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Trade: ROSE/USDT/120/SINWMA/BBM/1559

Strategy
ROSE/USDT/120/SINWMA/BBM/1559
Pair
ROSE_USDT
Interval
2h
Score
310072
Daily Profit
0.311011
Profit Factor
1.504263
Profitability
39.299611
Streak
0.000000
Best Strategy
Training Data Length
1775.500000
Evaluation Time
2025-09-30 09:50
Expiration Time
2025-12-03 06:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 552199.2568 431613.3531 120585.9037 1086605.1701 389624.7291 696980.441
Total P&L (%) 552.1993 431.6134 120.5859 1086.6052 389.6247 696.9804
Avg Daily Profit (%) 0.311 0.2431 0.0679 0.1394 0.0895 0.117
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106543 -106252 -96225 -2490937 -2168452 -666884
Profit Factor 1.5043 1.8026 1.2164 1.1076 1.0707 1.1519
Total Trades 257 129 128 257 129 128
Winning Trades 101 50 51 101 50 51
Losing Trades 156 79 77 156 79 77
Profitability (%) 39.2996 38.7597 39.8438 39.2996 38.7597 39.8438
Ratio Avg Win / Avg Loss 2.3234 2.8481 1.8365 1.7108 1.6918 1.7391
Largest Winning Trade 123405 123405 66415 843849 843849 767496
Largest Losing Trade -33319 -27543 -33319 -420732 -388343 -420732
Avg Bars in Trades 81 78 85 81 78 85
Avg Bars in Winners 140 134 147 140 134 147
Avg Bars in Losers 43 42 44 43 42 44
Bars Traded 21036 10100 10936 21036 10100 10936
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 310072 245719 -105730 -110352 -219643 -92965
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21306,
    "evaluation_days": 1775.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606557600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759215001110,
    "expiration_time": 1764734515200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 226,
            "offset": 0,
            "std": 4.32234
        }
    }
}
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": [
        [
            552199.2568352054,
            431613.3531120957,
            120585.90372311,
            1086605.1700878087,
            389624.7291354554,
            696980.4409523531
        ],
        [
            552.199257,
            431.613353,
            120.585904,
            1086.60517,
            389.624729,
            696.980441
        ],
        [
            0.311011,
            0.243094,
            0.067917,
            0.13942,
            0.089506,
            0.116974
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106543,
            -106252,
            -96225,
            -2490937,
            -2168452,
            -666884
        ],
        [
            1.504263,
            1.8026,
            1.216378,
            1.107615,
            1.070746,
            1.151854
        ],
        [
            257,
            129,
            128,
            257,
            129,
            128
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            156,
            79,
            77,
            156,
            79,
            77
        ],
        [
            39.299611,
            38.75969,
            39.84375,
            39.299611,
            38.75969,
            39.84375
        ],
        [
            2.323416,
            2.848108,
            1.836492,
            1.710771,
            1.691779,
            1.739074
        ],
        [
            123405,
            123405,
            66415,
            843849,
            843849,
            767496
        ],
        [
            -33319,
            -27543,
            -33319,
            -420732,
            -388343,
            -420732
        ],
        [
            81,
            78,
            85,
            81,
            78,
            85
        ],
        [
            140,
            134,
            147,
            140,
            134,
            147
        ],
        [
            43,
            42,
            44,
            43,
            42,
            44
        ],
        [
            21036,
            10100,
            10936,
            21036,
            10100,
            10936
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310072,
            245719,
            -105730,
            -110352,
            -219643,
            -92965
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21306,
    "evaluation_days": 1775.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606557600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759215001110,
    "expiration_time": 1764734515200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 226,
            "offset": 0,
            "std": 4.32234
        }
    }
}

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)