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Trade: ROSE/USDT/120/SINWMA/DCM/9785

Strategy
ROSE/USDT/120/SINWMA/DCM/9785
Pair
ROSE_USDT
Interval
2h
Score
330772
Daily Profit
0.307409
Profit Factor
1.466920
Profitability
38.461538
Streak
8.798170
Best Strategy
Training Data Length
1777.250000
Evaluation Time
2025-10-02 04:09
Expiration Time
2025-12-05 01:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 546342.997 393188.9854 153154.0116 1019057.3522 -1748564.5198 2767621.872
Total P&L (%) 546.343 393.189 153.154 1019.0574 -1748.5645 2767.6219
Avg Daily Profit (%) 0.3074 0.2212 0.0862 0.136 0 0.189
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206074 -162523 -84474 -8758186 -7175874 -2334834
Profit Factor 1.4669 1.5869 1.3062 1.0315 0.9089 1.2106
Total Trades 351 175 176 351 175 176
Winning Trades 135 58 77 135 58 77
Losing Trades 216 117 99 216 117 99
Profitability (%) 38.4615 33.1429 43.75 38.4615 33.1429 43.75
Ratio Avg Win / Avg Loss 2.3471 3.2012 1.6794 1.6504 1.8334 1.5565
Largest Winning Trade 107239 107239 37638 2782870 2782870 1782419
Largest Losing Trade -30118 -23457 -30118 -1179546 -1179546 -1056542
Avg Bars in Trades 58 69 47 58 69 47
Avg Bars in Winners 88 118 66 88 118 66
Avg Bars in Losers 39 45 32 39 45 32
Bars Traded 20460 12170 8290 20460 12170 8290
Profit Streak 8.7982 0 11.8815 8.7982 0 11.8815
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330772 164033 -77650 -197811 -584194 274149
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21327,
    "evaluation_days": 1777.25,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607054400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367361928,
    "expiration_time": 1764891158400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 160,
            "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": [
        [
            546342.9969690791,
            393188.9854114449,
            153154.0115576344,
            1019057.3521812498,
            -1748564.5198180194,
            2767621.8719992735
        ],
        [
            546.342997,
            393.188985,
            153.154012,
            1019.057352,
            -1748.56452,
            2767.621872
        ],
        [
            0.307409,
            0.221234,
            0.086175,
            0.13598,
            0,
            0.189013
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206074,
            -162523,
            -84474,
            -8758186,
            -7175874,
            -2334834
        ],
        [
            1.46692,
            1.586931,
            1.30619,
            1.031518,
            0.908879,
            1.210581
        ],
        [
            351,
            175,
            176,
            351,
            175,
            176
        ],
        [
            135,
            58,
            77,
            135,
            58,
            77
        ],
        [
            216,
            117,
            99,
            216,
            117,
            99
        ],
        [
            38.461538,
            33.142857,
            43.75,
            38.461538,
            33.142857,
            43.75
        ],
        [
            2.347073,
            3.201222,
            1.679388,
            1.650429,
            1.833428,
            1.556461
        ],
        [
            107239,
            107239,
            37638,
            2782870,
            2782870,
            1782419
        ],
        [
            -30118,
            -23457,
            -30118,
            -1179546,
            -1179546,
            -1056542
        ],
        [
            58,
            69,
            47,
            58,
            69,
            47
        ],
        [
            88,
            118,
            66,
            88,
            118,
            66
        ],
        [
            39,
            45,
            32,
            39,
            45,
            32
        ],
        [
            20460,
            12170,
            8290,
            20460,
            12170,
            8290
        ],
        [
            8.79817,
            0,
            11.881504,
            8.79817,
            0,
            11.881504
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330772,
            164033,
            -77650,
            -197811,
            -584194,
            274149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21327,
    "evaluation_days": 1777.25,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607054400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367361928,
    "expiration_time": 1764891158400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 160,
            "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)