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Trade: ROSE/USDT/120/KCL/ZLMA/1370

Strategy
ROSE/USDT/120/KCL/ZLMA/1370
Pair
ROSE_USDT
Interval
2h
Score
519991
Daily Profit
0.278379
Profit Factor
3.750718
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-26 03:19
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 617799.6958 492682.8074 125116.8884 1959950.4942 1023426.3508 936524.1434
Total P&L (%) 617.7997 492.6828 125.1169 1959.9505 1023.4264 936.5241
Avg Daily Profit (%) 0.3491 0.2784 0.0707 0.1711 0.1368 0.1322
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52733 -40509 -79208 -916654 -281627 -680302
Profit Factor 2.622 3.7507 1.6201 1.6472 1.7913 1.5398
Total Trades 59 29 30 59 29 30
Winning Trades 25 14 11 25 14 11
Losing Trades 34 15 19 34 15 19
Profitability (%) 42.3729 48.2759 36.6667 42.3729 48.2759 36.6667
Ratio Avg Win / Avg Loss 3.5659 4.0186 2.7983 2.2402 1.9193 2.6596
Largest Winning Trade 197905 197905 79129 982546 704617 982546
Largest Losing Trade -31840 -23917 -31840 -485894 -236351 -485894
Avg Bars in Trades 348 372 325 348 372 325
Avg Bars in Winners 612 574 660 612 574 660
Avg Bars in Losers 155 184 132 155 184 132
Bars Traded 20577 10799 9778 20577 10799 9778
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 -168153 519991 -100713 -171555 -7356 -18674

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607500800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758845969641,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 188,
            "offset": 86,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 241,
            "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": [
        [
            617799.695828592,
            492682.8074339997,
            125116.8883945922,
            1959950.4942216575,
            1023426.3508371871,
            936524.14338447
        ],
        [
            617.799696,
            492.682807,
            125.116888,
            1959.950494,
            1023.426351,
            936.524143
        ],
        [
            0.349073,
            0.278379,
            0.070694,
            0.171082,
            0.136771,
            0.132216
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52733,
            -40509,
            -79208,
            -916654,
            -281627,
            -680302
        ],
        [
            2.621992,
            3.750718,
            1.62007,
            1.64721,
            1.791346,
            1.539774
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            42.372881,
            48.275862,
            36.666667,
            42.372881,
            48.275862,
            36.666667
        ],
        [
            3.56591,
            4.018626,
            2.798302,
            2.240206,
            1.919299,
            2.659609
        ],
        [
            197905,
            197905,
            79129,
            982546,
            704617,
            982546
        ],
        [
            -31840,
            -23917,
            -31840,
            -485894,
            -236351,
            -485894
        ],
        [
            348,
            372,
            325,
            348,
            372,
            325
        ],
        [
            612,
            574,
            660,
            612,
            574,
            660
        ],
        [
            155,
            184,
            132,
            155,
            184,
            132
        ],
        [
            20577,
            10799,
            9778,
            20577,
            10799,
            9778
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168153,
            519991,
            -100713,
            -171555,
            -7356,
            -18674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607500800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758845969641,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 188,
            "offset": 86,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 241,
            "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)