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Trade: ROSE/USDT/480/SINWMA/HWMA/1900

Strategy
ROSE/USDT/480/SINWMA/HWMA/1900
Pair
ROSE_USDT
Interval
8h
Score
310596
Daily Profit
0.389921
Profit Factor
2.378219
Profitability
34.693878
Streak
0.000000
Best Strategy
Training Data Length
1777.000000
Evaluation Time
2025-10-01 08:47
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 692889.9005 553687.7629 139202.1376 2395802.1631 1453993.7727 941808.3904
Total P&L (%) 692.8899 553.6878 139.2021 2395.8022 1453.9938 941.8084
Avg Daily Profit (%) 0.3899 0.3116 0.0783 0.1812 0.1545 0.132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91515 -46168 -87189 -3588707 -1895064 -1872302
Profit Factor 2.3782 3.449 1.5032 1.2345 1.3127 1.1691
Total Trades 147 74 73 147 74 73
Winning Trades 51 24 27 51 24 27
Losing Trades 96 50 46 96 50 46
Profitability (%) 34.6939 32.4324 36.9863 34.6939 32.4324 36.9863
Ratio Avg Win / Avg Loss 4.4766 7.1853 2.561 2.3237 2.7349 1.9919
Largest Winning Trade 268969 268969 74922 2471639 1598062 2471639
Largest Losing Trade -26451 -11741 -26451 -691075 -491048 -691075
Avg Bars in Trades 34 29 40 34 29 40
Avg Bars in Winners 81 70 91 81 70 91
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 5136 2212 2924 5136 2212 2924
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 310596 -55424 -162942 111897 -62090 -126809
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5331,
    "evaluation_days": 1777,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610409600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297632278,
    "expiration_time": 1763882784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.95794,
            "nc": 0.1
        }
    }
}
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": [
        [
            692889.9005174395,
            553687.7628711401,
            139202.1376462989,
            2395802.1631009663,
            1453993.7727214198,
            941808.390379548
        ],
        [
            692.889901,
            553.687763,
            139.202138,
            2395.802163,
            1453.993773,
            941.80839
        ],
        [
            0.389921,
            0.311586,
            0.078335,
            0.18121,
            0.154504,
            0.131969
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91515,
            -46168,
            -87189,
            -3588707,
            -1895064,
            -1872302
        ],
        [
            2.378219,
            3.448961,
            1.503167,
            1.234484,
            1.312741,
            1.169142
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            96,
            50,
            46,
            96,
            50,
            46
        ],
        [
            34.693878,
            32.432432,
            36.986301,
            34.693878,
            32.432432,
            36.986301
        ],
        [
            4.476648,
            7.185335,
            2.560951,
            2.323734,
            2.734877,
            1.991871
        ],
        [
            268969,
            268969,
            74922,
            2471639,
            1598062,
            2471639
        ],
        [
            -26451,
            -11741,
            -26451,
            -691075,
            -491048,
            -691075
        ],
        [
            34,
            29,
            40,
            34,
            29,
            40
        ],
        [
            81,
            70,
            91,
            81,
            70,
            91
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            5136,
            2212,
            2924,
            5136,
            2212,
            2924
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310596,
            -55424,
            -162942,
            111897,
            -62090,
            -126809
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5331,
    "evaluation_days": 1777,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610409600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297632278,
    "expiration_time": 1763882784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.95794,
            "nc": 0.1
        }
    }
}

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)