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Trade: ROSE/USDT/360/SINWMA/SMA/6629

Strategy
ROSE/USDT/360/SINWMA/SMA/6629
Pair
ROSE_USDT
Interval
6h
Score
410228
Daily Profit
0.269808
Profit Factor
2.958420
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-26 12:51
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 605639.8031 477695.7614 127944.0416 628953.2282 359527.2099 269426.0182
Total P&L (%) 605.6398 477.6958 127.944 628.9532 359.5272 269.426
Avg Daily Profit (%) 0.3421 0.2698 0.0723 0.1123 0.0862 0.0738
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127194 -43320 -103104 -278795 -260302 -215708
Profit Factor 2.1805 2.9584 1.4754 1.4488 1.512 1.3853
Total Trades 79 39 40 79 39 40
Winning Trades 35 17 18 35 17 18
Losing Trades 44 22 22 44 22 22
Profitability (%) 44.3038 43.5897 45 44.3038 43.5897 45
Ratio Avg Win / Avg Loss 2.7412 3.8285 1.8033 1.8213 1.9567 1.6931
Largest Winning Trade 181706 181706 70403 296289 296289 237116
Largest Losing Trade -82557 -25481 -82557 -181878 -110647 -181878
Avg Bars in Trades 87 79 94 87 79 94
Avg Bars in Winners 135 127 143 135 127 143
Avg Bars in Losers 48 42 54 48 42 54
Bars Traded 6882 3113 3769 6882 3113 3769
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 -20092 410228 -96103 -74099 -77890 -94558

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": 1607860800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880282297,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 40,
            "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": [
        [
            605639.8030796476,
            477695.7614475683,
            127944.0416320794,
            628953.2281595294,
            359527.2099244815,
            269426.018235048
        ],
        [
            605.639803,
            477.695761,
            127.944042,
            628.953228,
            359.52721,
            269.426018
        ],
        [
            0.342073,
            0.269808,
            0.072264,
            0.112259,
            0.086173,
            0.073836
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127194,
            -43320,
            -103104,
            -278795,
            -260302,
            -215708
        ],
        [
            2.18048,
            2.95842,
            1.475405,
            1.44877,
            1.511988,
            1.385287
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            44.303797,
            43.589744,
            45,
            44.303797,
            43.589744,
            45
        ],
        [
            2.741175,
            3.828544,
            1.803273,
            1.821311,
            1.956691,
            1.693128
        ],
        [
            181706,
            181706,
            70403,
            296289,
            296289,
            237116
        ],
        [
            -82557,
            -25481,
            -82557,
            -181878,
            -110647,
            -181878
        ],
        [
            87,
            79,
            94,
            87,
            79,
            94
        ],
        [
            135,
            127,
            143,
            135,
            127,
            143
        ],
        [
            48,
            42,
            54,
            48,
            42,
            54
        ],
        [
            6882,
            3113,
            3769,
            6882,
            3113,
            3769
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20092,
            410228,
            -96103,
            -74099,
            -77890,
            -94558
        ]
    ]
}
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": 1607860800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880282297,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 40,
            "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)