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Trade: ROSE/USDT/240/SINWMA/PWMA/2129

Strategy
ROSE/USDT/240/SINWMA/PWMA/2129
Pair
ROSE_USDT
Interval
4h
Score
324656
Daily Profit
0.158276
Profit Factor
2.024904
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1780.830000
Evaluation Time
2025-10-05 06:06
Expiration Time
2025-11-27 12:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270779.7301 281862.7042 -11082.9741 -8437.485 143039.9823 -151477.4673
Total P&L (%) 270.7797 281.8627 -11.083 -8.4375 143.04 -151.4775
Avg Daily Profit (%) 0.1521 0.1583 -0.0062 -0.005 0.0499 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133590 -67149 -147442 -166413 -129603 -207278
Profit Factor 1.4104 2.0249 0.9712 0.9901 1.405 0.696
Total Trades 90 45 45 90 45 45
Winning Trades 43 20 23 43 20 23
Losing Trades 47 25 22 47 25 22
Profitability (%) 47.7778 44.4444 51.1111 47.7778 44.4444 51.1111
Ratio Avg Win / Avg Loss 1.5416 2.5311 0.929 1.0822 1.7563 0.6658
Largest Winning Trade 99969 99969 79328 93243 93243 86688
Largest Losing Trade -57273 -30767 -57273 -79372 -79372 -75396
Avg Bars in Trades 115 99 131 115 99 131
Avg Bars in Winners 162 141 180 162 141 180
Avg Bars in Losers 72 66 79 72 66 79
Bars Traded 10398 4499 5899 10398 4499 5899
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 304445 324656 -580567 -579735 -126557 -580567
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10685,
    "evaluation_days": 1780.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609228800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633593566,
    "expiration_time": 1764238320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 86,
            "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": [
        [
            270779.7300801981,
            281862.7041810052,
            -11082.9741008074,
            -8437.4850334407,
            143039.9822812633,
            -151477.4673147041
        ],
        [
            270.77973,
            281.862704,
            -11.082974,
            -8.437485,
            143.039982,
            -151.477467
        ],
        [
            0.152053,
            0.158276,
            -0.006223,
            -0.00495,
            0.04988,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133590,
            -67149,
            -147442,
            -166413,
            -129603,
            -207278
        ],
        [
            1.410385,
            2.024904,
            0.971198,
            0.990091,
            1.405035,
            0.696031
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            47.777778,
            44.444444,
            51.111111,
            47.777778,
            44.444444,
            51.111111
        ],
        [
            1.541583,
            2.53113,
            0.928972,
            1.082192,
            1.756294,
            0.665769
        ],
        [
            99969,
            99969,
            79328,
            93243,
            93243,
            86688
        ],
        [
            -57273,
            -30767,
            -57273,
            -79372,
            -79372,
            -75396
        ],
        [
            115,
            99,
            131,
            115,
            99,
            131
        ],
        [
            162,
            141,
            180,
            162,
            141,
            180
        ],
        [
            72,
            66,
            79,
            72,
            66,
            79
        ],
        [
            10398,
            4499,
            5899,
            10398,
            4499,
            5899
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304445,
            324656,
            -580567,
            -579735,
            -126557,
            -580567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10685,
    "evaluation_days": 1780.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609228800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633593566,
    "expiration_time": 1764238320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 86,
            "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)