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Trade: ROSE/USDT/360/KCL/BBL/4166

Strategy
ROSE/USDT/360/KCL/BBL/4166
Pair
ROSE_USDT
Interval
6h
Score
370639
Daily Profit
0.246749
Profit Factor
1.506739
Profitability
46.043165
Streak
43.180676
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-26 19:20
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436868.3057 383602.6989 53265.6068 42137.7179 341151.654 -299013.9361
Total P&L (%) 436.8683 383.6027 53.2656 42.1377 341.1517 -299.0139
Avg Daily Profit (%) 0.2467 0.2167 0.0301 0.0199 0.0839 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180411 -102292 -124887 -1025672 -747642 -954107
Profit Factor 1.5067 1.7574 1.1498 1.0097 1.1345 0.8359
Total Trades 139 69 70 139 69 70
Winning Trades 64 31 33 64 31 33
Losing Trades 75 38 37 75 38 37
Profitability (%) 46.0432 44.9275 47.1429 46.0432 44.9275 47.1429
Ratio Avg Win / Avg Loss 1.7657 2.1543 1.2891 1.1832 1.3907 0.9372
Largest Winning Trade 183262 183262 72253 462233 376200 462233
Largest Losing Trade -74545 -48245 -74545 -726321 -353809 -726321
Avg Bars in Trades 48 54 43 48 54 43
Avg Bars in Winners 64 67 62 64 67 62
Avg Bars in Losers 35 44 26 35 44 26
Bars Traded 6806 3774 3033 6806 3774 3033
Profit Streak 43.1807 55.6807 43.1807 43.1807 55.6807 43.1807
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370639 -91853 -304611 -378430 -256482 -675794

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609113600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903610446,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 34,
            "offset": 0,
            "std": 3.48139
        }
    }
}
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": [
        [
            436868.3056986589,
            383602.6989293233,
            53265.606769335,
            42137.7179222769,
            341151.654005377,
            -299013.9360830998
        ],
        [
            436.868306,
            383.602699,
            53.265607,
            42.137718,
            341.151654,
            -299.013936
        ],
        [
            0.246749,
            0.216663,
            0.030085,
            0.019862,
            0.083866,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180411,
            -102292,
            -124887,
            -1025672,
            -747642,
            -954107
        ],
        [
            1.506739,
            1.757425,
            1.149765,
            1.009669,
            1.134526,
            0.835906
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            46.043165,
            44.927536,
            47.142857,
            46.043165,
            44.927536,
            47.142857
        ],
        [
            1.765709,
            2.154262,
            1.289131,
            1.183205,
            1.390709,
            0.937227
        ],
        [
            183262,
            183262,
            72253,
            462233,
            376200,
            462233
        ],
        [
            -74545,
            -48245,
            -74545,
            -726321,
            -353809,
            -726321
        ],
        [
            48,
            54,
            43,
            48,
            54,
            43
        ],
        [
            64,
            67,
            62,
            64,
            67,
            62
        ],
        [
            35,
            44,
            26,
            35,
            44,
            26
        ],
        [
            6806,
            3774,
            3033,
            6806,
            3774,
            3033
        ],
        [
            43.180676,
            55.680676,
            43.180676,
            43.180676,
            55.680676,
            43.180676
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370639,
            -91853,
            -304611,
            -378430,
            -256482,
            -675794
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609113600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903610446,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 34,
            "offset": 0,
            "std": 3.48139
        }
    }
}

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)