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Trade: ROSE/USDT/360/SINWMA/T3/7348

Strategy
ROSE/USDT/360/SINWMA/T3/7348
Pair
ROSE_USDT
Interval
6h
Score
351509
Daily Profit
0.291026
Profit Factor
4.022266
Profitability
34.146341
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-25 17:15
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 636571.4179 515261.1403 121310.2776 1507026.5667 790968.2001 716058.3666
Total P&L (%) 636.5714 515.2611 121.3103 1507.0266 790.9682 716.0584
Avg Daily Profit (%) 0.3595 0.291 0.0685 0.157 0.1236 0.1186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108426 -39301 -111023 -1926410 -841580 -1084829
Profit Factor 2.5111 4.0223 1.4837 1.418 1.5656 1.3245
Total Trades 81 41 40 81 41 40
Winning Trades 28 14 14 28 14 14
Losing Trades 53 27 26 53 27 26
Profitability (%) 34.5679 34.1463 35 34.5679 34.1463 35
Ratio Avg Win / Avg Loss 4.7531 7.7572 2.7555 2.6842 3.0194 2.4598
Largest Winning Trade 224734 224734 77930 1106212 651656 1106212
Largest Losing Trade -37212 -13395 -37212 -356583 -356583 -355556
Avg Bars in Trades 84 73 96 84 73 96
Avg Bars in Winners 197 164 231 197 164 231
Avg Bars in Losers 25 26 24 25 26 24
Bars Traded 6882 3018 3864 6882 3018 3864
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 -8091 351509 -104936 -12692 -30889 -38660

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809704246,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 6,
            "offset": 0,
            "a": 0.7175
        }
    }
}
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": [
        [
            636571.4179049452,
            515261.1403161876,
            121310.2775887576,
            1507026.5666686348,
            790968.2000805945,
            716058.3665880401
        ],
        [
            636.571418,
            515.26114,
            121.310278,
            1507.026567,
            790.9682,
            716.058367
        ],
        [
            0.359543,
            0.291026,
            0.068518,
            0.15697,
            0.123609,
            0.118642
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108426,
            -39301,
            -111023,
            -1926410,
            -841580,
            -1084829
        ],
        [
            2.511056,
            4.022266,
            1.483717,
            1.418046,
            1.565608,
            1.324524
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            34.567901,
            34.146341,
            35,
            34.567901,
            34.146341,
            35
        ],
        [
            4.75307,
            7.757228,
            2.755475,
            2.684159,
            3.019386,
            2.45983
        ],
        [
            224734,
            224734,
            77930,
            1106212,
            651656,
            1106212
        ],
        [
            -37212,
            -13395,
            -37212,
            -356583,
            -356583,
            -355556
        ],
        [
            84,
            73,
            96,
            84,
            73,
            96
        ],
        [
            197,
            164,
            231,
            197,
            164,
            231
        ],
        [
            25,
            26,
            24,
            25,
            26,
            24
        ],
        [
            6882,
            3018,
            3864,
            6882,
            3018,
            3864
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -8091,
            351509,
            -104936,
            -12692,
            -30889,
            -38660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809704246,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 6,
            "offset": 0,
            "a": 0.7175
        }
    }
}

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)