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Trade: ROSE/USDT/720/MIDPRICE/WMA/8671

Strategy
ROSE/USDT/720/MIDPRICE/WMA/8671
Pair
ROSE_USDT
Interval
12h
Score
321512
Daily Profit
0.156017
Profit Factor
1.379151
Profitability
54.368932
Streak
0.000000
Best Strategy
Training Data Length
1780.500000
Evaluation Time
2025-10-04 15:39
Expiration Time
2025-11-26 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277787.9698 270380.9217 7407.0481 -119912.3684 12656.1497 -132568.5181
Total P&L (%) 277.788 270.3809 7.407 -119.9124 12.6562 -132.5685
Avg Daily Profit (%) 0.156 0.1519 0.0042 0 0.0067 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -254817 -49828 -267841 -212297 -15322 -222782
Profit Factor 1.3792 2.6783 1.013 0.5911 1.3139 0.4759
Total Trades 103 52 51 103 52 51
Winning Trades 56 30 26 49 24 25
Losing Trades 47 22 25 54 28 26
Profitability (%) 54.3689 57.6923 50.9804 47.5728 46.1538 49.0196
Ratio Avg Win / Avg Loss 1.1575 1.9641 0.974 0.6514 1.5329 0.4949
Largest Winning Trade 80063 80063 74195 56800 23755 56800
Largest Losing Trade -147504 -35660 -147504 -196734 -15322 -196734
Avg Bars in Trades 29 17 42 29 17 42
Avg Bars in Winners 30 15 46 26 19 32
Avg Bars in Losers 29 19 37 32 15 51
Bars Traded 3063 902 2161 3063 902 2161
Profit Streak 0 0 234.0271 69.5271 78.5271 0
Trades During Streak 0 0 5 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321512 -166461 -739500 -580611 -446459 -761214
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3561,
    "evaluation_days": 1780.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610539200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759581543755,
    "expiration_time": 1764151056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "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": [
        [
            277787.9698400973,
            270380.921720086,
            7407.0481200111,
            -119912.3683888965,
            12656.1497339785,
            -132568.518122875
        ],
        [
            277.78797,
            270.380922,
            7.407048,
            -119.912368,
            12.65615,
            -132.568518
        ],
        [
            0.156017,
            0.151857,
            0.00416,
            0,
            0.006693,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -254817,
            -49828,
            -267841,
            -212297,
            -15322,
            -222782
        ],
        [
            1.379151,
            2.678299,
            1.01296,
            0.591097,
            1.313903,
            0.475879
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            56,
            30,
            26,
            49,
            24,
            25
        ],
        [
            47,
            22,
            25,
            54,
            28,
            26
        ],
        [
            54.368932,
            57.692308,
            50.980392,
            47.572816,
            46.153846,
            49.019608
        ],
        [
            1.157502,
            1.964086,
            0.974,
            0.651413,
            1.532887,
            0.494914
        ],
        [
            80063,
            80063,
            74195,
            56800,
            23755,
            56800
        ],
        [
            -147504,
            -35660,
            -147504,
            -196734,
            -15322,
            -196734
        ],
        [
            29,
            17,
            42,
            29,
            17,
            42
        ],
        [
            30,
            15,
            46,
            26,
            19,
            32
        ],
        [
            29,
            19,
            37,
            32,
            15,
            51
        ],
        [
            3063,
            902,
            2161,
            3063,
            902,
            2161
        ],
        [
            0,
            0,
            234.027127,
            69.527127,
            78.527127,
            0
        ],
        [
            0,
            0,
            5,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321512,
            -166461,
            -739500,
            -580611,
            -446459,
            -761214
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3561,
    "evaluation_days": 1780.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610539200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759581543755,
    "expiration_time": 1764151056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "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)