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Trade: ROSE/USDT/240/KCL/SINWMA/3643

Strategy
ROSE/USDT/240/KCL/SINWMA/3643
Pair
ROSE_USDT
Interval
4h
Score
300408
Daily Profit
0.148162
Profit Factor
1.708465
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
1776.170000
Evaluation Time
2025-09-30 15:09
Expiration Time
2025-11-22 16:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 251673.5803 263160.6188 -11487.0384 -77901.0557 -98832.7659 20931.7102
Total P&L (%) 251.6736 263.1606 -11.487 -77.9011 -98.8328 20.9317
Avg Daily Profit (%) 0.1417 0.1482 -0.0065 -0.085 -0.2503 0.0107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208724 -105367 -141819 -1318046 -994770 -436029
Profit Factor 1.3833 1.7085 0.9597 0.9594 0.9239 1.0339
Total Trades 69 34 35 69 34 35
Winning Trades 39 18 21 39 18 21
Losing Trades 30 16 14 30 16 14
Profitability (%) 56.5217 52.9412 60 56.5217 52.9412 60
Ratio Avg Win / Avg Loss 1.0641 1.5186 0.6398 0.738 0.8212 0.6892
Largest Winning Trade 220622 220622 47997 405320 405320 238501
Largest Losing Trade -78308 -78308 -55264 -682178 -682178 -264622
Avg Bars in Trades 136 171 102 136 171 102
Avg Bars in Winners 119 154 89 119 154 89
Avg Bars in Losers 159 191 122 159 191 122
Bars Traded 9450 5847 3602 9450 5847 3602
Profit Streak 18.5065 0 68.8398 18.5065 0 68.8398
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107878 300408 -578059 -685370 -580413 -367036
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10657,
    "evaluation_days": 1776.17,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608609600000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759234157767,
    "expiration_time": 1763823024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "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": [
        [
            251673.5803472804,
            263160.6187646396,
            -11487.0384173593,
            -77901.0556720162,
            -98832.7658680993,
            20931.7101960829
        ],
        [
            251.67358,
            263.160619,
            -11.487038,
            -77.901056,
            -98.832766,
            20.93171
        ],
        [
            0.141695,
            0.148162,
            -0.006467,
            -0.084958,
            -0.250255,
            0.010701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208724,
            -105367,
            -141819,
            -1318046,
            -994770,
            -436029
        ],
        [
            1.383331,
            1.708465,
            0.959707,
            0.959355,
            0.923882,
            1.033859
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            56.521739,
            52.941176,
            60,
            56.521739,
            52.941176,
            60
        ],
        [
            1.064101,
            1.518635,
            0.639805,
            0.737965,
            0.821228,
            0.689239
        ],
        [
            220622,
            220622,
            47997,
            405320,
            405320,
            238501
        ],
        [
            -78308,
            -78308,
            -55264,
            -682178,
            -682178,
            -264622
        ],
        [
            136,
            171,
            102,
            136,
            171,
            102
        ],
        [
            119,
            154,
            89,
            119,
            154,
            89
        ],
        [
            159,
            191,
            122,
            159,
            191,
            122
        ],
        [
            9450,
            5847,
            3602,
            9450,
            5847,
            3602
        ],
        [
            18.506456,
            0,
            68.839789,
            18.506456,
            0,
            68.839789
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107878,
            300408,
            -578059,
            -685370,
            -580413,
            -367036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10657,
    "evaluation_days": 1776.17,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608609600000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759234157767,
    "expiration_time": 1763823024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "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)