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Trade: ROSE/USDT/120/SMA/KCU/9762

Strategy
ROSE/USDT/120/SMA/KCU/9762
Pair
ROSE_USDT
Interval
2h
Score
313027
Daily Profit
0.211967
Profit Factor
1.978785
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1781.420000
Evaluation Time
2025-10-06 08:54
Expiration Time
2025-12-09 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508780.3545 377601.897 131178.4575 479507.608 -257145.4862 736653.0942
Total P&L (%) 508.7804 377.6019 131.1785 479.5076 -257.1455 736.6531
Avg Daily Profit (%) 0.2856 0.212 0.0736 0.0987 0 0.1193
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112042 -97994 -29645 -1693909 -1790026 -321487
Profit Factor 2.0778 1.9788 2.5206 1.1081 0.9318 2.107
Total Trades 71 35 36 71 35 36
Winning Trades 35 15 20 35 15 20
Losing Trades 36 20 16 36 20 16
Profitability (%) 49.2958 42.8571 55.5556 49.2958 42.8571 55.5556
Ratio Avg Win / Avg Loss 2.1372 2.6384 2.0165 1.1397 1.2424 1.6856
Largest Winning Trade 183839 183839 59748 963620 963620 441098
Largest Losing Trade -40062 -40062 -14107 -711248 -711248 -196984
Avg Bars in Trades 269 476 69 269 476 69
Avg Bars in Winners 344 688 86 344 688 86
Avg Bars in Losers 197 316 47 197 316 47
Bars Traded 19150 16666 2484 19150 16666 2484
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 -78831 313027 -89100 -254425 -581898 -28578
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21377,
    "evaluation_days": 1781.42,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606989600000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759730092139,
    "expiration_time": 1765264118400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            508780.3545115937,
            377601.8969862438,
            131178.4575253497,
            479507.6080295307,
            -257145.4861889685,
            736653.0942184993
        ],
        [
            508.780355,
            377.601897,
            131.178458,
            479.507608,
            -257.145486,
            736.653094
        ],
        [
            0.285604,
            0.211967,
            0.073637,
            0.098678,
            0,
            0.119315
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112042,
            -97994,
            -29645,
            -1693909,
            -1790026,
            -321487
        ],
        [
            2.077802,
            1.978785,
            2.520606,
            1.108081,
            0.931811,
            2.106991
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            49.295775,
            42.857143,
            55.555556,
            49.295775,
            42.857143,
            55.555556
        ],
        [
            2.137168,
            2.63838,
            2.016485,
            1.139741,
            1.242415,
            1.685593
        ],
        [
            183839,
            183839,
            59748,
            963620,
            963620,
            441098
        ],
        [
            -40062,
            -40062,
            -14107,
            -711248,
            -711248,
            -196984
        ],
        [
            269,
            476,
            69,
            269,
            476,
            69
        ],
        [
            344,
            688,
            86,
            344,
            688,
            86
        ],
        [
            197,
            316,
            47,
            197,
            316,
            47
        ],
        [
            19150,
            16666,
            2484,
            19150,
            16666,
            2484
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78831,
            313027,
            -89100,
            -254425,
            -581898,
            -28578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21377,
    "evaluation_days": 1781.42,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606989600000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759730092139,
    "expiration_time": 1765264118400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)