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Trade: ROSE/USDT/360/PWMA/HL2/7754

Strategy
ROSE/USDT/360/PWMA/HL2/7754
Pair
ROSE_USDT
Interval
6h
Score
459113
Daily Profit
0.188128
Profit Factor
2.398371
Profitability
49.152542
Streak
31.180942
Best Strategy
Training Data Length
1784.750000
Evaluation Time
2025-10-09 01:20
Expiration Time
2025-12-01 09:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351493.0215 330871.622 20621.3995 -42409.5103 2763033.747 -2805443.2573
Total P&L (%) 351.493 330.8716 20.6214 -42.4095 2763.0337 -2805.4433
Avg Daily Profit (%) 0.1969 0.1854 0.0116 -0.0309 0.1881 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -250222 -99886 -231519 -3911093 -710081 -4141639
Profit Factor 1.3441 1.7777 1.0346 0.995 2.3984 0.5668
Total Trades 236 118 118 236 118 118
Winning Trades 117 58 59 117 58 59
Losing Trades 119 60 59 119 60 59
Profitability (%) 49.5763 49.1525 50 49.5763 49.1525 50
Ratio Avg Win / Avg Loss 1.3671 1.839 1.0346 1.012 2.4811 0.5668
Largest Winning Trade 133998 133998 77991 1734621 1734621 873607
Largest Losing Trade -71981 -34173 -71981 -1653442 -335669 -1653442
Avg Bars in Trades 28 26 31 28 26 31
Avg Bars in Winners 34 27 41 34 27 41
Avg Bars in Losers 23 25 21 23 25 21
Bars Traded 6823 3104 3719 6823 3104 3719
Profit Streak 30.1809 31.1809 30.1809 30.1809 31.1809 30.1809
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370763 400149 -366041 -576760 459113 -580478
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7139,
    "evaluation_days": 1784.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1611122400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759962033351,
    "expiration_time": 1764572472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 68
        }
    }
}
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": [
        [
            351493.0214701942,
            330871.6220042489,
            20621.3994659456,
            -42409.5102802945,
            2763033.747005044,
            -2805443.25728534
        ],
        [
            351.493021,
            330.871622,
            20.621399,
            -42.40951,
            2763.033747,
            -2805.443257
        ],
        [
            0.196942,
            0.185388,
            0.011554,
            -0.030913,
            0.188128,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -250222,
            -99886,
            -231519,
            -3911093,
            -710081,
            -4141639
        ],
        [
            1.344127,
            1.777696,
            1.034602,
            0.994982,
            2.398371,
            0.566782
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            49.576271,
            49.152542,
            50,
            49.576271,
            49.152542,
            50
        ],
        [
            1.367104,
            1.838996,
            1.034602,
            1.01199,
            2.481073,
            0.566782
        ],
        [
            133998,
            133998,
            77991,
            1734621,
            1734621,
            873607
        ],
        [
            -71981,
            -34173,
            -71981,
            -1653442,
            -335669,
            -1653442
        ],
        [
            28,
            26,
            31,
            28,
            26,
            31
        ],
        [
            34,
            27,
            41,
            34,
            27,
            41
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            6823,
            3104,
            3719,
            6823,
            3104,
            3719
        ],
        [
            30.180941,
            31.180941,
            30.180941,
            30.180942,
            31.180942,
            30.180942
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370763,
            400149,
            -366041,
            -576760,
            459113,
            -580478
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7139,
    "evaluation_days": 1784.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1611122400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759962033351,
    "expiration_time": 1764572472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 68
        }
    }
}

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)