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Trade: ROSE/USDT/240/SINWMA/DCM/9673

Strategy
ROSE/USDT/240/SINWMA/DCM/9673
Pair
ROSE_USDT
Interval
4h
Score
311026
Daily Profit
0.239889
Profit Factor
1.552947
Profitability
42.281879
Streak
37.009418
Best Strategy
Training Data Length
1780.500000
Evaluation Time
2025-10-04 19:13
Expiration Time
2025-11-27 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427122.1078 364848.9837 62273.1241 123748.6467 150679.8133 -26931.1665
Total P&L (%) 427.1221 364.849 62.2731 123.7486 150.6798 -26.9312
Avg Daily Profit (%) 0.2399 0.2049 0.035 0.0452 0.0516 -0.0176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81798 -76784 -85082 -654232 -530264 -455865
Profit Factor 1.5529 1.8179 1.1908 1.0367 1.0762 0.9807
Total Trades 149 74 75 149 74 75
Winning Trades 63 27 36 63 27 36
Losing Trades 86 47 39 86 47 39
Profitability (%) 42.2819 36.4865 48 42.2819 36.4865 48
Ratio Avg Win / Avg Loss 2.1199 3.1644 1.2901 1.4152 1.8733 1.0624
Largest Winning Trade 193480 193480 60379 309420 309420 246224
Largest Losing Trade -35962 -35962 -35112 -229005 -229005 -194677
Avg Bars in Trades 68 95 42 68 95 42
Avg Bars in Winners 99 157 55 99 157 55
Avg Bars in Losers 46 59 30 46 59 30
Bars Traded 10237 7043 3194 10237 7043 3194
Profit Streak 37.0094 0 58.1761 37.0094 0 58.1761
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311026 -58601 -214485 -314723 -329318 -636286
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10683,
    "evaluation_days": 1780.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608422400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759594413708,
    "expiration_time": 1764208656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 168,
            "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": [
        [
            427122.1077509855,
            364848.9836576615,
            62273.1240933242,
            123748.64674677,
            150679.8132615777,
            -26931.1665148079
        ],
        [
            427.122108,
            364.848984,
            62.273124,
            123.748647,
            150.679813,
            -26.931167
        ],
        [
            0.239889,
            0.204914,
            0.034975,
            0.045242,
            0.051628,
            -0.017621
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81798,
            -76784,
            -85082,
            -654232,
            -530264,
            -455865
        ],
        [
            1.552947,
            1.817852,
            1.190823,
            1.036682,
            1.076164,
            0.980697
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            63,
            27,
            36,
            63,
            27,
            36
        ],
        [
            86,
            47,
            39,
            86,
            47,
            39
        ],
        [
            42.281879,
            36.486486,
            48,
            42.281879,
            36.486486,
            48
        ],
        [
            2.119896,
            3.164408,
            1.290058,
            1.415153,
            1.873322,
            1.062422
        ],
        [
            193480,
            193480,
            60379,
            309420,
            309420,
            246224
        ],
        [
            -35962,
            -35962,
            -35112,
            -229005,
            -229005,
            -194677
        ],
        [
            68,
            95,
            42,
            68,
            95,
            42
        ],
        [
            99,
            157,
            55,
            99,
            157,
            55
        ],
        [
            46,
            59,
            30,
            46,
            59,
            30
        ],
        [
            10237,
            7043,
            3194,
            10237,
            7043,
            3194
        ],
        [
            37.009418,
            0,
            58.176085,
            37.009418,
            0,
            58.176085
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311026,
            -58601,
            -214485,
            -314723,
            -329318,
            -636286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10683,
    "evaluation_days": 1780.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608422400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759594413708,
    "expiration_time": 1764208656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 168,
            "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)