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Trade: ROSE/USDT/360/PWMA/DCM/1833

Strategy
ROSE/USDT/360/PWMA/DCM/1833
Pair
ROSE_USDT
Interval
6h
Score
495566
Daily Profit
0.377341
Profit Factor
1.519969
Profitability
46.822742
Streak
17.440318
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-26 07:34
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 668081.8608 550870.8351 117211.0257 541012.6181 1084878.3888 -543865.7708
Total P&L (%) 668.0819 550.8708 117.211 541.0126 1084.8784 -543.8658
Avg Daily Profit (%) 0.3773 0.3111 0.0662 0.105 0.1397 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -217787 -163543 -98698 -3597149 -1724925 -2145724
Profit Factor 1.52 1.8198 1.1912 1.0526 1.2148 0.8962
Total Trades 299 149 150 299 149 150
Winning Trades 140 61 79 140 61 79
Losing Trades 159 88 71 159 88 71
Profitability (%) 46.8227 40.9396 52.6667 46.8227 40.9396 52.6667
Ratio Avg Win / Avg Loss 1.7263 2.6253 1.0706 1.1954 1.7525 0.8054
Largest Winning Trade 271994 271994 53742 1369311 1369311 503540
Largest Losing Trade -51319 -32783 -51319 -1166609 -406509 -1166609
Avg Bars in Trades 23 26 20 23 26 20
Avg Bars in Winners 30 38 24 30 38 24
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 6969 3912 3057 6969 3912 3057
Profit Streak 17.4403 18.6903 17.4403 17.4403 18.6903 17.4403
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 495566 345453 -113279 -213419 -8250 -579355

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861243505,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 54,
            "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": [
        [
            668081.8608038811,
            550870.8351484914,
            117211.02565539,
            541012.618079487,
            1084878.388848304,
            -543865.7707688181
        ],
        [
            668.081861,
            550.870835,
            117.211026,
            541.012618,
            1084.878389,
            -543.865771
        ],
        [
            0.377341,
            0.311139,
            0.066202,
            0.10499,
            0.139732,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -217787,
            -163543,
            -98698,
            -3597149,
            -1724925,
            -2145724
        ],
        [
            1.519969,
            1.819813,
            1.191239,
            1.05258,
            1.214782,
            0.896174
        ],
        [
            299,
            149,
            150,
            299,
            149,
            150
        ],
        [
            140,
            61,
            79,
            140,
            61,
            79
        ],
        [
            159,
            88,
            71,
            159,
            88,
            71
        ],
        [
            46.822742,
            40.939597,
            52.666667,
            46.822742,
            40.939597,
            52.666667
        ],
        [
            1.72625,
            2.625304,
            1.070607,
            1.19543,
            1.752473,
            0.805422
        ],
        [
            271994,
            271994,
            53742,
            1369311,
            1369311,
            503540
        ],
        [
            -51319,
            -32783,
            -51319,
            -1166609,
            -406509,
            -1166609
        ],
        [
            23,
            26,
            20,
            23,
            26,
            20
        ],
        [
            30,
            38,
            24,
            30,
            38,
            24
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            6969,
            3912,
            3057,
            6969,
            3912,
            3057
        ],
        [
            17.440318,
            18.690318,
            17.440318,
            17.440318,
            18.690318,
            17.440318
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495566,
            345453,
            -113279,
            -213419,
            -8250,
            -579355
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861243505,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 54,
            "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)