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Trade: ROSE/USDT/240/SINWMA/DCM/5825

Strategy
ROSE/USDT/240/SINWMA/DCM/5825
Pair
ROSE_USDT
Interval
4h
Score
310581
Daily Profit
0.257762
Profit Factor
3.057140
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
1774.830000
Evaluation Time
2025-09-29 05:10
Expiration Time
2025-11-21 07:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 528907.5983 457483.8901 71423.7083 666411.0877 503837.6701 162573.4176
Total P&L (%) 528.9076 457.4839 71.4237 666.4111 503.8377 162.5734
Avg Daily Profit (%) 0.298 0.2578 0.0402 0.1148 0.1014 0.0544
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81065 -53296 -98973 -945136 -363292 -605725
Profit Factor 2.0904 3.0571 1.2719 1.2143 1.3511 1.0971
Total Trades 67 33 34 67 33 34
Winning Trades 25 12 13 25 12 13
Losing Trades 42 21 21 42 21 21
Profitability (%) 37.3134 36.3636 38.2353 37.3134 36.3636 38.2353
Ratio Avg Win / Avg Loss 3.5118 5.35 2.0546 2.04 2.3645 1.7722
Largest Winning Trade 182883 182883 76223 619807 540419 619807
Largest Losing Trade -31002 -26357 -31002 -479784 -184972 -479784
Avg Bars in Trades 153 140 166 153 140 166
Avg Bars in Winners 298 268 325 298 268 325
Avg Bars in Losers 67 67 68 67 67 68
Bars Traded 10305 4642 5663 10305 4642 5663
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 -113361 310581 -142718 -164846 -61058 -237483
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10649,
    "evaluation_days": 1774.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608926400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111839979,
    "expiration_time": 1763704368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "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": [
        [
            528907.598330633,
            457483.8900603913,
            71423.7082702418,
            666411.0876967838,
            503837.670146273,
            162573.4175505105
        ],
        [
            528.907598,
            457.48389,
            71.423708,
            666.411088,
            503.83767,
            162.573418
        ],
        [
            0.298005,
            0.257762,
            0.040243,
            0.114812,
            0.101364,
            0.054407
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81065,
            -53296,
            -98973,
            -945136,
            -363292,
            -605725
        ],
        [
            2.090363,
            3.05714,
            1.271897,
            1.214315,
            1.351133,
            1.097081
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            37.313433,
            36.363636,
            38.235294,
            37.313433,
            36.363636,
            38.235294
        ],
        [
            3.51181,
            5.349994,
            2.054603,
            2.040049,
            2.364483,
            1.772209
        ],
        [
            182883,
            182883,
            76223,
            619807,
            540419,
            619807
        ],
        [
            -31002,
            -26357,
            -31002,
            -479784,
            -184972,
            -479784
        ],
        [
            153,
            140,
            166,
            153,
            140,
            166
        ],
        [
            298,
            268,
            325,
            298,
            268,
            325
        ],
        [
            67,
            67,
            68,
            67,
            67,
            68
        ],
        [
            10305,
            4642,
            5663,
            10305,
            4642,
            5663
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -113361,
            310581,
            -142718,
            -164846,
            -61058,
            -237483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10649,
    "evaluation_days": 1774.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608926400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111839979,
    "expiration_time": 1763704368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "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)