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Trade: ROSE/USDT/240/SINWMA/DCM/7719

Strategy
ROSE/USDT/240/SINWMA/DCM/7719
Pair
ROSE_USDT
Interval
4h
Score
337049
Daily Profit
0.178499
Profit Factor
1.302159
Profitability
50.420168
Streak
82.112169
Best Strategy
Training Data Length
1786.670000
Evaluation Time
2025-10-11 01:41
Expiration Time
2025-12-03 12:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 318918.549 331887.053 -12968.5041 -70410.4854 109496.0427 -179906.5282
Total P&L (%) 318.9185 331.8871 -12.9685 -70.4105 109.496 -179.9065
Avg Daily Profit (%) 0.1785 0.1858 -0.0073 -0.0681 0.0414 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183427 -137063 -126949 -1036982 -816632 -325004
Profit Factor 1.3022 1.6025 0.9743 0.9744 1.0717 0.8531
Total Trades 119 59 60 119 59 60
Winning Trades 60 28 32 60 28 32
Losing Trades 59 31 28 59 31 28
Profitability (%) 50.4202 47.4576 53.3333 50.4202 47.4576 53.3333
Ratio Avg Win / Avg Loss 1.2805 1.7742 0.8525 0.9582 1.1865 0.7465
Largest Winning Trade 80997 80997 35434 462737 462737 220003
Largest Losing Trade -54975 -54975 -50951 -327306 -327306 -325004
Avg Bars in Trades 88 117 58 88 117 58
Avg Bars in Winners 88 112 67 88 112 67
Avg Bars in Losers 87 122 48 87 122 48
Bars Traded 10476 6955 3521 10476 6955 3521
Profit Streak 82.1122 82.1122 82.2788 82.1122 82.1122 82.2788
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337049 -166174 -748160 -578949 -455952 -748160
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10720,
    "evaluation_days": 1786.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608494400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760136091430,
    "expiration_time": 1764757440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 190,
            "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": [
        [
            318918.5489852738,
            331887.0530429073,
            -12968.5040576337,
            -70410.4854419756,
            109496.0427300954,
            -179906.5281720711
        ],
        [
            318.918549,
            331.887053,
            -12.968504,
            -70.410485,
            109.496043,
            -179.906528
        ],
        [
            0.178499,
            0.185757,
            -0.007258,
            -0.068134,
            0.0414,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183427,
            -137063,
            -126949,
            -1036982,
            -816632,
            -325004
        ],
        [
            1.302159,
            1.6025,
            0.9743,
            0.974413,
            1.071716,
            0.85314
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            50.420168,
            47.457627,
            53.333333,
            50.420168,
            47.457627,
            53.333333
        ],
        [
            1.280456,
            1.774197,
            0.852513,
            0.958173,
            1.186542,
            0.746498
        ],
        [
            80997,
            80997,
            35434,
            462737,
            462737,
            220003
        ],
        [
            -54975,
            -54975,
            -50951,
            -327306,
            -327306,
            -325004
        ],
        [
            88,
            117,
            58,
            88,
            117,
            58
        ],
        [
            88,
            112,
            67,
            88,
            112,
            67
        ],
        [
            87,
            122,
            48,
            87,
            122,
            48
        ],
        [
            10476,
            6955,
            3521,
            10476,
            6955,
            3521
        ],
        [
            82.112169,
            82.112169,
            82.278836,
            82.112169,
            82.112169,
            82.278836
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337049,
            -166174,
            -748160,
            -578949,
            -455952,
            -748160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10720,
    "evaluation_days": 1786.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608494400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760136091430,
    "expiration_time": 1764757440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 190,
            "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)