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Trade: ROSE/USDT/720/DEMA/PSAR/5371

Strategy
ROSE/USDT/720/DEMA/PSAR/5371
Pair
ROSE_USDT
Interval
12h
Score
391656
Daily Profit
0.201392
Profit Factor
1.593750
Profitability
47.747748
Streak
95.429357
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-27 01:18
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356665.0108 248120.5069 108544.5039 202996.3193 229456.5718 -26460.2526
Total P&L (%) 356.665 248.1205 108.5445 202.9963 229.4566 -26.4603
Avg Daily Profit (%) 0.2014 0.1401 0.0613 0.0626 0.0673 -0.0174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145876 -97159 -128888 -659773 -375633 -491172
Profit Factor 1.5938 1.8226 1.3629 1.105 1.2504 0.974
Total Trades 111 55 56 111 55 56
Winning Trades 53 28 25 53 28 25
Losing Trades 58 27 31 58 27 31
Profitability (%) 47.7477 50.9091 44.6429 47.7477 50.9091 44.6429
Ratio Avg Win / Avg Loss 1.7441 1.7575 1.69 1.2092 1.2058 1.2077
Largest Winning Trade 140975 140975 78469 332069 169173 332069
Largest Losing Trade -33123 -33123 -31715 -219032 -212931 -219032
Avg Bars in Trades 27 29 25 27 29 25
Avg Bars in Winners 34 29 39 34 29 39
Avg Bars in Losers 22 30 14 22 30 14
Bars Traded 3082 1639 1443 3082 1639 1443
Profit Streak 95.4294 0 158.9294 95.4294 0 158.9294
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391656 -182205 -290790 -214108 -282891 -760395

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1615118400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925096489,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            356665.0107643182,
            248120.5068604307,
            108544.5039038876,
            202996.3192597943,
            229456.5718166991,
            -26460.2525569046
        ],
        [
            356.665011,
            248.120507,
            108.544504,
            202.996319,
            229.456572,
            -26.460253
        ],
        [
            0.201392,
            0.140102,
            0.06129,
            0.062614,
            0.067345,
            -0.017353
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145876,
            -97159,
            -128888,
            -659773,
            -375633,
            -491172
        ],
        [
            1.59375,
            1.822622,
            1.362931,
            1.104985,
            1.250442,
            0.973991
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            47.747748,
            50.909091,
            44.642857,
            47.747748,
            50.909091,
            44.642857
        ],
        [
            1.744103,
            1.757528,
            1.690034,
            1.209229,
            1.205783,
            1.207749
        ],
        [
            140975,
            140975,
            78469,
            332069,
            169173,
            332069
        ],
        [
            -33123,
            -33123,
            -31715,
            -219032,
            -212931,
            -219032
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            34,
            29,
            39,
            34,
            29,
            39
        ],
        [
            22,
            30,
            14,
            22,
            30,
            14
        ],
        [
            3082,
            1639,
            1443,
            3082,
            1639,
            1443
        ],
        [
            95.429357,
            0,
            158.929357,
            95.429357,
            0,
            158.929357
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391656,
            -182205,
            -290790,
            -214108,
            -282891,
            -760395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1615118400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925096489,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)