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Trade: ROSE/USDT/120/KCL/BBL/9901

Strategy
ROSE/USDT/120/KCL/BBL/9901
Pair
ROSE_USDT
Interval
2h
Score
308222
Daily Profit
0.155800
Profit Factor
1.220029
Profitability
48.471616
Streak
8.760892
Best Strategy
Training Data Length
1784.920000
Evaluation Time
2025-10-09 21:15
Expiration Time
2025-12-13 00:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278089.8459 286395.8291 -8305.9832 -62735.4669 360493.6533 -423229.1202
Total P&L (%) 278.0898 286.3958 -8.306 -62.7355 360.4937 -423.2291
Avg Daily Profit (%) 0.1558 0.1605 -0.0047 -0.0553 0.0856 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144716 -111285 -107773 -1016192 -507914 -617330
Profit Factor 1.22 1.3788 0.9836 0.9824 1.1721 0.7134
Total Trades 229 114 115 229 114 115
Winning Trades 111 51 60 111 51 60
Losing Trades 118 63 55 118 63 55
Profitability (%) 48.4716 44.7368 52.1739 48.4716 44.7368 52.1739
Ratio Avg Win / Avg Loss 1.297 1.7032 0.9017 1.0444 1.4479 0.6539
Largest Winning Trade 107980 107980 69812 406458 406458 216566
Largest Losing Trade -66204 -41731 -66204 -342738 -342738 -290916
Avg Bars in Trades 90 106 73 90 106 73
Avg Bars in Winners 98 112 86 98 112 86
Avg Bars in Losers 82 102 59 82 102 59
Bars Traded 20659 12184 8475 20659 12184 8475
Profit Streak 8.7609 9.2609 8.7609 8.7609 9.2609 8.7609
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308222 263828 -580075 -577388 -111516 -580075
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21419,
    "evaluation_days": 1784.92,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607090400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760033741090,
    "expiration_time": 1765577404800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 184,
            "offset": 246,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 2.4519
        }
    }
}
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": [
        [
            278089.845906109,
            286395.8291463241,
            -8305.9832402152,
            -62735.4668733015,
            360493.6533371971,
            -423229.1202104986
        ],
        [
            278.089846,
            286.395829,
            -8.305983,
            -62.735467,
            360.493653,
            -423.22912
        ],
        [
            0.1558,
            0.160453,
            -0.004653,
            -0.055288,
            0.085594,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144716,
            -111285,
            -107773,
            -1016192,
            -507914,
            -617330
        ],
        [
            1.220029,
            1.378797,
            0.983643,
            0.982432,
            1.172112,
            0.71335
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            111,
            51,
            60,
            111,
            51,
            60
        ],
        [
            118,
            63,
            55,
            118,
            63,
            55
        ],
        [
            48.471616,
            44.736842,
            52.173913,
            48.471616,
            44.736842,
            52.173913
        ],
        [
            1.296968,
            1.703219,
            0.901673,
            1.044387,
            1.447903,
            0.653905
        ],
        [
            107980,
            107980,
            69812,
            406458,
            406458,
            216566
        ],
        [
            -66204,
            -41731,
            -66204,
            -342738,
            -342738,
            -290916
        ],
        [
            90,
            106,
            73,
            90,
            106,
            73
        ],
        [
            98,
            112,
            86,
            98,
            112,
            86
        ],
        [
            82,
            102,
            59,
            82,
            102,
            59
        ],
        [
            20659,
            12184,
            8475,
            20659,
            12184,
            8475
        ],
        [
            8.760892,
            9.260892,
            8.760892,
            8.760892,
            9.260892,
            8.760892
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308222,
            263828,
            -580075,
            -577388,
            -111516,
            -580075
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21419,
    "evaluation_days": 1784.92,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607090400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760033741090,
    "expiration_time": 1765577404800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 184,
            "offset": 246,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 2.4519
        }
    }
}

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)