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Trade: ROSE/USDT/120/SINWMA/PSAR/2275

Strategy
ROSE/USDT/120/SINWMA/PSAR/2275
Pair
ROSE_USDT
Interval
2h
Score
332397
Daily Profit
0.208245
Profit Factor
1.276918
Profitability
43.237705
Streak
17.548602
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-26 16:09
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368558.1506 293038.0956 75520.055 258170.9554 184496.9417 73674.0137
Total P&L (%) 368.5582 293.0381 75.5201 258.171 184.4969 73.674
Avg Daily Profit (%) 0.2082 0.1656 0.0427 0.0721 0.0591 0.0312
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138635 -85732 -121675 -1026441 -828258 -850803
Profit Factor 1.2769 1.4429 1.1128 1.0346 1.0493 1.0198
Total Trades 488 244 244 488 244 244
Winning Trades 211 101 110 211 101 110
Losing Trades 277 143 134 277 143 134
Profitability (%) 43.2377 41.3934 45.082 43.2377 41.3934 45.082
Ratio Avg Win / Avg Loss 1.6763 2.0429 1.3556 1.3582 1.4857 1.2423
Largest Winning Trade 65845 65845 65041 527685 355714 527685
Largest Losing Trade -37129 -24174 -37129 -441881 -203125 -441881
Avg Bars in Trades 42 38 46 42 38 46
Avg Bars in Winners 63 58 68 63 58 68
Avg Bars in Losers 26 25 28 26 25 28
Bars Traded 20870 9500 11370 20870 9500 11370
Profit Streak 17.5486 32.1319 0 17.5486 32.1319 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 332397 263147 -233504 -278608 -282346 -351134

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607508000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758892199276,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 226,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            368558.1505872385,
            293038.0956082825,
            75520.054978956,
            258170.9553919976,
            184496.9416847631,
            73674.0137072356
        ],
        [
            368.558151,
            293.038096,
            75.520055,
            258.170955,
            184.496942,
            73.674014
        ],
        [
            0.208245,
            0.165574,
            0.042671,
            0.072114,
            0.059094,
            0.031195
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138635,
            -85732,
            -121675,
            -1026441,
            -828258,
            -850803
        ],
        [
            1.276918,
            1.442875,
            1.112842,
            1.034623,
            1.049346,
            1.019816
        ],
        [
            488,
            244,
            244,
            488,
            244,
            244
        ],
        [
            211,
            101,
            110,
            211,
            101,
            110
        ],
        [
            277,
            143,
            134,
            277,
            143,
            134
        ],
        [
            43.237705,
            41.393443,
            45.081967,
            43.237705,
            41.393443,
            45.081967
        ],
        [
            1.676333,
            2.042882,
            1.355644,
            1.358249,
            1.485708,
            1.242322
        ],
        [
            65845,
            65845,
            65041,
            527685,
            355714,
            527685
        ],
        [
            -37129,
            -24174,
            -37129,
            -441881,
            -203125,
            -441881
        ],
        [
            42,
            38,
            46,
            42,
            38,
            46
        ],
        [
            63,
            58,
            68,
            63,
            58,
            68
        ],
        [
            26,
            25,
            28,
            26,
            25,
            28
        ],
        [
            20870,
            9500,
            11370,
            20870,
            9500,
            11370
        ],
        [
            17.548602,
            32.131936,
            0,
            17.548603,
            32.131936,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332397,
            263147,
            -233504,
            -278608,
            -282346,
            -351134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607508000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758892199276,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 226,
            "af": 0,
            "af0": 0,
            "max_af": 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)