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Trade: ROSE/USDT/120/T3/HILO/6333

Strategy
ROSE/USDT/120/T3/HILO/6333
Pair
ROSE_USDT
Interval
2h
Score
414139
Daily Profit
0.249683
Profit Factor
1.562451
Profitability
47.668394
Streak
20.013426
Best Strategy
Training Data Length
1775.580000
Evaluation Time
2025-09-30 13:19
Expiration Time
2025-12-03 08:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443331.5197 392478.6554 50852.8643 212398.6577 240575.6847 -28177.027
Total P&L (%) 443.3315 392.4787 50.8529 212.3987 240.5757 -28.177
Avg Daily Profit (%) 0.2497 0.221 0.0286 0.0642 0.069 -0.0186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147587 -68555 -135572 -354406 -225511 -286679
Profit Factor 1.5625 2.4281 1.0991 1.1361 1.439 0.9722
Total Trades 193 97 96 193 97 96
Winning Trades 92 45 47 92 45 47
Losing Trades 101 52 49 101 52 49
Profitability (%) 47.6684 46.3918 48.9583 47.6684 46.3918 48.9583
Ratio Avg Win / Avg Loss 1.7153 2.8058 1.1458 1.2473 1.6629 1.0135
Largest Winning Trade 166238 166238 80566 237913 186697 237913
Largest Losing Trade -56112 -33338 -56112 -149907 -97422 -149907
Avg Bars in Trades 108 91 126 108 91 126
Avg Bars in Winners 168 141 193 168 141 193
Avg Bars in Losers 54 47 62 54 47 62
Bars Traded 21025 8868 12157 21025 8868 12157
Profit Streak 20.0134 35.8468 0 20.0134 35.8468 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414139 405785 -268169 -177377 -99861 -579814
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21307,
    "evaluation_days": 1775.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606744800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227559995,
    "expiration_time": 1764741974400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 136,
            "offset": 0,
            "a": 0.13804
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 6
        }
    }
}
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": [
        [
            443331.5197039639,
            392478.6553902607,
            50852.8643137026,
            212398.6576516719,
            240575.6846693344,
            -28177.0270176623
        ],
        [
            443.33152,
            392.478655,
            50.852864,
            212.398658,
            240.575685,
            -28.177027
        ],
        [
            0.249683,
            0.221043,
            0.02864,
            0.064175,
            0.069042,
            -0.018638
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147587,
            -68555,
            -135572,
            -354406,
            -225511,
            -286679
        ],
        [
            1.562451,
            2.428127,
            1.099052,
            1.136118,
            1.439023,
            0.972169
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            101,
            52,
            49,
            101,
            52,
            49
        ],
        [
            47.668394,
            46.391753,
            48.958333,
            47.668394,
            46.391753,
            48.958333
        ],
        [
            1.715299,
            2.805835,
            1.145821,
            1.24726,
            1.662871,
            1.013538
        ],
        [
            166238,
            166238,
            80566,
            237913,
            186697,
            237913
        ],
        [
            -56112,
            -33338,
            -56112,
            -149907,
            -97422,
            -149907
        ],
        [
            108,
            91,
            126,
            108,
            91,
            126
        ],
        [
            168,
            141,
            193,
            168,
            141,
            193
        ],
        [
            54,
            47,
            62,
            54,
            47,
            62
        ],
        [
            21025,
            8868,
            12157,
            21025,
            8868,
            12157
        ],
        [
            20.013426,
            35.846759,
            0,
            20.013426,
            35.846759,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414139,
            405785,
            -268169,
            -177377,
            -99861,
            -579814
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21307,
    "evaluation_days": 1775.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606744800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227559995,
    "expiration_time": 1764741974400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 136,
            "offset": 0,
            "a": 0.13804
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 6
        }
    }
}

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)