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Trade: ROSE/USDT/720/DEMA/PWMA/5132

Strategy
ROSE/USDT/720/DEMA/PWMA/5132
Pair
ROSE_USDT
Interval
12h
Score
616994
Daily Profit
0.204417
Profit Factor
2.995969
Profitability
64.864865
Streak
312.086137
Best Strategy
Training Data Length
1785.000000
Evaluation Time
2025-10-08 17:04
Expiration Time
2025-12-01 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 660742.9947 383069.423 277673.5717 4457837.1747 729126.5768 3728710.5979
Total P&L (%) 660.743 383.0694 277.6736 4457.8372 729.1266 3728.7106
Avg Daily Profit (%) 0.3702 0.2146 0.1556 0.2142 0.1186 0.2044
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66207 -75773 -66133 -1299979 -1401900 -685914
Profit Factor 2.7793 3.0511 2.5043 1.9033 1.2378 2.996
Total Trades 73 36 37 73 36 37
Winning Trades 44 20 24 44 20 24
Losing Trades 29 16 13 29 16 13
Profitability (%) 60.274 55.5556 64.8649 60.274 55.5556 64.8649
Ratio Avg Win / Avg Loss 1.8318 2.4409 1.3565 1.2545 0.9902 1.6228
Largest Winning Trade 229140 229140 47905 737092 471407 737092
Largest Losing Trade -66207 -66207 -40666 -1252729 -1252729 -531506
Avg Bars in Trades 45 54 36 45 54 36
Avg Bars in Winners 51 68 37 51 68 37
Avg Bars in Losers 35 37 33 35 37 33
Bars Traded 3306 1968 1338 3306 1968 1338
Profit Streak 192.0861 192.0861 312.0861 192.0861 192.0861 312.0861
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58512 535759 512804 -62647 -34953 616994
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3570,
    "evaluation_days": 1785,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1615118400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932242252,
    "expiration_time": 1764551520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "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": [
        [
            660742.9947367294,
            383069.4230303734,
            277673.5717063555,
            4457837.174717456,
            729126.5767795346,
            3728710.597937922
        ],
        [
            660.742995,
            383.069423,
            277.673572,
            4457.837175,
            729.126577,
            3728.710598
        ],
        [
            0.370164,
            0.214605,
            0.155559,
            0.214203,
            0.118569,
            0.204417
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66207,
            -75773,
            -66133,
            -1299979,
            -1401900,
            -685914
        ],
        [
            2.779341,
            3.051149,
            2.504329,
            1.903335,
            1.237753,
            2.995969
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            60.273973,
            55.555556,
            64.864865,
            60.273973,
            55.555556,
            64.864865
        ],
        [
            1.831838,
            2.440919,
            1.356512,
            1.254471,
            0.990202,
            1.622816
        ],
        [
            229140,
            229140,
            47905,
            737092,
            471407,
            737092
        ],
        [
            -66207,
            -66207,
            -40666,
            -1252729,
            -1252729,
            -531506
        ],
        [
            45,
            54,
            36,
            45,
            54,
            36
        ],
        [
            51,
            68,
            37,
            51,
            68,
            37
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            3306,
            1968,
            1338,
            3306,
            1968,
            1338
        ],
        [
            192.086137,
            192.086137,
            312.086137,
            192.086137,
            192.086137,
            312.086137
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58512,
            535759,
            512804,
            -62647,
            -34953,
            616994
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3570,
    "evaluation_days": 1785,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1615118400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932242252,
    "expiration_time": 1764551520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "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)