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Trade: ROSE/USDT/240/KCL/HILO/9772

Strategy
ROSE/USDT/240/KCL/HILO/9772
Pair
ROSE_USDT
Interval
4h
Score
302588
Daily Profit
0.213625
Profit Factor
1.618627
Profitability
39.316239
Streak
61.615313
Best Strategy
Training Data Length
1782.330000
Evaluation Time
2025-10-06 17:46
Expiration Time
2025-11-29 01:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380750.6642 338837.1551 41913.5091 -35687.5976 45774.8912 -81462.4888
Total P&L (%) 380.7507 338.8372 41.9135 -35.6876 45.7749 -81.4625
Avg Daily Profit (%) 0.2136 0.1901 0.0235 -0.0248 0.0211 -0.0945
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139839 -126989 -92252 -440381 -325660 -148342
Profit Factor 1.6186 1.8671 1.1865 0.9661 1.0683 0.7867
Total Trades 117 58 59 117 58 59
Winning Trades 46 21 25 46 21 25
Losing Trades 71 37 34 71 37 34
Profitability (%) 39.3162 36.2069 42.3729 39.3162 36.2069 42.3729
Ratio Avg Win / Avg Loss 2.4983 3.2896 1.6137 1.4911 1.8823 1.0699
Largest Winning Trade 442646 442646 72943 398569 398569 103979
Largest Losing Trade -25917 -25708 -25917 -73154 -73154 -59841
Avg Bars in Trades 81 112 51 81 112 51
Avg Bars in Winners 127 182 81 127 182 81
Avg Bars in Losers 52 73 28 52 73 28
Bars Traded 9570 6551 3019 9570 6551 3019
Profit Streak 61.6153 114.6153 61.6153 61.6153 114.6153 61.6153
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302588 -173264 -356402 -581507 -494938 -757782
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10694,
    "evaluation_days": 1782.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608868800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761963017,
    "expiration_time": 1764371808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 216,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            380750.6641951802,
            338837.1551123821,
            41913.5090827982,
            -35687.5975752968,
            45774.8912138155,
            -81462.4887891124
        ],
        [
            380.750664,
            338.837155,
            41.913509,
            -35.687598,
            45.774891,
            -81.462489
        ],
        [
            0.213625,
            0.190109,
            0.023516,
            -0.024763,
            0.021148,
            -0.094515
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139839,
            -126989,
            -92252,
            -440381,
            -325660,
            -148342
        ],
        [
            1.618627,
            1.867076,
            1.186535,
            0.966076,
            1.068309,
            0.786677
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            39.316239,
            36.206897,
            42.372881,
            39.316239,
            36.206897,
            42.372881
        ],
        [
            2.498316,
            3.28961,
            1.613688,
            1.491117,
            1.882258,
            1.06988
        ],
        [
            442646,
            442646,
            72943,
            398569,
            398569,
            103979
        ],
        [
            -25917,
            -25708,
            -25917,
            -73154,
            -73154,
            -59841
        ],
        [
            81,
            112,
            51,
            81,
            112,
            51
        ],
        [
            127,
            182,
            81,
            127,
            182,
            81
        ],
        [
            52,
            73,
            28,
            52,
            73,
            28
        ],
        [
            9570,
            6551,
            3019,
            9570,
            6551,
            3019
        ],
        [
            61.615313,
            114.615313,
            61.615313,
            61.615313,
            114.615313,
            61.615313
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302588,
            -173264,
            -356402,
            -581507,
            -494938,
            -757782
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10694,
    "evaluation_days": 1782.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608868800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761963017,
    "expiration_time": 1764371808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 216,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)