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Trade: ROSE/USDT/120/DCM/HWMA/7511

Strategy
ROSE/USDT/120/DCM/HWMA/7511
Pair
ROSE_USDT
Interval
2h
Score
319883
Daily Profit
0.186207
Profit Factor
1.368409
Profitability
51.229508
Streak
0.000000
Best Strategy
Training Data Length
1778.500000
Evaluation Time
2025-10-03 10:42
Expiration Time
2025-12-06 08:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349547.4105 331169.6086 18377.8019 -35176.7308 134680.6478 -169857.3787
Total P&L (%) 349.5474 331.1696 18.3778 -35.1767 134.6806 -169.8574
Avg Daily Profit (%) 0.1965 0.1862 0.0103 -0.0244 0.048 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164793 -125977 -133679 -184730 -70865 -176997
Profit Factor 1.178 1.3684 1.0173 0.9632 1.3387 0.6964
Total Trades 488 244 244 488 244 244
Winning Trades 254 125 129 254 125 129
Losing Trades 234 119 115 234 119 115
Profitability (%) 52.0492 51.2295 52.8689 52.0492 51.2295 52.8689
Ratio Avg Win / Avg Loss 1.0852 1.3027 0.9069 0.8874 1.2745 0.6208
Largest Winning Trade 57847 57847 42795 65268 65268 15100
Largest Losing Trade -64450 -29136 -64450 -58880 -34033 -58880
Avg Bars in Trades 43 43 43 43 43 43
Avg Bars in Winners 43 43 43 43 43 43
Avg Bars in Losers 43 43 43 43 43 43
Bars Traded 21118 10541 10577 21118 10541 10577
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 -14361 319883 -389123 -577962 -127637 -579684
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21342,
    "evaluation_days": 1778.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607083200000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759477353421,
    "expiration_time": 1765003046400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03493,
            "nb": 0.1,
            "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": [
        [
            349547.410546088,
            331169.6086478627,
            18377.8018982254,
            -35176.7308311519,
            134680.6478415795,
            -169857.3786727316
        ],
        [
            349.547411,
            331.169609,
            18.377802,
            -35.176731,
            134.680648,
            -169.857379
        ],
        [
            0.196541,
            0.186207,
            0.010333,
            -0.024372,
            0.047976,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164793,
            -125977,
            -133679,
            -184730,
            -70865,
            -176997
        ],
        [
            1.177962,
            1.368409,
            1.017252,
            0.963245,
            1.338708,
            0.696377
        ],
        [
            488,
            244,
            244,
            488,
            244,
            244
        ],
        [
            254,
            125,
            129,
            254,
            125,
            129
        ],
        [
            234,
            119,
            115,
            234,
            119,
            115
        ],
        [
            52.04918,
            51.229508,
            52.868852,
            52.04918,
            51.229508,
            52.868852
        ],
        [
            1.085209,
            1.302725,
            0.906853,
            0.887399,
            1.27445,
            0.620802
        ],
        [
            57847,
            57847,
            42795,
            65268,
            65268,
            15100
        ],
        [
            -64450,
            -29136,
            -64450,
            -58880,
            -34033,
            -58880
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            21118,
            10541,
            10577,
            21118,
            10541,
            10577
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14361,
            319883,
            -389123,
            -577962,
            -127637,
            -579684
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21342,
    "evaluation_days": 1778.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607083200000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759477353421,
    "expiration_time": 1765003046400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03493,
            "nb": 0.1,
            "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)