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Trade: ROSE/USDT/360/SINWMA/BBU/1091

Strategy
ROSE/USDT/360/SINWMA/BBU/1091
Pair
ROSE_USDT
Interval
6h
Score
337766
Daily Profit
0.229212
Profit Factor
2.515829
Profitability
41.463415
Streak
0.000000
Best Strategy
Training Data Length
1784.500000
Evaluation Time
2025-10-08 18:33
Expiration Time
2025-12-01 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 510638.3595 409028.6466 101609.713 661580.8642 159473.6892 502107.175
Total P&L (%) 510.6384 409.0286 101.6097 661.5809 159.4737 502.1072
Avg Daily Profit (%) 0.2862 0.2292 0.0569 0.1138 0.0534 0.1007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71106 -60150 -95587 -687770 -631565 -403892
Profit Factor 1.9646 2.5158 1.3915 1.2741 1.1162 1.4821
Total Trades 82 41 41 82 41 41
Winning Trades 36 17 19 36 17 19
Losing Trades 46 24 22 46 24 22
Profitability (%) 43.9024 41.4634 46.3415 43.9024 41.4634 46.3415
Ratio Avg Win / Avg Loss 2.5103 3.5518 1.6112 1.628 1.5758 1.7162
Largest Winning Trade 191962 191962 74531 470231 470231 352057
Largest Losing Trade -27102 -24741 -27102 -364522 -223420 -364522
Avg Bars in Trades 84 93 76 84 93 76
Avg Bars in Winners 125 141 112 125 141 112
Avg Bars in Losers 52 59 44 52 59 44
Bars Traded 6935 3814 3121 6935 3814 3121
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 48855 337766 -116519 -50721 -216417 -57263
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7138,
    "evaluation_days": 1784.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608465600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937616215,
    "expiration_time": 1764550224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 213,
            "offset": 0,
            "std": 1.05584
        }
    }
}
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": [
        [
            510638.3595439871,
            409028.6465762449,
            101609.7129677423,
            661580.8642135313,
            159473.6892482428,
            502107.1749652881
        ],
        [
            510.63836,
            409.028647,
            101.609713,
            661.580864,
            159.473689,
            502.107175
        ],
        [
            0.286152,
            0.229212,
            0.05694,
            0.113835,
            0.053446,
            0.100654
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71106,
            -60150,
            -95587,
            -687770,
            -631565,
            -403892
        ],
        [
            1.96457,
            2.515829,
            1.391474,
            1.274089,
            1.116207,
            1.482139
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            43.902439,
            41.463415,
            46.341463,
            43.902439,
            41.463415,
            46.341463
        ],
        [
            2.510284,
            3.551759,
            1.611181,
            1.628003,
            1.575822,
            1.716161
        ],
        [
            191962,
            191962,
            74531,
            470231,
            470231,
            352057
        ],
        [
            -27102,
            -24741,
            -27102,
            -364522,
            -223420,
            -364522
        ],
        [
            84,
            93,
            76,
            84,
            93,
            76
        ],
        [
            125,
            141,
            112,
            125,
            141,
            112
        ],
        [
            52,
            59,
            44,
            52,
            59,
            44
        ],
        [
            6935,
            3814,
            3121,
            6935,
            3814,
            3121
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            48855,
            337766,
            -116519,
            -50721,
            -216417,
            -57263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7138,
    "evaluation_days": 1784.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608465600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937616215,
    "expiration_time": 1764550224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 213,
            "offset": 0,
            "std": 1.05584
        }
    }
}

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)