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Trade: ROSE/USDT/120/SINWMA/PSAR/7301

Strategy
ROSE/USDT/120/SINWMA/PSAR/7301
Pair
ROSE_USDT
Interval
2h
Score
343124
Daily Profit
0.212926
Profit Factor
1.284650
Profitability
43.827160
Streak
19.097118
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-28 05:19
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 376843.3274 299490.1069 77353.2205 273826.6974 240275.8453 33550.8521
Total P&L (%) 376.8433 299.4901 77.3532 273.8267 240.2758 33.5509
Avg Daily Profit (%) 0.2129 0.1692 0.0437 0.0745 0.0692 0.0163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140346 -87054 -115216 -1003724 -851303 -862000
Profit Factor 1.2847 1.4499 1.1175 1.0352 1.061 1.0087
Total Trades 486 243 243 486 243 243
Winning Trades 213 104 109 213 104 109
Losing Trades 273 139 134 273 139 134
Profitability (%) 43.8272 42.7984 44.856 43.8272 42.7984 44.856
Ratio Avg Win / Avg Loss 1.6465 1.9378 1.3738 1.3268 1.418 1.2401
Largest Winning Trade 78927 78927 65667 528446 360831 528446
Largest Losing Trade -37129 -24174 -37129 -442904 -205940 -442904
Avg Bars in Trades 42 39 46 42 39 46
Avg Bars in Winners 63 56 69 63 56 69
Avg Bars in Losers 27 25 28 27 25 28
Bars Traded 20869 9506 11363 20869 9506 11363
Profit Streak 19.0971 33.6805 0 19.0971 33.6805 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 343124 285323 -227065 -274583 -255543 -386020
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": 1607486400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759025991026,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "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": [
        [
            376843.3274340719,
            299490.1069021888,
            77353.2205318833,
            273826.6974050073,
            240275.8452560013,
            33550.852149007
        ],
        [
            376.843327,
            299.490107,
            77.353221,
            273.826697,
            240.275845,
            33.550852
        ],
        [
            0.212926,
            0.16922,
            0.043707,
            0.074533,
            0.069216,
            0.016348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140346,
            -87054,
            -115216,
            -1003724,
            -851303,
            -862000
        ],
        [
            1.28465,
            1.449894,
            1.117524,
            1.035158,
            1.06095,
            1.008723
        ],
        [
            486,
            243,
            243,
            486,
            243,
            243
        ],
        [
            213,
            104,
            109,
            213,
            104,
            109
        ],
        [
            273,
            139,
            134,
            273,
            139,
            134
        ],
        [
            43.82716,
            42.798354,
            44.855967,
            43.82716,
            42.798354,
            44.855967
        ],
        [
            1.646524,
            1.937839,
            1.373837,
            1.326752,
            1.418,
            1.240082
        ],
        [
            78927,
            78927,
            65667,
            528446,
            360831,
            528446
        ],
        [
            -37129,
            -24174,
            -37129,
            -442904,
            -205940,
            -442904
        ],
        [
            42,
            39,
            46,
            42,
            39,
            46
        ],
        [
            63,
            56,
            69,
            63,
            56,
            69
        ],
        [
            27,
            25,
            28,
            27,
            25,
            28
        ],
        [
            20869,
            9506,
            11363,
            20869,
            9506,
            11363
        ],
        [
            19.097118,
            33.680452,
            0,
            19.097118,
            33.680452,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343124,
            285323,
            -227065,
            -274583,
            -255543,
            -386020
        ]
    ]
}
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": 1607486400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759025991026,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "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)