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Trade: ROSE/USDT/240/SINWMA/DCM/4822

Strategy
ROSE/USDT/240/SINWMA/DCM/4822
Pair
ROSE_USDT
Interval
4h
Score
418986
Daily Profit
0.287386
Profit Factor
1.583454
Profitability
45.258621
Streak
19.767047
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-25 17:24
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508767.8888 364853.1442 143914.7446 672153.6018 619070.3912 53083.2105
Total P&L (%) 508.7679 364.8531 143.9147 672.1536 619.0704 53.0832
Avg Daily Profit (%) 0.2874 0.2061 0.0813 0.1155 0.1115 0.0241
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123913 -90235 -94165 -1830811 -1390895 -818793
Profit Factor 1.5835 1.7113 1.4008 1.0858 1.1357 1.0162
Total Trades 232 116 116 232 116 116
Winning Trades 105 46 59 105 46 59
Losing Trades 127 70 57 127 70 57
Profitability (%) 45.2586 39.6552 50.8621 45.2586 39.6552 50.8621
Ratio Avg Win / Avg Loss 1.9152 2.6041 1.3533 1.3132 1.7283 0.9818
Largest Winning Trade 182166 182166 70757 732481 732481 589065
Largest Losing Trade -34327 -34327 -32288 -567746 -567746 -534653
Avg Bars in Trades 43 52 34 43 52 34
Avg Bars in Winners 62 85 45 62 85 45
Avg Bars in Losers 27 30 23 27 30 23
Bars Traded 10032 6050 3982 10032 6050 3982
Profit Streak 19.767 21.4337 0 19.767 21.4337 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418986 259130 -83849 -164627 -117575 -366366

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758810272845,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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": [
        [
            508767.8888216111,
            364853.1442499735,
            143914.7445716371,
            672153.6017843463,
            619070.3912448487,
            53083.2105394965
        ],
        [
            508.767889,
            364.853144,
            143.914745,
            672.153602,
            619.070391,
            53.083211
        ],
        [
            0.287386,
            0.206093,
            0.081293,
            0.115526,
            0.111498,
            0.024056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123913,
            -90235,
            -94165,
            -1830811,
            -1390895,
            -818793
        ],
        [
            1.583454,
            1.711293,
            1.400822,
            1.085753,
            1.135713,
            1.016201
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            105,
            46,
            59,
            105,
            46,
            59
        ],
        [
            127,
            70,
            57,
            127,
            70,
            57
        ],
        [
            45.258621,
            39.655172,
            50.862069,
            45.258621,
            39.655172,
            50.862069
        ],
        [
            1.915226,
            2.604142,
            1.353336,
            1.313244,
            1.728259,
            0.981753
        ],
        [
            182166,
            182166,
            70757,
            732481,
            732481,
            589065
        ],
        [
            -34327,
            -34327,
            -32288,
            -567746,
            -567746,
            -534653
        ],
        [
            43,
            52,
            34,
            43,
            52,
            34
        ],
        [
            62,
            85,
            45,
            62,
            85,
            45
        ],
        [
            27,
            30,
            23,
            27,
            30,
            23
        ],
        [
            10032,
            6050,
            3982,
            10032,
            6050,
            3982
        ],
        [
            19.767047,
            21.433713,
            0,
            19.767047,
            21.433713,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418986,
            259130,
            -83849,
            -164627,
            -117575,
            -366366
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758810272845,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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)