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Trade: ROSE/USDT/480/SINWMA/SINWMA/2014

Strategy
ROSE/USDT/480/SINWMA/SINWMA/2014
Pair
ROSE_USDT
Interval
8h
Score
325147
Daily Profit
0.183765
Profit Factor
2.599506
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1772.000000
Evaluation Time
2025-09-26 12:30
Expiration Time
2025-11-18 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291654.7062 325632.1896 -33977.4834 -14931.0452 167556.2023 -182487.2475
Total P&L (%) 291.6547 325.6322 -33.9775 -14.931 167.5562 -182.4872
Avg Daily Profit (%) 0.1646 0.1838 -0.0192 -0.0091 0.0556 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102244 -65087 -77018 -222961 -154011 -168426
Profit Factor 1.5455 2.5995 0.8974 0.9847 1.4285 0.6894
Total Trades 59 29 30 59 29 30
Winning Trades 24 12 12 24 12 12
Losing Trades 35 17 18 35 17 18
Profitability (%) 40.678 41.3793 40 40.678 41.3793 40
Ratio Avg Win / Avg Loss 2.2539 3.6826 1.346 1.4361 2.0237 1.0342
Largest Winning Trade 170929 170929 78992 174177 174177 104137
Largest Losing Trade -38989 -30796 -38989 -89974 -89974 -69924
Avg Bars in Trades 87 77 96 87 77 96
Avg Bars in Winners 138 114 163 138 114 163
Avg Bars in Losers 52 52 52 52 52 52
Bars Traded 5160 2255 2905 5160 2255 2905
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 -173388 325147 -583047 -762514 -120160 -583047

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608710400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879015211,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 71,
            "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": [
        [
            291654.7062013699,
            325632.1896130585,
            -33977.4834116885,
            -14931.0452159112,
            167556.2022682158,
            -182487.2474841269
        ],
        [
            291.654706,
            325.63219,
            -33.977483,
            -14.931045,
            167.556202,
            -182.487247
        ],
        [
            0.164591,
            0.183765,
            -0.019175,
            -0.009125,
            0.055555,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102244,
            -65087,
            -77018,
            -222961,
            -154011,
            -168426
        ],
        [
            1.545532,
            2.599506,
            0.897362,
            0.984744,
            1.42846,
            0.689441
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            40.677966,
            41.37931,
            40,
            40.677966,
            41.37931,
            40
        ],
        [
            2.253901,
            3.682633,
            1.346043,
            1.436084,
            2.023651,
            1.034161
        ],
        [
            170929,
            170929,
            78992,
            174177,
            174177,
            104137
        ],
        [
            -38989,
            -30796,
            -38989,
            -89974,
            -89974,
            -69924
        ],
        [
            87,
            77,
            96,
            87,
            77,
            96
        ],
        [
            138,
            114,
            163,
            138,
            114,
            163
        ],
        [
            52,
            52,
            52,
            52,
            52,
            52
        ],
        [
            5160,
            2255,
            2905,
            5160,
            2255,
            2905
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173388,
            325147,
            -583047,
            -762514,
            -120160,
            -583047
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608710400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879015211,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 71,
            "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)