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Trade: ROSE/USDT/360/SINWMA/KCL/9895

Strategy
ROSE/USDT/360/SINWMA/KCL/9895
Pair
ROSE_USDT
Interval
6h
Score
312289
Daily Profit
0.190170
Profit Factor
2.934799
Profitability
38.461538
Streak
0.000000
Best Strategy
Training Data Length
1778.750000
Evaluation Time
2025-10-02 22:51
Expiration Time
2025-11-25 04:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431577.3546 338265.5677 93311.787 648929.8612 452906.0629 196023.7984
Total P&L (%) 431.5774 338.2656 93.3118 648.9299 452.9061 196.0238
Avg Daily Profit (%) 0.2426 0.1902 0.0525 0.1133 0.0962 0.061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109845 -42891 -108449 -636137 -293253 -342883
Profit Factor 1.9244 2.9348 1.3195 1.405 1.7202 1.2014
Total Trades 77 39 38 77 39 38
Winning Trades 30 15 15 30 15 15
Losing Trades 47 24 23 47 24 23
Profitability (%) 38.961 38.4615 39.4737 38.961 38.4615 39.4737
Ratio Avg Win / Avg Loss 3.0149 4.6957 2.0232 2.2012 2.7524 1.8422
Largest Winning Trade 138521 138521 77706 444118 219941 444118
Largest Losing Trade -41562 -14508 -41562 -220331 -157071 -220331
Avg Bars in Trades 88 62 115 88 62 115
Avg Bars in Winners 173 121 225 173 121 225
Avg Bars in Losers 34 26 44 34 26 44
Bars Traded 6843 2446 4397 6843 2446 4397
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 -38930 312289 -125627 -90109 -65769 -114918
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7115,
    "evaluation_days": 1778.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608811200000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759434672878,
    "expiration_time": 1764038520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 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": [
        [
            431577.354633451,
            338265.5676796476,
            93311.7869538037,
            648929.8612319076,
            452906.0628616782,
            196023.7983702294
        ],
        [
            431.577355,
            338.265568,
            93.311787,
            648.929861,
            452.906063,
            196.023798
        ],
        [
            0.24263,
            0.19017,
            0.052459,
            0.11326,
            0.096182,
            0.061032
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109845,
            -42891,
            -108449,
            -636137,
            -293253,
            -342883
        ],
        [
            1.924374,
            2.934799,
            1.319502,
            1.40504,
            1.720224,
            1.201402
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            38.961039,
            38.461538,
            39.473684,
            38.961039,
            38.461538,
            39.473684
        ],
        [
            3.014853,
            4.695679,
            2.023237,
            2.20123,
            2.752359,
            1.84215
        ],
        [
            138521,
            138521,
            77706,
            444118,
            219941,
            444118
        ],
        [
            -41562,
            -14508,
            -41562,
            -220331,
            -157071,
            -220331
        ],
        [
            88,
            62,
            115,
            88,
            62,
            115
        ],
        [
            173,
            121,
            225,
            173,
            121,
            225
        ],
        [
            34,
            26,
            44,
            34,
            26,
            44
        ],
        [
            6843,
            2446,
            4397,
            6843,
            2446,
            4397
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
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            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -38930,
            312289,
            -125627,
            -90109,
            -65769,
            -114918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7115,
    "evaluation_days": 1778.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608811200000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759434672878,
    "expiration_time": 1764038520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 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)