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Trade: ROSE/USDT/360/MIDPRICE/JMA/1884

Strategy
ROSE/USDT/360/MIDPRICE/JMA/1884
Pair
ROSE_USDT
Interval
6h
Score
307825
Daily Profit
0.223983
Profit Factor
1.588511
Profitability
43.518519
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-25 20:15
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 396561.704 361568.8773 34992.8267 106680.9963 131414.627 -24733.6307
Total P&L (%) 396.5617 361.5689 34.9928 106.681 131.4146 -24.7336
Avg Daily Profit (%) 0.224 0.2042 0.0198 0.041 0.0474 -0.016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123027 -68605 -100856 -94128 -38122 -84195
Profit Factor 1.5885 2.37 1.0854 1.2197 1.721 0.9185
Total Trades 108 54 54 108 54 54
Winning Trades 47 21 26 47 21 26
Losing Trades 61 33 28 61 33 28
Profitability (%) 43.5185 38.8889 48.1481 43.5185 38.8889 48.1481
Ratio Avg Win / Avg Loss 2.0617 3.7243 1.1689 1.583 2.7045 0.9891
Largest Winning Trade 139864 139864 80553 65262 41904 65262
Largest Losing Trade -56806 -33425 -56806 -64244 -22440 -64244
Avg Bars in Trades 64 52 75 64 52 75
Avg Bars in Winners 90 70 106 90 70 106
Avg Bars in Losers 43 40 46 43 40 46
Bars Traded 6929 2835 4093 6929 2835 4093
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307825 -172204 -476523 -139650 -310719 -761553

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": 1607882400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820543850,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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": [
        [
            396561.703991727,
            361568.877252496,
            34992.826739231,
            106680.996338851,
            131414.6270364797,
            -24733.6306976287
        ],
        [
            396.561704,
            361.568877,
            34.992827,
            106.680996,
            131.414627,
            -24.733631
        ],
        [
            0.223983,
            0.204219,
            0.019764,
            0.041014,
            0.047401,
            -0.016047
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123027,
            -68605,
            -100856,
            -94128,
            -38122,
            -84195
        ],
        [
            1.588511,
            2.370015,
            1.085364,
            1.219652,
            1.721046,
            0.918486
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            43.518519,
            38.888889,
            48.148148,
            43.518519,
            38.888889,
            48.148148
        ],
        [
            2.061685,
            3.72431,
            1.168854,
            1.582952,
            2.704501,
            0.989138
        ],
        [
            139864,
            139864,
            80553,
            65262,
            41904,
            65262
        ],
        [
            -56806,
            -33425,
            -56806,
            -64244,
            -22440,
            -64244
        ],
        [
            64,
            52,
            75,
            64,
            52,
            75
        ],
        [
            90,
            70,
            106,
            90,
            70,
            106
        ],
        [
            43,
            40,
            46,
            43,
            40,
            46
        ],
        [
            6929,
            2835,
            4093,
            6929,
            2835,
            4093
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307825,
            -172204,
            -476523,
            -139650,
            -310719,
            -761553
        ]
    ]
}
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": 1607882400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820543850,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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)