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Trade: ROSE/USDT/240/T3/MIDPRICE/7103

Strategy
ROSE/USDT/240/T3/MIDPRICE/7103
Pair
ROSE_USDT
Interval
4h
Score
337773
Daily Profit
0.179341
Profit Factor
1.585359
Profitability
45.783133
Streak
66.147072
Best Strategy
Training Data Length
1781.830000
Evaluation Time
2025-10-06 06:31
Expiration Time
2025-11-28 12:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 313406.5398 319555.6723 -6149.1325 -64944.3327 -724478.2176 659533.8849
Total P&L (%) 313.4065 319.5557 -6.1491 -64.9443 -724.4782 659.5339
Avg Daily Profit (%) 0.1759 0.1793 -0.0035 -0.0588 0 0.1139
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -255490 -158427 -132925 -3202198 -3225780 -584007
Profit Factor 1.299 1.5854 0.9878 0.9901 0.8444 1.3435
Total Trades 167 83 84 167 83 84
Winning Trades 83 38 45 83 38 45
Losing Trades 84 45 39 84 45 39
Profitability (%) 49.7006 45.7831 53.5714 49.7006 45.7831 53.5714
Ratio Avg Win / Avg Loss 1.3146 1.8774 0.8561 1.0021 0.9999 1.1644
Largest Winning Trade 115542 115542 34913 1319547 1319547 814466
Largest Losing Trade -71344 -71344 -54354 -1534961 -1534961 -584007
Avg Bars in Trades 62 77 48 62 77 48
Avg Bars in Winners 65 79 54 65 79 54
Avg Bars in Losers 60 75 41 60 75 41
Bars Traded 10506 6435 4071 10506 6435 4071
Profit Streak 42.6471 66.1471 42.6471 42.6471 66.1471 42.6471
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332578 337773 -580092 -577365 -581778 -39549
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10691,
    "evaluation_days": 1781.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607342400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759721507059,
    "expiration_time": 1764327312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 51,
            "offset": 0,
            "a": 0.79525
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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": [
        [
            313406.5398188295,
            319555.6723294964,
            -6149.1325106669,
            -64944.3327210431,
            -724478.2176480712,
            659533.8849270288
        ],
        [
            313.40654,
            319.555672,
            -6.149133,
            -64.944333,
            -724.478218,
            659.533885
        ],
        [
            0.17589,
            0.179341,
            -0.003451,
            -0.058812,
            0,
            0.113854
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -255490,
            -158427,
            -132925,
            -3202198,
            -3225780,
            -584007
        ],
        [
            1.298992,
            1.585359,
            0.987758,
            0.990122,
            0.84435,
            1.343511
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            49.700599,
            45.783133,
            53.571429,
            49.700599,
            45.783133,
            53.571429
        ],
        [
            1.314642,
            1.877399,
            0.856057,
            1.002051,
            0.999888,
            1.164376
        ],
        [
            115542,
            115542,
            34913,
            1319547,
            1319547,
            814466
        ],
        [
            -71344,
            -71344,
            -54354,
            -1534961,
            -1534961,
            -584007
        ],
        [
            62,
            77,
            48,
            62,
            77,
            48
        ],
        [
            65,
            79,
            54,
            65,
            79,
            54
        ],
        [
            60,
            75,
            41,
            60,
            75,
            41
        ],
        [
            10506,
            6435,
            4071,
            10506,
            6435,
            4071
        ],
        [
            42.647072,
            66.147072,
            42.647072,
            42.647072,
            66.147072,
            42.647072
        ],
        [
            2,
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            1,
            2,
            2,
            1
        ],
        [
            0.8,
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            0.8,
            1.45,
            1.45
        ],
        [
            332578,
            337773,
            -580092,
            -577365,
            -581778,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10691,
    "evaluation_days": 1781.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607342400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759721507059,
    "expiration_time": 1764327312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 51,
            "offset": 0,
            "a": 0.79525
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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)