← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ROSE/USDT/720/DEMA/SINWMA/1507

Strategy
ROSE/USDT/720/DEMA/SINWMA/1507
Pair
ROSE_USDT
Interval
12h
Score
321331
Daily Profit
0.170368
Profit Factor
2.114393
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1781.000000
Evaluation Time
2025-10-05 03:10
Expiration Time
2025-11-27 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270232.5928 303426.1646 -33193.5719 -53317.1706 88122.7196 -141439.8902
Total P&L (%) 270.2326 303.4262 -33.1936 -53.3172 88.1227 -141.4399
Avg Daily Profit (%) 0.1517 0.1704 -0.0186 -0.0428 0.0355 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112409 -100654 -130589 -86464 -40122 -138078
Profit Factor 1.4318 2.1144 0.9061 0.8574 1.7189 0.4375
Total Trades 64 32 32 64 32 32
Winning Trades 28 14 14 28 14 14
Losing Trades 36 18 18 36 18 18
Profitability (%) 43.75 43.75 43.75 43.75 43.75 43.75
Ratio Avg Win / Avg Loss 1.8409 2.7185 1.165 1.1024 2.2101 0.5625
Largest Winning Trade 199966 199966 70631 72549 72549 27610
Largest Losing Trade -58492 -46724 -58492 -55054 -21819 -55054
Avg Bars in Trades 53 59 48 53 59 48
Avg Bars in Winners 74 81 67 74 81 67
Avg Bars in Losers 37 41 33 37 41 33
Bars Traded 3433 1896 1537 3433 1896 1537
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 -136999 321331 -581574 -725319 -144694 -583240
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3562,
    "evaluation_days": 1781,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610452800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623057547,
    "expiration_time": 1764195552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 17,
            "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": [
        [
            270232.5927848108,
            303426.1646489123,
            -33193.5718641013,
            -53317.1705739382,
            88122.7196336263,
            -141439.8902075645
        ],
        [
            270.232593,
            303.426165,
            -33.193572,
            -53.317171,
            88.12272,
            -141.43989
        ],
        [
            0.151731,
            0.170368,
            -0.018638,
            -0.042764,
            0.035488,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112409,
            -100654,
            -130589,
            -86464,
            -40122,
            -138078
        ],
        [
            1.431802,
            2.114393,
            0.906112,
            0.857446,
            1.718948,
            0.437487
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            43.75,
            43.75,
            43.75,
            43.75,
            43.75,
            43.75
        ],
        [
            1.840889,
            2.718505,
            1.165001,
            1.102431,
            2.210076,
            0.562483
        ],
        [
            199966,
            199966,
            70631,
            72549,
            72549,
            27610
        ],
        [
            -58492,
            -46724,
            -58492,
            -55054,
            -21819,
            -55054
        ],
        [
            53,
            59,
            48,
            53,
            59,
            48
        ],
        [
            74,
            81,
            67,
            74,
            81,
            67
        ],
        [
            37,
            41,
            33,
            37,
            41,
            33
        ],
        [
            3433,
            1896,
            1537,
            3433,
            1896,
            1537
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136999,
            321331,
            -581574,
            -725319,
            -144694,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3562,
    "evaluation_days": 1781,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610452800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623057547,
    "expiration_time": 1764195552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 17,
            "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)