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Trade: ROSE/USDT/120/SINWMA/DCM/7683

Strategy
ROSE/USDT/120/SINWMA/DCM/7683
Pair
ROSE_USDT
Interval
2h
Score
314562
Daily Profit
0.262874
Profit Factor
1.373771
Profitability
42.901235
Streak
0.000000
Best Strategy
Training Data Length
1775.580000
Evaluation Time
2025-09-30 13:19
Expiration Time
2025-12-03 08:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 466754.6392 416505.8458 50248.7933 173579.5381 82740.3969 90839.1412
Total P&L (%) 466.7546 416.5058 50.2488 173.5795 82.7404 90.8391
Avg Daily Profit (%) 0.2629 0.2346 0.0283 0.0567 0.034 0.0364
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119664 -107205 -60751 -929135 -899873 -477364
Profit Factor 1.3738 1.6606 1.0813 1.0236 1.0221 1.0252
Total Trades 324 162 162 324 162 162
Winning Trades 139 65 74 139 65 74
Losing Trades 185 97 88 185 97 88
Profitability (%) 42.9012 40.1235 45.679 42.9012 40.1235 45.679
Ratio Avg Win / Avg Loss 1.8284 2.4782 1.2858 1.3623 1.5253 1.2191
Largest Winning Trade 207055 207055 58266 320449 320449 255292
Largest Losing Trade -24440 -22216 -24440 -165141 -151318 -165141
Avg Bars in Trades 65 67 63 65 67 63
Avg Bars in Winners 100 115 87 100 115 87
Avg Bars in Losers 38 35 42 38 35 42
Bars Traded 21141 10911 10230 21141 10911 10230
Profit Streak 0 0 21.8468 0 0 21.8468
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314562 270509 -288357 -312845 -346203 -337935
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21307,
    "evaluation_days": 1775.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606730400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227563372,
    "expiration_time": 1764741974400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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": [
        [
            466754.6391911997,
            416505.8458480483,
            50248.7933431512,
            173579.5381208218,
            82740.3968814573,
            90839.1412393654
        ],
        [
            466.754639,
            416.505846,
            50.248793,
            173.579538,
            82.740397,
            90.839141
        ],
        [
            0.262874,
            0.234575,
            0.0283,
            0.056697,
            0.033961,
            0.036404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119664,
            -107205,
            -60751,
            -929135,
            -899873,
            -477364
        ],
        [
            1.373771,
            1.66062,
            1.08127,
            1.023599,
            1.022078,
            1.025179
        ],
        [
            324,
            162,
            162,
            324,
            162,
            162
        ],
        [
            139,
            65,
            74,
            139,
            65,
            74
        ],
        [
            185,
            97,
            88,
            185,
            97,
            88
        ],
        [
            42.901235,
            40.123457,
            45.679012,
            42.901235,
            40.123457,
            45.679012
        ],
        [
            1.828401,
            2.478156,
            1.285835,
            1.362344,
            1.525256,
            1.219132
        ],
        [
            207055,
            207055,
            58266,
            320449,
            320449,
            255292
        ],
        [
            -24440,
            -22216,
            -24440,
            -165141,
            -151318,
            -165141
        ],
        [
            65,
            67,
            63,
            65,
            67,
            63
        ],
        [
            100,
            115,
            87,
            100,
            115,
            87
        ],
        [
            38,
            35,
            42,
            38,
            35,
            42
        ],
        [
            21141,
            10911,
            10230,
            21141,
            10911,
            10230
        ],
        [
            0,
            0,
            21.846798,
            0,
            0,
            21.846798
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314562,
            270509,
            -288357,
            -312845,
            -346203,
            -337935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21307,
    "evaluation_days": 1775.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606730400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227563372,
    "expiration_time": 1764741974400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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)