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Trade: ROSE/USDT/240/HL2/KCL/1687

Strategy
ROSE/USDT/240/HL2/KCL/1687
Pair
ROSE_USDT
Interval
4h
Score
343226
Daily Profit
0.194372
Profit Factor
1.309704
Profitability
46.341463
Streak
120.927029
Best Strategy
Training Data Length
1775.000000
Evaluation Time
2025-09-29 09:14
Expiration Time
2025-11-21 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -236085.4533 75724.0019 -311809.4552 3039858.5598 924935.084 2114923.4757
Total P&L (%) -236.0855 75.724 -311.8095 3039.8586 924.9351 2114.9235
Avg Daily Profit (%) -0.133 0.0427 -0.1757 0.1944 0.1312 0.1747
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -552737 -37507 -558806 -3798029 -436621 -4211250
Profit Factor 0.7676 2.0347 0.6692 1.3097 1.6222 1.2539
Total Trades 123 62 61 123 62 61
Winning Trades 95 44 51 57 29 28
Losing Trades 28 18 10 66 33 33
Profitability (%) 77.2358 70.9677 83.6066 46.3415 46.7742 45.9016
Ratio Avg Win / Avg Loss 0.2262 0.8324 0.1312 1.5165 1.8459 1.4778
Largest Winning Trade 41206 15918 41206 2075567 995692 2075567
Largest Losing Trade -532726 -29825 -532726 -1188560 -254217 -1188560
Avg Bars in Trades 72 2 144 72 2 144
Avg Bars in Winners 38 1 69 59 3 117
Avg Bars in Losers 190 5 525 84 2 167
Bars Traded 8973 173 8800 8973 173 8800
Profit Streak 120.927 120.927 121.2604 120.927 120.927 121.2604
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575256 -285061 -737260 343226 -168587 -154692
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10650,
    "evaluation_days": 1775,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759126495291,
    "expiration_time": 1763719200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -236085.453276003,
            75724.0019097048,
            -311809.4551857078,
            3039858.5597555656,
            924935.0840206178,
            2114923.4757349472
        ],
        [
            -236.085453,
            75.724002,
            -311.809455,
            3039.85856,
            924.935084,
            2114.923476
        ],
        [
            -0.133006,
            0.042661,
            -0.175667,
            0.194372,
            0.131197,
            0.174676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -552737,
            -37507,
            -558806,
            -3798029,
            -436621,
            -4211250
        ],
        [
            0.767603,
            2.034678,
            0.669233,
            1.309704,
            1.622191,
            1.253929
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            95,
            44,
            51,
            57,
            29,
            28
        ],
        [
            28,
            18,
            10,
            66,
            33,
            33
        ],
        [
            77.235772,
            70.967742,
            83.606557,
            46.341463,
            46.774194,
            45.901639
        ],
        [
            0.226241,
            0.832368,
            0.131222,
            1.5165,
            1.845941,
            1.477845
        ],
        [
            41206,
            15918,
            41206,
            2075567,
            995692,
            2075567
        ],
        [
            -532726,
            -29825,
            -532726,
            -1188560,
            -254217,
            -1188560
        ],
        [
            72,
            2,
            144,
            72,
            2,
            144
        ],
        [
            38,
            1,
            69,
            59,
            3,
            117
        ],
        [
            190,
            5,
            525,
            84,
            2,
            167
        ],
        [
            8973,
            173,
            8800,
            8973,
            173,
            8800
        ],
        [
            120.927029,
            120.927029,
            121.260362,
            120.927029,
            120.927029,
            121.260362
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575256,
            -285061,
            -737260,
            343226,
            -168587,
            -154692
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10650,
    "evaluation_days": 1775,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759126495291,
    "expiration_time": 1763719200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)