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Trade: ROSE/USDT/360/DCM/SSF/5899

Strategy
ROSE/USDT/360/DCM/SSF/5899
Pair
ROSE_USDT
Interval
6h
Score
312304
Daily Profit
0.150576
Profit Factor
1.849741
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-27 13:12
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 210776.0713 266595.4913 -55819.42 -83220.1578 297445.2253 -380665.3832
Total P&L (%) 210.7761 266.5955 -55.8194 -83.2202 297.4452 -380.6654
Avg Daily Profit (%) 0.119 0.1506 -0.0315 -0.1008 0.078 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -275287 -104172 -228592 -525008 -120027 -508751
Profit Factor 1.2875 1.8497 0.8669 0.9046 2.0601 0.3567
Total Trades 76 38 38 76 38 38
Winning Trades 34 17 17 34 17 17
Losing Trades 42 21 21 42 21 21
Profitability (%) 44.7368 44.7368 44.7368 44.7368 44.7368 44.7368
Ratio Avg Win / Avg Loss 1.5904 2.285 1.0709 1.1175 2.5448 0.4407
Largest Winning Trade 138044 138044 79604 307938 307938 125192
Largest Losing Trade -77646 -35562 -77646 -201680 -117117 -201680
Avg Bars in Trades 89 62 116 89 62 116
Avg Bars in Winners 103 53 153 103 53 153
Avg Bars in Losers 77 69 86 77 69 86
Bars Traded 6788 2374 4414 6788 2374 4414
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 -88780 312304 -581145 -634935 -86966 -582811
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609804800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967922102,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            210776.071251462,
            266595.4913000324,
            -55819.4200485704,
            -83220.1578466307,
            297445.2253085095,
            -380665.3831551402
        ],
        [
            210.776071,
            266.595491,
            -55.81942,
            -83.220158,
            297.445225,
            -380.665383
        ],
        [
            0.119049,
            0.150576,
            -0.031527,
            -0.100768,
            0.077968,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -275287,
            -104172,
            -228592,
            -525008,
            -120027,
            -508751
        ],
        [
            1.287503,
            1.849741,
            0.866903,
            0.904604,
            2.060063,
            0.356738
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            44.736842,
            44.736842,
            44.736842,
            44.736842,
            44.736842,
            44.736842
        ],
        [
            1.590445,
            2.284975,
            1.07088,
            1.117452,
            2.544784,
            0.440677
        ],
        [
            138044,
            138044,
            79604,
            307938,
            307938,
            125192
        ],
        [
            -77646,
            -35562,
            -77646,
            -201680,
            -117117,
            -201680
        ],
        [
            89,
            62,
            116,
            89,
            62,
            116
        ],
        [
            103,
            53,
            153,
            103,
            53,
            153
        ],
        [
            77,
            69,
            86,
            77,
            69,
            86
        ],
        [
            6788,
            2374,
            4414,
            6788,
            2374,
            4414
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88780,
            312304,
            -581145,
            -634935,
            -86966,
            -582811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609804800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967922102,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    }
}

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)