
            1.221371,
            1.55416,
            0.949135
        ],
        [
            241295,
            241295,
            72620,
            186723,
            186723,
            105415
        ],
        [
            -35486,
            -35486,
            -32398,
            -117325,
            -75840,
            -117325
        ],
        [
            58,
            61,
            55,
            58,
            61,
            55
        ],
        [
            74,
            87,
            63,
            74,
            87,
            63
        ],
        [
            44,
            41,
            46,
            44,
            41,
            46
        ],
        [
            4863,
            2536,
            2327,
            4863,
            2536,
            2327
        ],
        [
            41.890425,
            41.890425,
            70.890425,
            41.890425,
            41.890425,
            70.890425
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377116,
            332693,
            -110889,
            -201559,
            -138034,
            -359027
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5318,
    "evaluation_days": 1772.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1611360000000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758921732752,
    "expiration_time": 1763497152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 114,
            "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)