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Trade: ROSE/USDT/720/DCM/ALMA/9847

Strategy
ROSE/USDT/720/DCM/ALMA/9847
Pair
ROSE_USDT
Interval
12h
Score
333684
Daily Profit
0.184132
Profit Factor
1.482013
Profitability
52.336449
Streak
0.000000
Best Strategy
Training Data Length
1776.000000
Evaluation Time
2025-09-29 20:26
Expiration Time
2025-11-21 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327018.5407 286700.27 40318.2707 37896.0954 421262.6566 -383366.5613
Total P&L (%) 327.0185 286.7003 40.3183 37.8961 421.2627 -383.3666
Avg Daily Profit (%) 0.1841 0.1614 0.0227 0.0181 0.093 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124268 -91416 -100887 -665181 -282880 -538454
Profit Factor 1.482 1.7999 1.126 1.0179 1.423 0.657
Total Trades 107 54 53 107 54 53
Winning Trades 56 28 28 56 28 28
Losing Trades 51 26 25 51 26 25
Profitability (%) 52.3364 51.8519 52.8302 52.3364 51.8519 52.8302
Ratio Avg Win / Avg Loss 1.3497 1.6713 1.0053 0.927 1.3214 0.5866
Largest Winning Trade 192526 192526 65480 511390 511390 148037
Largest Losing Trade -52342 -38532 -52342 -254670 -126746 -254670
Avg Bars in Trades 31 22 41 31 22 41
Avg Bars in Winners 42 23 60 42 23 60
Avg Bars in Losers 20 21 20 20 21 20
Bars Traded 3419 1219 2200 3419 1219 2200
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333684 -168832 -426358 -372973 -247494 -760466
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3552,
    "evaluation_days": 1776,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610323200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759166776999,
    "expiration_time": 1763750592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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": [
        [
            327018.5406821349,
            286700.2700069479,
            40318.270675187,
            37896.0953541665,
            421262.6566419639,
            -383366.5612877975
        ],
        [
            327.018541,
            286.70027,
            40.318271,
            37.896095,
            421.262657,
            -383.366561
        ],
        [
            0.184132,
            0.16143,
            0.022702,
            0.018095,
            0.09301,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124268,
            -91416,
            -100887,
            -665181,
            -282880,
            -538454
        ],
        [
            1.482013,
            1.799881,
            1.125989,
            1.017929,
            1.423003,
            0.657039
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            52.336449,
            51.851852,
            52.830189,
            52.336449,
            51.851852,
            52.830189
        ],
        [
            1.349691,
            1.671318,
            1.005347,
            0.927042,
            1.32136,
            0.586642
        ],
        [
            192526,
            192526,
            65480,
            511390,
            511390,
            148037
        ],
        [
            -52342,
            -38532,
            -52342,
            -254670,
            -126746,
            -254670
        ],
        [
            31,
            22,
            41,
            31,
            22,
            41
        ],
        [
            42,
            23,
            60,
            42,
            23,
            60
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            3419,
            1219,
            2200,
            3419,
            1219,
            2200
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333684,
            -168832,
            -426358,
            -372973,
            -247494,
            -760466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3552,
    "evaluation_days": 1776,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610323200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759166776999,
    "expiration_time": 1763750592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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)